A signed measure on path space related to Wiener measure
From MaRDI portal
(Redirected from Publication:1246938)
Cited in
(76)- From pseudorandom walk to pseudo-Brownian motion: first exit time from a one-sided or a two-sided interval
- High order heat-type equations and random walks on the complex plane
- On Mellin transforms of solutions of differential equation \(\chi^{(n)}(x)+\gamma_nx\chi (x)=0\)
- A probabilistic representation of solution to the Cauchy problem for evolution equation with differential operator of order greater than 2
- Explicit solutions of some fractional partial differential equations via stable subordinators
- Solutions of infinite dimensional partial differential equations
- Bernstein processes, isovectors and mechanics
- Monopoles and dipoles in biharmonic pseudo process
- Estimates for functionals of solutions to higher-order heat-type equations with random initial conditions
- On fundamental solutions of higher-order space-fractional Dirac equations
- A Fokker–Planck equation of fractional order with respect to time
- Topologies on unparameterised path space
- A review on time-changed pseudoprocesses and related distributions
- Central limit theorem for solutions of random initialized differential equations: a simple proof
- Probabilistic representation formula for the solution of fractional high-order heat-type equations
- Central Limit Theorem for Signed Distributions
- Stochastic analysis for a non-Markovian generator: an introduction
- Stochastic differential equations with fractional Brownian motion input
- Higher-order Laplace equations and hyper-Cauchy distributions
- A new approach to fractional Brownian motion of order \(n\) via random walk in the complex plane
- An Itô calculus for a class of limit processes arising from random walks on the complex plane
- Bi-Laplacians on graphs and networks
- Approximate solution for some stochastic differential equations involving both Gaussian and Poissonian white noises
- Small stochastic perturbations in a general fractional kinetic equation
- Non-Gaussian distributions
- Homogeneous rheonomic contact transformations and reparametrization of path integrals over quasimeasures
- Homogeneous point transformation and reparametrization of paths in path integrals for fourth-order differential equations
- Path reparametrization in path integrals for third-order differential equations
- Pseudoprocesses on a circle and related Poisson kernels
- First exit time from a bounded interval for pseudo-processes driven by the equation \(\partial /\partial t=(-1)^{N-1}\partial ^{2N}/\partial x^{2N}\)
- Vibrations and fractional vibrations of rods, plates and Fresnel pseudo-processes
- New results on Fokker-Planck equations of fractional order.
- Probabilistic representations for the solution of higher order differential equations
- Joint distributions of the maximum and the process for higher-order diffusions.
- A new approach to complex-valued fractional Brownian motion via rotating white noise
- Infinite dimensional oscillatory integrals with polynomial phase and applications to higher-order heat-type equations
- Composition of stochastic processes governed by higher-order parabolic and hyperbolic equations
- Complex-valued Wiener measure: An approach via random walk in the complex plane
- The Feynman-Kac formula and the Hamilton-Jacobi equation
- On the convolution powers of complex functions on \(\mathbb{Z}\)
- Green's functions and the Cauchy problem of the Burgers hierarchy and forced Burgers equation
- Infinite dimensional oscillatory integrals as projective systems of functionals
- A path integral formula for certain fourth-order elliptic operators
- Feynman formulas for semigroups generated by an iterated Laplace operator
- Fractional Brownian motion with complex variance via random walk in the complex plane and applications
- First hitting time and place for pseudo-processes driven by the equation \(\frac {\partial}{\partial t} = \pm \frac {\partial ^N}{\partial x^N}\) subject to a linear drift
- New Feynman-Kac type formula
- The arc-sine law and its analogs for processes governed by signed and complex measures
- Joint distribution of the process and its sojourn time in a half-line \([a,+\infty)\) for pseudo-processes driven by a high-order heat-type equation
- Generalized Feynman path integrals and applications to higher-order heat-type equations
- Probabilistic construction of the solution of some higher order parabolic differential equation
- Fractional Brownian motions via random walk in the complex plane and via fractional derivative. Comparison and further results on their Fokker-Planck equations
- Itô formula for an asymptotically 4-stable process
- STOCHASTICS OF ORDER n IN BIOLOGICAL SYSTEMS: APPLICATIONS TO POPULATION DYNAMICS, THERMODYNAMICS, NONEQUILIBRIUM PHASE AND COMPLEXITY
- Conditional maximal distributions of processes related to higher-order heat-type equations
- On the fractional counterpart of the higher-order equations
- The explicit solutions of a class of diffusion equation
- Canonical transformations, umbral calculus and orthogonal theory
- A path-integral approach to the Cameron-Martin-Maruyama-Girsanov formula associated to a bi-Laplacian
- Bi-Kolmogorov type operators And weighted Rellich's inequalities
- Central limit theorem for complex measures
- Non-Gaussian distributions.
- General Airy-type equations, heat-type equations and pseudo-processes
- Quantum-like diffusion over discrete sets
- Brownian fluctuations in space-time with applications to vibrations of rods
- Product formulas for solutions of initial value partial differential equations. I
- Processes governed by signed measures connected with third-order ``heat- type equations
- An approach to the pseudoprocess driven by the equation \(\frac{\partial}{\partial t}=-A\frac{\partial^3}{\partial x^3}\) by a random walk
- A class of general boundary conditions for multi-dimensional diffusion equation
- A central limit theorem for some special complex-valued probability densities
- Canonical equivalence of integrable systems, their associated (semi)- groups, and moment systems
- Characteristic methods for multi-dimensional evolution equations
- A path integral approach for solving Euler's equation describing the oscillations of an infinite bar
- Fractional master equation: Non-standard analysis and Liouville-Riemann derivative
- A survey on the pseudo-process driven by the high-order heat-type equation \(\partial/\partial t=\pm\partial^N\!/\partial x^N\) concerning the hitting and sojourn times
- A signed measure on rough paths associated to a PDE of high order: results and conjectures
This page was built for publication: A signed measure on path space related to Wiener measure
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1246938)
