染色体
发表于 2025-3-30 10:20:11
Dirichlet Forms Methods: An Application to the Propagation of the Error Due to the Euler Schemedels with less classical tools. In this spirit, we interpret the asymptotic error on the solution of an sde due to the Euler scheme (Kurtz and Protter [.]) in terms of a Dirichlet form on the Wiener space, what allows to propagate this error thanks to functional calculus.
KEGEL
发表于 2025-3-30 14:04:44
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climax
发表于 2025-3-30 18:25:50
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ROOF
发表于 2025-3-30 21:08:44
An Estimate of the Convergence Rate in Diffusion Approximation of a Particle Motion under Random Forined over a certain probability space (Ω,Σ, ℙ). It has been proved by Kesten and Papanicolaou in [.] that if . 3 and .(.) is sufficiently regular, nondegenerate and mixing in the spatial variable, then the process ., converges weakly to a hypoelliptic diffusion. In this paper we prove power-like bou
收藏品
发表于 2025-3-31 03:33:12
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令人心醉
发表于 2025-3-31 06:38:17
Approximation of Stochastic Differential Equations Driven by Fractional Brownian Motionter than 1/2 ) using a series expansion for the noise. We prove that the solution of the approximating equations converge in probability to the solution of the given equation. We illustrate the approximation through an example from mathematical finance.
摇摆
发表于 2025-3-31 12:49:05
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教育学
发表于 2025-3-31 17:16:33
Generalized Ornstein-Uhlenbeck Processes on Separable Banach Spacesg Banach-valued stochastic integrals w.r.t. Lévy processes and compensated Poisson random measures, as well as the results in [.], related to the analysis of Banach-valued stochastic differential equations with Lévy noise, and the corresponding Itô formula studied in [.].
CRASS
发表于 2025-3-31 20:27:56
A One-Dimensional Analysis of Singularities and Turbulence for the Stochastic Burgers Equation in , sing Hamilton-Jacobi function, the classical mechanical caustic and the Maxwell set, and their algebraic pre-images under the classical mechanical flow map. The problem is analysed in terms of a reduced (one-dimensional) action function. We give an explicit expression for an algebraic surface contai
脱离
发表于 2025-3-31 23:08:06
Attractors for Ergodic and Monotone Random Dynamical Systemsrgodic has a weak random attractor which consists of a single point. Then we show that ergodicity alone is insufficient for the existence of a weak random attractor. In particular we present an rds in ℝ., . ≥ 2 namely an isotropic Brownian flow with drift, whose single-point motion is an ergodic dif