scientific article; zbMATH DE number 5255870
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Publication:5454433
zbMATH Open1145.35002MaRDI QIDQ5454433FDOQ5454433
Publication date: 31 March 2008
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Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Continuous-time Markov processes on general state spaces (60J25) Research exposition (monographs, survey articles) pertaining to partial differential equations (35-02)
Cited In (44)
- Remarks on non-linear noise excitability of some stochastic heat equations
- Interlacing Diffusions
- The method of stochastic characteristics for linear second-order hypoelliptic equations
- Reflection couplings and contraction rates for diffusions
- Geometric ergodicity of a bead-spring pair with stochastic Stokes forcing
- A new model for realistic random perturbations of stochastic oscillators
- A matrix Bougerol identity and the Hua-Pickrell measures
- Optimal existence classes and nonlinear-like dynamics in the linear heat equation in \(\mathbb{R}^d\)
- Second order PDE's in finite and infinite dimension
- Higher-order interpolated lattice schemes for multidimensional option pricing problems
- Law of the SLE tip
- Root's barrier: construction, optimality and applications to variance options
- Optimal dividend policies for a class of growth-restricted diffusion processes under transaction costs and solvency constraints
- Analysis of Degenerate Diffusion Operators Arising in Population Biology
- On 1-point densities for Arratia flows with drift
- Convergence to equilibrium in Wasserstein distance for Fokker-Planck equations
- Time-periodic measures, random periodic orbits, and the linear response for dissipative non-autonomous stochastic differential equations
- Two-sided Gaussian bounds for fundamental solutions of non-divergence form parabolic operators with H\"older continuous coefficients
- On the Feynman–Kac Formula
- Non-equilibrium steady states for networks of oscillators
- Protected polymorphisms and evolutionary stability of patch-selection strategies in stochastic environments
- Stochastic partial differential equations with unbounded and degenerate coefficients
- An exercise in Malliavin's calculus
- Parabolic equations with singular divergence‐free drift vector fields
- Analysis of a micro-macro acceleration method with minimum relative entropy moment matching
- Exact solution of interacting particle systems related to random matrices
- Robust concentration inequalities in maximal exponential models
- Hua-Pickrell diffusions and Feller processes on the boundary of the graph of spectra
- SLE and Virasoro representations: localization
- Similarity solutions of partial differential equations in probability
- Gaussian lower bound for the Neumann Green function of a general parabolic operator
- A Micro-Macro Acceleration Method for the Monte Carlo Simulation of Stochastic Differential Equations
- Strong regularization by Brownian noise propagating through a weak Hörmander structure
- Fundamental solution to 1D degenerate diffusion equation with locally bounded coefficients
- Mean field limits of particle-based stochastic reaction-drift-diffusion models
- McKean-Vlasov type stochastic differential equations arising from the random vortex method
- A link of stochastic differential equations to nonlinear parabolic equations
- About the analogy between optimal transport and minimal entropy
- The fundamental solution to 1D degenerate diffusion equation with one-sided boundary
- Quantitative heat-kernel estimates for diffusions with distributional drift
- Global and local multiple SLEs for \(\kappa\leq4\) and connection probabilities for level lines of GFF
- Dimensional reduction in nonlinear filtering: a homogenization approach
- ATLAS: A Geometric Approach to Learning High-Dimensional Stochastic Systems Near Manifolds
- A phase-space formulation and Gaussian approximation of the filtering equations for nonlinear quantum stochastic systems
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