標題: Titlebook: Geometry and Invariance in Stochastic Dynamics; Verona, Italy, March Stefania Ugolini,Marco Fuhrman,Barbara Rüdiger Conference proceedings [打印本頁] 作者: 無感覺 時間: 2025-3-21 17:42
書目名稱Geometry and Invariance in Stochastic Dynamics影響因子(影響力)
書目名稱Geometry and Invariance in Stochastic Dynamics影響因子(影響力)學科排名
書目名稱Geometry and Invariance in Stochastic Dynamics網絡公開度
書目名稱Geometry and Invariance in Stochastic Dynamics網絡公開度學科排名
書目名稱Geometry and Invariance in Stochastic Dynamics被引頻次
書目名稱Geometry and Invariance in Stochastic Dynamics被引頻次學科排名
書目名稱Geometry and Invariance in Stochastic Dynamics年度引用
書目名稱Geometry and Invariance in Stochastic Dynamics年度引用學科排名
書目名稱Geometry and Invariance in Stochastic Dynamics讀者反饋
書目名稱Geometry and Invariance in Stochastic Dynamics讀者反饋學科排名
作者: 有斑點 時間: 2025-3-21 22:30
,Asymptotic Expansion for a Black–Scholes Model with Small Noise Stochastic Jump-Diffusion Interest ar, we consider the case when the small perturbation is due to a general, but small, noise of Lévy type. Moreover, we provide explicit expressions for the involved expansion coefficients as well as accurate estimates on the remainders.作者: 比目魚 時間: 2025-3-22 01:23
Stochastic Geodesics,cal path of an energy functional) to diffusion processes on Riemannian manifolds. These stochastic processes are no longer smooth paths but they are still critical points of a regularised stochastic energy functional. We consider stochastic geodesics on compact Riemannian manifolds and also on (poss作者: ABASH 時間: 2025-3-22 05:58 作者: LASH 時間: 2025-3-22 11:00
Higher Order Derivatives of Heat Semigroups on Spheres and Riemannian Symmetric Spaces,phere .. The formula demonstrates that for higher order derivatives there can be a spectrum of decay/growth rates, unlike the generic situation for first derivatives which is fundamental for Bakry-Emery theory. The method used is then applied for higher derivatives for spheres, and could be used for作者: Campaign 時間: 2025-3-22 15:51 作者: Campaign 時間: 2025-3-22 17:02
,Stochastic Geometric Mechanics with?Diffeomorphisms, mechanics and is shown to play a central role in deriving and understanding the generation of fluid circulation via the Kelvin-Noether theorem for ideal fluids with stochastic advection by Lie transport (SALT).作者: 不連貫 時間: 2025-3-22 21:42
McKean Feynman-Kac Probabilistic Representations of Non-linear Partial Differential Equations, solutions of McKean Feynman-Kac Equations (MFKEs) that generalize the notion of McKean Stochastic Differential Equations (MSDEs). While MSDEs can be related to non-linear Fokker-Planck PDEs, MFKEs can be related to non-conservative non-linear PDEs. Motivations come from modeling issues but also fro作者: nonsensical 時間: 2025-3-23 05:24
Bernstein Processes, Isovectors and Mechanics, problem stated by Schr?dinger in 1931. Those diffusions satisfy two unusual properties. Although typically not time-homogeneous, they are time reversible. Also their infinitesimal coefficients are specific functions of positive solutions of time adjoint parabolic equations. The symmetries of these 作者: 不出名 時間: 2025-3-23 09:12 作者: 泛濫 時間: 2025-3-23 12:30 作者: 逃避責任 時間: 2025-3-23 15:42 作者: N斯巴達人 時間: 2025-3-23 19:46 作者: Flirtatious 時間: 2025-3-24 00:23
Markov Processes with Jumps on Manifolds and Lie Groups,We review some developments concerning Markov and Feller processes with jumps in geometric settings. These include stochastic differential equations in Markus canonical form, the Courrège theorem on Lie groups, and invariant Markov processes on manifolds under both transitive and more general Lie group actions.作者: 記憶 時間: 2025-3-24 02:28 作者: humectant 時間: 2025-3-24 07:28
978-3-030-87434-6Springer Nature Switzerland AG 2021作者: eucalyptus 時間: 2025-3-24 13:48 作者: Connotation 時間: 2025-3-24 15:27
Andreas Knapp,Karl-Erich Jaegerar, we consider the case when the small perturbation is due to a general, but small, noise of Lévy type. Moreover, we provide explicit expressions for the involved expansion coefficients as well as accurate estimates on the remainders.作者: Atmosphere 時間: 2025-3-24 22:15 作者: 木訥 時間: 2025-3-25 01:09
Einführung in die Experimentalzoologieactional and non-strong-mixing noise and providing new examples. The emphasise of the review will be on the recently developed effective dynamic theory for two scale random systems with fractional noise: Stochastic Averaging and ‘Rough Diffusion Homogenisation Theory’. We also study the geometric models with perturbations to symmetries.作者: rheumatism 時間: 2025-3-25 05:57 作者: explicit 時間: 2025-3-25 08:22
https://doi.org/10.1007/978-3-322-94108-4 process ensuring that its mild solution is positive if the initial datum is positive. As an application, we discuss the positivity of forward rates in the Heath-Jarrow-Morton model via Musiela’s stochastic PDE.作者: noxious 時間: 2025-3-25 12:34 作者: Trypsin 時間: 2025-3-25 18:52
,Asymptotic Expansion for a Black–Scholes Model with Small Noise Stochastic Jump-Diffusion Interest ar, we consider the case when the small perturbation is due to a general, but small, noise of Lévy type. Moreover, we provide explicit expressions for the involved expansion coefficients as well as accurate estimates on the remainders.作者: 極小量 時間: 2025-3-25 20:17 作者: floodgate 時間: 2025-3-26 03:53
