Analytic continuation of time in Brownian motion. Stochastic distributions approach
Fuente:
arXiv
Guardado en:
| Autores principales: | Abreu, Luis Daniel, Alpay, Daniel, Georgiou, Tryphon, Jorgensen, Palle |
|---|---|
| Formato: | Preprint |
| Publicado: |
2025
|
| Materias: | |
| Acceso en línea: | |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Ejemplares similares
Stochastic Currents of Fractional Brownian Motion: Existence and Regularity
por: Grothaus, Martin, et al.
Publicado: (2024)
por: Grothaus, Martin, et al.
Publicado: (2024)
Stochastic quantization of the three-dimensional polymer measure via the Dirichlet form method
por: Albeverio, Sergio, et al.
Publicado: (2023)
por: Albeverio, Sergio, et al.
Publicado: (2023)
Construction of distorted Brownian motion with permeable sticky behaviour on sets with Lebesgue measure zero
por: Fattler, Torben, et al.
Publicado: (2024)
por: Fattler, Torben, et al.
Publicado: (2024)
Stochastic differential equations for infinite particle systems of jump type with long range interactions
por: Esaki, Syota, et al.
Publicado: (2018)
por: Esaki, Syota, et al.
Publicado: (2018)
Stochastic very weak solution to parabolic equations with singular coefficients
por: Gordić, Snežana, et al.
Publicado: (2025)
por: Gordić, Snežana, et al.
Publicado: (2025)
Numerical Solution of Free Stochastic Differential Equations
por: Schluechtermann, Georg, et al.
Publicado: (2022)
por: Schluechtermann, Georg, et al.
Publicado: (2022)
On Milstein-Type Methods for Free Stochastic Differential Equations
por: Wibmer, Michael, et al.
Publicado: (2025)
por: Wibmer, Michael, et al.
Publicado: (2025)
New Approaches to the Monotonicity Inequality for Linear Stochastic PDEs
por: Bhar, Suprio, et al.
Publicado: (2025)
por: Bhar, Suprio, et al.
Publicado: (2025)
Hermite trace polynomials and chaos decompositions for the Hermitian Brownian motion
por: Anshelevich, Michael, et al.
Publicado: (2022)
por: Anshelevich, Michael, et al.
Publicado: (2022)
Massive Particle Systems, Wasserstein Brownian Motions, and the Dean-Kawasaki Equation
por: Schiavo, Lorenzo Dello
Publicado: (2024)
por: Schiavo, Lorenzo Dello
Publicado: (2024)
A Malliavin-Gamma calculus approach to Score Based Diffusion Generative models for random fields
por: Greco, Giacomo
Publicado: (2025)
por: Greco, Giacomo
Publicado: (2025)
Regularity of stochastic differential equations on the Wiener space by coupling
por: Geiss, Stefan, et al.
Publicado: (2024)
por: Geiss, Stefan, et al.
Publicado: (2024)
A Stochastic Reconstruction Theorem on Rectangular Increments with an Application to a Mixed Hyperbolic SPDE
por: Bellingeri, Carlo, et al.
Publicado: (2024)
por: Bellingeri, Carlo, et al.
Publicado: (2024)
1D stochastic pressure equation with log-correlated Gaussian coefficients
por: Avelin, Benny, et al.
Publicado: (2024)
por: Avelin, Benny, et al.
Publicado: (2024)
Brownian motion on the Fubini extension space and applications
por: Amini, Hamed, et al.
Publicado: (2025)
por: Amini, Hamed, et al.
Publicado: (2025)
Coupling of forward-backward stochastic differential equations on the Wiener space, and application on regularity
por: Zhou, Xilin
Publicado: (2025)
por: Zhou, Xilin
Publicado: (2025)
Convergence rate of numerical scheme for SDEs with a distributional drift in Besov space
por: Jáquez, Luis Mario Chaparro, et al.
Publicado: (2023)
por: Jáquez, Luis Mario Chaparro, et al.
Publicado: (2023)
Singular SPDEs with the Cauchy-Riemann operator on a torus
por: Brzeźniak, Zdzisław, et al.
Publicado: (2025)
por: Brzeźniak, Zdzisław, et al.
Publicado: (2025)
Worst-case mixing estimates for Brownian motion with semipermeable barriers
por: Van Werde, Alexander, et al.
Publicado: (2025)
por: Van Werde, Alexander, et al.
Publicado: (2025)
Generalized Reflected BSDEs with RCLL Random Obstacles in a General Filtration
por: Elmansouri, Badr, et al.
Publicado: (2025)
por: Elmansouri, Badr, et al.
