Titlebook: Geometry and Invariance in Stochastic Dynamics; Verona, Italy, March Stefania Ugolini,Marco Fuhrman,Barbara Rüdiger Conference proceedings

無(wú)感覺(jué)

書(shū)目名稱(chēng)Geometry and Invariance in Stochastic Dynamics影響因子(影響力)




書(shū)目名稱(chēng)Geometry and Invariance in Stochastic Dynamics影響因子(影響力)學(xué)科排名




書(shū)目名稱(chēng)Geometry and Invariance in Stochastic Dynamics網(wǎng)絡(luò)公開(kāi)度




書(shū)目名稱(chēng)Geometry and Invariance in Stochastic Dynamics網(wǎng)絡(luò)公開(kāi)度學(xué)科排名




書(shū)目名稱(chēng)Geometry and Invariance in Stochastic Dynamics被引頻次




書(shū)目名稱(chēng)Geometry and Invariance in Stochastic Dynamics被引頻次學(xué)科排名




書(shū)目名稱(chēng)Geometry and Invariance in Stochastic Dynamics年度引用




書(shū)目名稱(chēng)Geometry and Invariance in Stochastic Dynamics年度引用學(xué)科排名




書(shū)目名稱(chēng)Geometry and Invariance in Stochastic Dynamics讀者反饋




書(shū)目名稱(chēng)Geometry and Invariance in Stochastic Dynamics讀者反饋學(xué)科排名

有斑點(diǎn)

,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.

比目魚(yú)

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

ABASH

LASH

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

Campaign

Campaign

,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).

不連貫

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

nonsensical

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

不出名