Saved in:
| Main Author: | Adams, Zachary P. |
|---|---|
| Format: | Preprint |
| Published: |
2021
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2109.04515 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
An Optimal Functional Itô's Formula For Lévy Processes
by: Houdré, Christian, et al.
Published: (2024)
by: Houdré, Christian, et al.
Published: (2024)
Itô's Formula for the Rearranged Stochastic Heat Equation
by: Delarue, François, et al.
Published: (2024)
by: Delarue, François, et al.
Published: (2024)
Rough Functional Itô Formula
by: Bielert, Franziska
Published: (2024)
by: Bielert, Franziska
Published: (2024)
Itô's Formula for Itô processes defined with respect to a cylindrical-martingale valued measure
by: Cambronero, Santiago, et al.
Published: (2024)
by: Cambronero, Santiago, et al.
Published: (2024)
Quasi-Ergodicity of Transient Patterns in Stochastic Reaction-Diffusion Equations
by: Adams, Zachary P.
Published: (2022)
by: Adams, Zachary P.
Published: (2022)
Discrete RG flow of a hierarchical singular SPDE
by: Ferdinand, Leonard, et al.
Published: (2026)
by: Ferdinand, Leonard, et al.
Published: (2026)
Markovian Lifts of Stochastic Volterra Equations in Sobolev Spaces: Solution theory, an Ito Formula and Invariant Measures
by: Huber, Florian
Published: (2024)
by: Huber, Florian
Published: (2024)
Four New Forms of the Taylor-Ito and Taylor-Stratonovich Expansions and its Application to the High-Order Strong Numerical Methods for Ito Stochastic Differential Equations
by: Kuznetsov, Dmitriy F.
Published: (2020)
by: Kuznetsov, Dmitriy F.
Published: (2020)
Strong Approximation of Iterated Ito and Stratonovich Stochastic Integrals Based on Generalized Multiple Fourier Series. Application to Numerical Solution of Ito SDEs and Semilinear SPDEs
by: Kuznetsov, Dmitriy F.
Published: (2020)
by: Kuznetsov, Dmitriy F.
Published: (2020)
Existence and Uniqueness of Permutation-Invariant Optimizers for Parisi Formula
by: Issa, Victor
Published: (2024)
by: Issa, Victor
Published: (2024)
McKean-Vlasov SDE and SPDE with Locally Monotone Coefficients
by: Hong, Wei, et al.
Published: (2022)
by: Hong, Wei, et al.
Published: (2022)
Dynamical interface above a hard wall and reflected SPDE on the half-line
by: Faugère, Pierre, et al.
Published: (2025)
by: Faugère, Pierre, et al.
Published: (2025)
SPDE for stochastic SIR epidemic models with infection-age dependent infectivity
by: Pang, Guodong, et al.
Published: (2024)
by: Pang, Guodong, et al.
Published: (2024)
A Meyer-Itô Formula for Stable Processes via Fractional Calculus
by: Cano, Alejandro Santoyo, et al.
Published: (2022)
by: Cano, Alejandro Santoyo, et al.
Published: (2022)
Exact Simulation for Multivariate Itô Diffusions
by: Blanchet, Jose, et al.
Published: (2017)
by: Blanchet, Jose, et al.
Published: (2017)
Global Geometry within an SPDE Well-Posedness Problem
by: Chen, Hongyi, et al.
Published: (2025)
by: Chen, Hongyi, et al.
Published: (2025)
Itô integral for a two-sided Lévy process
by: Balan, Raluca M., et al.
Published: (2026)
by: Balan, Raluca M., et al.
Published: (2026)
Connecting SPDE to SGMs
by: Seo, Junsu
Published: (2025)
by: Seo, Junsu
Published: (2025)
Ito Diffusion Approximation of Universal Ito Chains for Sampling, Optimization and Boosting
by: Ustimenko, Aleksei, et al.
Published: (2023)
by: Ustimenko, Aleksei, et al.
Published: (2023)
Itō and Itō-Wentzell chain rule for flows of conditional laws of continuous semimartingales: an easy approach
by: Fadle, Assil, et al.
Published: (2024)
by: Fadle, Assil, et al.
Published: (2024)
Ito's formula for flows of conditional measures on semimartingales
by: Guo, Xin, et al.
Published: (2024)
by: Guo, Xin, et al.
Published: (2024)
Clustering in co-evolving opinion dynamics: reduced SPDE models
by: Zimper, Sebastian, et al.
Published: (2026)
by: Zimper, Sebastian, et al.