Publicado: (2025)
$L^p$-sup Convergence of the Euler-Maruyama Scheme for SDEs with Distributional Besov Drift
por: Cagnotti, Matteo
Publicado: (2026)
por: Cagnotti, Matteo
Publicado: (2026)
Hyperbolic Anderson equations with general time-independent Gaussian noise: Stratonovich regime
por: Chen, Xia, et al.
Publicado: (2024)
por: Chen, Xia, et al.
Publicado: (2024)
On a convergence of positive continuous additive functionals in terms of their smooth measures
por: Nishimori, Yasuhito, et al.
Publicado: (2024)
por: Nishimori, Yasuhito, et al.
Publicado: (2024)
Constructing Maximal Germ Couplings of Brownian Motions with Drift
por: Hummel, Sebastian, et al.
Publicado: (2023)
por: Hummel, Sebastian, et al.
Publicado: (2023)
Convergence of stochastic integrals with applications to transport equations and conservation laws with noise
por: Karlsen, Kenneth H., et al.
Publicado: (2024)
por: Karlsen, Kenneth H., et al.
Publicado: (2024)
Approximating the signature of Brownian motion for high order SDE simulation
por: Foster, James
Publicado: (2024)
por: Foster, James
Publicado: (2024)
Study of direct and inverse first-exit problems for drifted Brownian motion with Poissonian resetting
por: Abundo, Mario
Publicado: (2025)
por: Abundo, Mario
Publicado: (2025)
Recovering semipermeable barriers from reflected Brownian motion
por: Van Werde, Alexander, et al.
Publicado: (2024)
por: Van Werde, Alexander, et al.
Publicado: (2024)
Multi-level reflecting Brownian motion on the half line and its stationary distribution
por: Miyazawa, Masakiyo
Publicado: (2024)
por: Miyazawa, Masakiyo
Publicado: (2024)
Skew-Normal Diffusions
por: Hongler, Max-Olivier, et al.
Publicado: (2023)
por: Hongler, Max-Olivier, et al.
Publicado: (2023)
An Euler scheme for McKean SDEs with Besov drift: convergence rate and implementation
por: Jaquez, Luis Mario Chaparro, et al.
Publicado: (2026)
por: Jaquez, Luis Mario Chaparro, et al.
Publicado: (2026)
Weak error expansion of a stopped numerical scheme for singular Langevin process
por: Journel, Lucas
Publicado: (2023)
por: Journel, Lucas
Publicado: (2023)
Stochastic integration with respect to a Lévy basis
por: Riedle, Markus
Publicado: (2026)
por: Riedle, Markus
Publicado: (2026)
Characterization of the (fractional) Malliavin-Watanabe-Sobolev spaces $\mathcal{D}^{α,2}$ via the Bargmann-Segal norm
por: Bock, Wolfgang, et al.
Publicado: (2026)
por: Bock, Wolfgang, et al.
Publicado: (2026)
The Stochastic Occupation Kernel (SOCK) Method for Learning Stochastic Differential Equations
por: Wells, Michael L., et al.
Publicado: (2025)
por: Wells, Michael L., et al.
Publicado: (2025)
Two-dimensional delta-Bose gas: skew-product relative motions
por: Chen, Yu-Ting
Publicado: (2022)
por: Chen, Yu-Ting
Publicado: (2022)
Stochastic Differential Equations Driven by G-Brownian Motion with Mean Reflections
por: Li, Hanwu, et al.
Publicado: (2023)
por: Li, Hanwu, et al.
Publicado: (2023)
Asymptotics of Some Feynman-Kac Functionals
por: Hagwood, Charles
Publicado: (2025)
por: Hagwood, Charles
Publicado: (2025)
Fluctuation from averaging limit under fractional Brownian motion
por: Yang, Xiaoyu, et al.
Publicado: (2026)
por: Yang, Xiaoyu, et al.
Publicado: (2026)
Annihilating branching Brownian motion
por: Ahlberg, Daniel, et al.
Publicado: (2023)
por: Ahlberg, Daniel, et al.
Publicado: (2023)
Ejemplares similares
-
Stochastic Currents of Fractional Brownian Motion: Existence and Regularity
por: Grothaus, Martin, et al.
Publicado: (2024) -
Stochastic quantization of the three-dimensional polymer measure via the Dirichlet form method
por: Albeverio, Sergio, et al.
Publicado: (2023) -
Construction of distorted Brownian motion with permeable sticky behaviour on sets with Lebesgue measure zero
por: Fattler, Torben, et al.
Publicado: (2024) -
Stochastic differential equations for infinite particle systems of jump type with long range interactions
por: Esaki, Syota, et al.
Publicado: (2018) -
Stochastic very weak solution to parabolic equations with singular coefficients
por: Gordić, Snežana, et al.
Publicado: (2025)