scientific article; zbMATH DE number 5255870
From MaRDI portal
Publication:5454433
Recommendations
- Partial differential equations for probabilists
- scientific article; zbMATH DE number 3944435
- Quelques méthodes probabilistes pour les équations aux dérivées partielles
- Stochastic partial differential equations
- Stochastic partial differential equations
- Stochastic partial differential equations
- Probabilistic approach to a class of semilinear partial differential equations
- Probabilistic method for a class of functional-differential equations
Cited in
(54)- Non-equilibrium steady states for networks of oscillators
- About the analogy between optimal transport and minimal entropy
- Global and local multiple SLEs for 4 and connection probabilities for level lines of GFF
- A matrix Bougerol identity and the Hua-Pickrell measures
- Convergence to equilibrium in Wasserstein distance for Fokker-Planck equations
- Optimal dividend policies for a class of growth-restricted diffusion processes under transaction costs and solvency constraints
- A link of stochastic differential equations to nonlinear parabolic equations
- Root's barrier: construction, optimality and applications to variance options
- SLE and Virasoro representations: localization
- Time-periodic measures, random periodic orbits, and the linear response for dissipative non-autonomous stochastic differential equations
- Fundamental solution to 1D degenerate diffusion equation with locally bounded coefficients
- McKean-Vlasov type stochastic differential equations arising from the random vortex method
- Strong regularization by Brownian noise propagating through a weak Hörmander structure
- Analysis of a micro-macro acceleration method with minimum relative entropy moment matching
- Hua-Pickrell diffusions and Feller processes on the boundary of the graph of spectra
- Higher-order interpolated lattice schemes for multidimensional option pricing problems
- Protected polymorphisms and evolutionary stability of patch-selection strategies in stochastic environments
- The fundamental solution to 1D degenerate diffusion equation with one-sided boundary
- Robust concentration inequalities in maximal exponential models
- The method of stochastic characteristics for linear second-order hypoelliptic equations
- A new model for realistic random perturbations of stochastic oscillators
- Reflection couplings and contraction rates for diffusions
- Functional Integration and Partial Differential Equations. (AM-109)
- scientific article; zbMATH DE number 3944435 (Why is no real title available?)
- Dimensional reduction in nonlinear filtering: a homogenization approach
- Remarks on non-linear noise excitability of some stochastic heat equations
- A phase-space formulation and Gaussian approximation of the filtering equations for nonlinear quantum stochastic systems
- A micro-macro acceleration method for the Monte Carlo simulation of stochastic differential equations
- scientific article; zbMATH DE number 2121723 (Why is no real title available?)
- Analysis of degenerate diffusion operators arising in population biology
- Gaussian lower bound for the Neumann Green function of a general parabolic operator
- Two-sided Gaussian bounds for fundamental solutions of non-divergence form parabolic operators with H\"older continuous coefficients
- On the Feynman–Kac Formula
- Interlacing diffusions
- Parabolic equations with singular divergence-free drift vector fields
- ATLAS: a geometric approach to learning high-dimensional stochastic systems near manifolds
- Second order PDE's in finite and infinite dimension
- Exact solution of interacting particle systems related to random matrices
- Quantitative heat-kernel estimates for diffusions with distributional drift
- Law of the SLE tip
- On 1-point densities for Arratia flows with drift
- Stochastic partial differential equations with unbounded and degenerate coefficients
- Similarity solutions of partial differential equations in probability
- Mean field limits of particle-based stochastic reaction-drift-diffusion models
- A weak formulation of free boundary problems and its application to hydrodynamic limits of particle systems with selection
- Analysis of the Anderson operator
- A time asymptotics of a solution to 1D Keller-Segel system on a bounded interval
- Fokker-Planck equations on homogeneous Lie groups and probabilistic counterparts
- Antithetic multilevel particle filters
- Geometric ergodicity of a bead-spring pair with stochastic Stokes forcing
- Optimal existence classes and nonlinear-like dynamics in the linear heat equation in \(\mathbb{R}^d\)
- Entropy bounds for invariant measure perturbations in stochastic systems with uncertain noise
- Large deviations for dynamical Schrödinger problems
- An exercise in Malliavin's calculus
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5454433)