Cover Image

A PDE approach for solving the characteristic function of the generalised signature process

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Lyons, Terry, Ni, Hao, Tao, Jiajie
Format:	Preprint
Published:	2024
Subjects:	Probability Analysis of PDEs
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Stochastic PDE approach to fluctuating interfaces
by: Funaki, Tadahisa
Published: (2024)

Conservative stochastic PDE and fluctuations of the symmetric simple exclusion process
by: Dirr, Nicolas, et al.
Published: (2020)

Quasi-generalised KPZ equation
by: Bruned, Yvain, et al.
Published: (2024)

Periodic homogenisation for two dimensional generalised parabolic Anderson model
by: Chen, Yilin, et al.
Published: (2024)

Introduction to SPDEs from Probability and PDE
by: Mayorcas, Avi
Published: (2021)

Sharp PDE estimates for random two-dimensional bipartite matching with power cost function
by: Ambrosio, Luigi, et al.
Published: (2024)

Well-Posedness of the generalised Dean-Kawasaki Equation with correlated noise on bounded domains
by: Popat, Shyam
Published: (2024)

Harmonic functions on balls for x-dependent rectilinear stable processes
by: Kulczycki, Tadeusz, et al.
Published: (2026)

Blow-up rate of solution to generalised Blasius equation
by: Blanc, Guillaume, et al.
Published: (2025)

Propagation of weak log-concavity along generalised heat flows via Hamilton-Jacobi equations
by: Chaintron, Louis-Pierre, et al.
Published: (2025)

Stochastic Solutions for Hyperbolic PDE
by: Mansouri, Abdol-Reza, et al.
Published: (2024)

Quantitative approximation of a Keller--Segel PDE by a branching moderately interacting particle system and suppression of blow-up
by: Cavallazzi, Thomas, et al.
Published: (2025)

Small mass limit of expected signature for physical Brownian motion
by: Li, Siran, et al.
Published: (2023)

On some stochastic hyperbolic equations with symplectic characteristics
by: Bernardi, Enrico, et al.
Published: (2024)

The Leibenson process
by: Barbu, Viorel, et al.
Published: (2025)

A consistency-stability approach to scaling limits of zero-range processes
by: Marahrens, Daniel, et al.
Published: (2024)

A flow approach to the generalized KPZ equation
by: Chandra, Ajay, et al.
Published: (2024)

The stochastic MHD equations driven by pure jump noise in $L^p$ spaces
by: Ni, Kaicheng, et al.
Published: (2024)

A spectral approach to the narrow escape problem in the disk
by: Lelièvre, Tony, et al.
Published: (2024)

On nonlinear Markov processes in the sense of McKean
by: Rehmeier, Marco, et al.
Published: (2022)

Singular jump processes as generalized gradient flows
by: Hoeksema, Jasper, et al.
Published: (2025)

On the signature of an image
by: Diehl, Joscha, et al.
Published: (2024)

Expected signature of stopped Brownian motion on $d$-dimensional $C^{2, α}$-domains has finite radius of convergence everywhere: $2\leq d \leq 8$
by: Li, Siran, et al.
Published: (2020)

Strichartz estimates for orthonormal functions and probabilistic convergence of density functions of compact operators on manifolds
by: Yan, Wei, et al.
Published: (2024)

On gradient stability in nonlinear PDE models and inference in interacting particle systems
by: Castre, Aurélien, et al.
Published: (2026)

A coupling approach to Lipschitz transport maps
by: Conforti, Giovanni, et al.
Published: (2025)

A semigroup approach to the reconstruction theorem and the multilevel Schauder estimate for singular modelled distributions
by: Hoshino, Masato, et al.
Published: (2024)

A new approach for the unitary Dyson Brownian motion through the theory of viscosity solutions
by: Bertucci, Charles, et al.
Published: (2025)

Validity of the stochastic Ginzburg-Landau approximation in higher space dimensions -A Wiener algebra approach-
by: Logioti, Anna, et al.
Published: (2026)

A viscosity solution approach to the large deviation principle for stochastic convective Brinkman-Forchheimer equations
by: Gautam, Sagar, et al.
Published: (2025)

Exponential ergodicity of a degenerate age-size piecewise deterministic process
by: Madrid, Ignacio
Published: (2022)

A stochastic perturbation approach to nonlinear bifurcating problems
by: Gonnella, Isabella Carla, et al.
Published: (2024)

Rigidity of harmonic functions on the supercritical percolation cluster
by: Bou-Rabee, Ahmed, et al.
Published: (2023)

From one-dimensional diffusion processes metastable behaviour to parabolic equations asymptotics
by: Landim, Claudio, et al.
Published: (2025)

An Allen-Cahn equation with jump-diffusion noise for biological damage and repair processes
by: Di Primio, Andrea, et al.
Published: (2026)

On absolutely continuous curves in the Wasserstein space over R and their representation by an optimal Markov process
by: Boubel, Charles, et al.
Published: (2021)

Extension method in Dirichlet spaces with sub-Gaussian estimates and applications to regularity of jump processes on fractals
by: Baudoin, Fabrice, et al.
Published: (2024)

$Q$-functions, synchronization, and Arnold tongues for coupled stochastic oscillators
by: Kreider, Max, et al.
Published: (2025)

Asymptotic behavior of some stochastic models in population dynamics: a Hamilton-Jacobi approach
by: Jeddi, Anouar
Published: (2026)

Quantitative boundary Hölder estimates for the inhomogeneous Poisson problem through a probabilistic approach
by: Cîmpean, Iulian, et al.
Published: (2025)