Itō diffusion

Results: 160



#Item
81Stochastic processes / Mathematics / Stochastic calculus / Stochastic differential equation / Partial differential equation / Envelope / Itō diffusion / Calculus / Differential equations / Mathematical analysis

The Annals of Probability 1996, Vol. 24, No. 4, 2024–2056 BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS WITH REFLECTION AND DYNKIN GAMES1 By Jaksˇ a Cvitanic´ and Ioannis Karatzas

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Source URL: authors.library.caltech.edu

Language: English - Date: 2012-12-26 09:46:16
82Mathematical analysis / Diffusion equation / Mathematics / Itō diffusion / Diffusion / Physical chemistry / Anomalous diffusion

Igor Sokolov, Humboldt-Universität zu Berlin Aging, ergodicity breaking and universal fluctuations in continuous time random walks: Theory and (possible)

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Source URL: www.physik.uni-augsburg.de

Language: English - Date: 2010-04-12 01:45:47
83Heat equation / Statistics / Stochastic processes / Itō diffusion

Igor Sokolov, Humboldt-Universität zu Berlin Diffusion in crowded environments: Models, properties, instruments 25th Smoluchowski symposium, Cracow 2012

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Source URL: www.physik.uni-augsburg.de

Language: English - Date: 2012-10-08 04:33:29
84Mathematical analysis / Boolean algebra / Sigma-algebra / Probability space / Kolmogorov complexity / Measure / Itō diffusion / Support / Probability theory / Mathematics / Measure theory

Solomonoff Induction Shane Legg May 16, 2004 1

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Source URL: roland.pri.ee

Language: English - Date: 2007-09-16 01:27:18
85Itō diffusion / Calculus / Continuous function / Fourier analysis

Perverse consequences of infrequently culling a pest Alan J. Terry† and Stephen A. Gourley‡ † ‡

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Source URL: epubs.surrey.ac.uk

Language: English - Date: 2013-09-23 15:18:57
86Heat equation / Heat transfer / Reaction–diffusion system / Wiener process / Spectral theory / Leibniz integral rule / Itō diffusion / Calculus / Mathematical analysis / Stochastic processes

Power-like delay in time inhomogeneous Fisher-KPP equations James Nolen∗ Jean-Michel Roquejoffre† Lenya Ryzhik‡

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Source URL: math.duke.edu

Language: English - Date: 2013-06-25 10:21:39
87Operator theory / Reaction–diffusion system / Ordinary differential equations / Spectral theory / Itō diffusion / Spectral theory of ordinary differential equations / Mathematical analysis / Heat equation / Heat transfer

A short proof of the logarithmic Bramson correction in Fisher-KPP equations Fran¸cois Hamel∗ James Nolen†

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Source URL: math.duke.edu

Language: English - Date: 2012-05-07 08:57:26
88Matrix theory / Markov processes / Abstract algebra / Perron–Frobenius theorem / Matrix / Vector space / Markov chain / Eigenvalues and eigenvectors / Itō diffusion / Algebra / Linear algebra / Mathematics

University of Warwick institutional repository: http://go.warwick.ac.uk/wrap This paper is made available online in accordance with publisher policies. Please scroll down to view the document itself. Please refer to the

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Source URL: wrap.warwick.ac.uk

Language: English - Date: 2011-07-06 08:15:08
89Lyapunov function / Fourier analysis / Spectral theory of ordinary differential equations / Itō diffusion / Mathematical analysis / Dynamical systems / Invariant measure

NOISE-INDUCED STABILIZATION OF PLANAR FLOWS I arXiv:1404.0957v1 [math.PR] 3 Apr[removed]DAVID P. HERZOG AND JONATHAN C. MATTINGLY

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Source URL: arxiv.org

Language: English - Date: 2014-04-03 20:27:39
90Generating functions / Modular forms / Elliptic functions / Probability-generating function / Moment-generating function / Random walk / Continuous function / Itō diffusion / Theta function / Mathematical analysis / Statistics / Mathematics

ONE-DIMENSIONAL RANDOM WALKS 1. SIMPLE RANDOM WALK Definition 1. A random walk on the integers Z with step distribution F and initial state x ∈ Z is a sequence S n of random variables whose increments are independent,

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Source URL: galton.uchicago.edu

Language: English - Date: 2009-01-02 14:57:40
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