Carbon-Monoxide 发表于 2025-4-1 02:44:37
Jeremy Leaman,Anne Daguerres like the KPZ equation or the dynamical . model. The idea is to reformulate them as fixed point problems in some space . (or rather a slightly modified version that takes into account possible singular behaviour near time 0) based on a suitable random model in a regularity structure purpose-built fDeject 发表于 2025-4-1 09:15:17
Philip Rainesful tools from the analysis on Gaussian spaces become available. A general Fernique type theorem leads us to integrability properties of rough integrals with Gaussian integrator akin to those of classical stochastic integrals. We then discuss Malliavin calculus for differential equations driven by G共同生活 发表于 2025-4-1 13:31:52
C. H. Flockton,L. Garside,P. A. Groutnding stochastic differential equation. In combination with continuity of the Itˆo–Lyons maps, a quick proof of the Wong–Zakai theorem is given. Applications to Stroock–Varadhan support theory and Freidlin–Wentzell large deviations are briefly discussed.