Published: (2026)
Itô perspective on variance renormalisation
by: Dareiotis, Konstantinos, et al.
Published: (2026)
by: Dareiotis, Konstantinos, et al.
Published: (2026)
Isochronal Phase Reduction and Speed Correction of a Pulse in a Stochastic Kinematic Model
by: McGinnis, Joshua A., et al.
Published: (2025)
by: McGinnis, Joshua A., et al.
Published: (2025)
Markovian projections for Itô semimartingales with jumps
by: Larsson, Martin, et al.
Published: (2024)
by: Larsson, Martin, et al.
Published: (2024)
The inertial Itô drift and its applications to particle collision
by: Cerrai, Sandra, et al.
Published: (2026)
by: Cerrai, Sandra, et al.
Published: (2026)
Itô versus Hänggi-Klimontovich
by: Escudero, Carlos, et al.
Published: (2023)
by: Escudero, Carlos, et al.
Published: (2023)
Implementation of Strong Numerical Methods of Orders 0.5, 1.0, 1.5, 2.0, 2.5, and 3.0 for Ito SDEs with Non-Commutative Noise Based on the Unified Taylor-Ito and Taylor-Stratonovich Expansions and Multiple Fourier-Legendre Series
by: Kuznetsov, Mikhail D., et al.
Published: (2020)
by: Kuznetsov, Mikhail D., et al.
Published: (2020)
A $C^1$-Itô's formula for flows of semimartingale distributions
by: Bouchard, Bruno, et al.
Published: (2023)
by: Bouchard, Bruno, et al.
Published: (2023)
Markovian projections for functionals of Itô semimartingales with jumps
by: Larsson, Martin, et al.
Published: (2025)
by: Larsson, Martin, et al.
Published: (2025)
Mean-Square Approximation of Iterated Ito and Stratonovich Stochastic Integrals of Multiplicities 1 to 6 from the Taylor-Ito and Taylor-Stratonovich Expansions Using Legendre Polynomials
by: Kuznetsov, Dmitriy F.
Published: (2017)
by: Kuznetsov, Dmitriy F.
Published: (2017)
$L^p$-strong convergence orders of fully discrete schemes for the SPDE driven by Lévy noise
by: Chen, Chuchu, et al.
Published: (2024)
by: Chen, Chuchu, et al.
Published: (2024)
Weak error analysis for a nonlinear SPDE approximation of the Dean-Kawasaki equation
by: Djurdjevac, Ana, et al.
Published: (2022)
by: Djurdjevac, Ana, et al.
Published: (2022)
Fisher information and trajectorial interpretation to the Itô--Langevin relative entropy dissipation
by: Chen, Jiaming
Published: (2025)
by: Chen, Jiaming
Published: (2025)
Chemical Kinetics, Markov Chains, and the Imaginary Itô Interpretation
by: Correales, Álvaro, et al.
Published: (2019)
by: Correales, Álvaro, et al.
Published: (2019)
An Operator Ito Formula for Volterra Gaussian Processes: The Intrinsic Bracket via Causal Derivation-Divergence Factorization
by: Fontes, Ramiro
Published: (2026)
by: Fontes, Ramiro
Published: (2026)
Itô-Wentzell formulas for semimartingale conditional laws with applications to mean-field control
by: Touzi, Nizar, et al.
Published: (2025)
by: Touzi, Nizar, et al.
Published: (2025)
On the Itô-Alekseev-Gröbner formula for stochastic differential equations
by: Hudde, Anselm, et al.
Published: (2018)
by: Hudde, Anselm, et al.
Published: (2018)
An Itô type formula for the additive stochastic heat equation
by: Bellingeri, Carlo
Published: (2018)
by: Bellingeri, Carlo
Published: (2018)
Meta-Posterior Consistency for the Bayesian Inference of Metastable System
by: Adams, Zachary P, et al.
Published: (2024)
by: Adams, Zachary P, et al.
Published: (2024)
Similar Items
-
An Optimal Functional Itô's Formula For Lévy Processes
by: Houdré, Christian, et al.
Published: (2024) -
Itô's Formula for the Rearranged Stochastic Heat Equation
by: Delarue, François, et al.
Published: (2024) -
Rough Functional Itô Formula
by: Bielert, Franziska
Published: (2024) -
Itô's Formula for Itô processes defined with respect to a cylindrical-martingale valued measure
by: Cambronero, Santiago, et al.
Published: (2024) -
Quasi-Ergodicity of Transient Patterns in Stochastic Reaction-Diffusion Equations
by: Adams, Zachary P.
Published: (2022)