Rough Homogenisation with Fractional Dynamics,actional and non-strong-mixing noise and providing new examples. The emphasise of the review will be on the recently developed effective dynamic theory for two scale random systems with fractional noise: Stochastic Averaging and ‘Rough Diffusion Homogenisation Theory’. We also study the geometric models with perturbations to symmetries.作者: Regurgitation 時間: 2025-3-26 08:16 作者: Pageant 時間: 2025-3-26 09:01
On the Positivity of Local Mild Solutions to Stochastic Evolution Equations, process ensuring that its mild solution is positive if the initial datum is positive. As an application, we discuss the positivity of forward rates in the Heath-Jarrow-Morton model via Musiela’s stochastic PDE.作者: Airtight 時間: 2025-3-26 14:57 作者: 圍裙 時間: 2025-3-26 19:14
https://doi.org/10.1007/978-3-030-87432-260HXX, 60H15, 34C15, 35B06, 37HXX; invariance and symmetry; dimensional stochastic differential equati作者: debase 時間: 2025-3-26 23:36
Die Entwicklungsphysiologie der Leber,eneral definitions of symmetries for Brownian motion driven SDEs, as well as of weak and gauge symmetries of SDEs driven by discrete-time semimartingales. Some applications of Lie symmetry analysis to reduction and reconstruction of SDEs, Kolmogorov equation and numerical schemes for SDEs are discus作者: 極為憤怒 時間: 2025-3-27 02:42 作者: Oratory 時間: 2025-3-27 06:14 作者: 館長 時間: 2025-3-27 11:16 作者: 緯線 時間: 2025-3-27 15:43 作者: 方便 時間: 2025-3-27 21:40 作者: CHECK 時間: 2025-3-27 23:03 作者: 廚房里面 時間: 2025-3-28 04:18
https://doi.org/10.1007/978-3-642-86510-7 solutions of McKean Feynman-Kac Equations (MFKEs) that generalize the notion of McKean Stochastic Differential Equations (MSDEs). While MSDEs can be related to non-linear Fokker-Planck PDEs, MFKEs can be related to non-conservative non-linear PDEs. Motivations come from modeling issues but also fro作者: Ophthalmologist 時間: 2025-3-28 09:50
Zur Natur der spontanen Polarisation, problem stated by Schr?dinger in 1931. Those diffusions satisfy two unusual properties. Although typically not time-homogeneous, they are time reversible. Also their infinitesimal coefficients are specific functions of positive solutions of time adjoint parabolic equations. The symmetries of these 作者: conception 時間: 2025-3-28 14:15 作者: Ornithologist 時間: 2025-3-28 16:27
,Qualit?tsmerkmale gefertigter Teile,ir applications. This includes studying the invariance of Poisson point processes under random transformations, as well as applications to distribution estimation for random sets in stochastic geometry, random graph connectivity, and density estimation for neuron membrane potentials in Poisson shot 作者: lymphoma 時間: 2025-3-28 21:08 作者: 高歌 時間: 2025-3-29 00:24 作者: Obstacle 時間: 2025-3-29 07:07 作者: 格子架 時間: 2025-3-29 10:07
Zur Natur der spontanen Polarisation,PDEs will therefore be transformed into symmetries of the diffusions and provide relations between them hard to guess otherwise. We shall use an algebraico-geometric method (“of isovectors”) and mention applications in finance and mathematical physics. As can be expected Schr?dinger’s initial motivation was quantum mechanics.作者: AMBI 時間: 2025-3-29 14:36
,Some Recent Developments on?Lie Symmetry Analysis of?Stochastic Differential Equations,sed. Studies on random symmetries of SDEs, as well as extension of Noether theorem on invariants to stochastic systems and the finding of finite-dimensional solutions to SPDEs are also briefly reviewed.作者: Cerebrovascular 時間: 2025-3-29 15:51
Stochastic Geodesics,ibly infinite dimensional) Lie groups. Finally the question of existence of such stochastic geodesics is discussed: we show how it can be approached via forward-backward stochastic differential equations.作者: AIL 時間: 2025-3-29 19:53 作者: IRS 時間: 2025-3-30 02:15
Bernstein Processes, Isovectors and Mechanics,PDEs will therefore be transformed into symmetries of the diffusions and provide relations between them hard to guess otherwise. We shall use an algebraico-geometric method (“of isovectors”) and mention applications in finance and mathematical physics. As can be expected Schr?dinger’s initial motivation was quantum mechanics.作者: 方舟 時間: 2025-3-30 05:53
Quasi-shuffle Algebras in Non-commutative Stochastic Calculus,lise the classical rules of Chen calculus for deterministic scalar-valued iterated integrals. The second part develops the stochastic analog of what is commonly called chronological calculus in control theory. We obtain in particular a pre-Lie Magnus formula for the logarithm of the It? stochastic exponential of matrix-valued semimartingales.作者: Detain 時間: 2025-3-30 11:57 作者: 教育學 時間: 2025-3-30 13:08 作者: FANG 時間: 2025-3-30 18:51 作者: 手工藝品 時間: 2025-3-31 00:34
2194-1009 l of contributing to the elaboration of a unified theory that will have a great impact both from the theoretical point of view and the point of view of applicat978-3-030-87434-6978-3-030-87432-2Series ISSN 2194-1009 Series E-ISSN 2194-1017 作者: Irksome 時間: 2025-3-31 02:45 作者: Gerontology 時間: 2025-3-31 05:16
