Copertina

From Combinatorics to Partial Differential Equations

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autori principali:	Mattesini, Francesco, Otto, Felix
Natura:	Preprint
Pubblicazione:	2025
Soggetti:	Probability
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Adapted Wasserstein Barycenters of Gaussian Processes
di: Mattesini, Francesco, et al.
Pubblicazione: (2026)

Annealed quantitative estimates for the quadratic 2D-discrete random matching problem
di: Clozeau, Nicolas, et al.
Pubblicazione: (2023)

Concentration for random Euclidean combinatorial optimization
di: D'Achille, Matteo, et al.
Pubblicazione: (2026)

Sharp Rates of MMD Empirical Estimation with Power Kernels
di: Colasanto, Francesco, et al.
Pubblicazione: (2026)

Mean Field Stochastic Partial Differential Equations with Nonlinear Kernels
di: Hong, Wei, et al.
Pubblicazione: (2025)

Strong Stability Preservation for Stochastic Partial Differential Equations
di: Woodfield, James
Pubblicazione: (2024)

A Critical Drift-Diffusion Equation: Connections to the Diffusion on $\textbf{SL}(2)$
di: Morfe, Peter, et al.
Pubblicazione: (2024)

McKean-Vlasov Stochastic Partial Differential Equations: Existence, Uniqueness and Propagation of Chaos
di: Hong, Wei, et al.
Pubblicazione: (2023)

A Critical Drift-Diffusion Equation: Intermittent Behavior via Geometric Brownian Motion on $ \textbf{SL}(n)$
di: Morfe, Peter S., et al.
Pubblicazione: (2025)

Necessary and Sufficient Conditions for Optimal Control of Semilinear Stochastic Partial Differential Equations
di: Stannat, Wilhelm, et al.
Pubblicazione: (2021)

Structure-informed operator learning for parabolic Partial Differential Equations
di: Benth, Fred Espen, et al.
Pubblicazione: (2024)

Quantitative homogenization of the maximal action of curves in a Brownian potential
di: Otto, Felix, et al.
Pubblicazione: (2026)

A Gaussian integral formula for the Hermite polynomials: Combinatorics, Asymptotics and Applications
di: Nica, Mihai, et al.
Pubblicazione: (2025)

Conditional Expectation Backward Stochastic Differential Equations and Related Backward Stochastic Differential Equations with Conditional Reflection
di: Li, Hanwu
Pubblicazione: (2025)

Diffusion-Based Stochastic Operator Networks for Uncertainty Quantification in Stochastic Partial Differential Equations
di: Huynh, Phuoc-Toan, et al.
Pubblicazione: (2026)

Critical Slowing Down in Bifurcating Stochastic Partial Differential Equations with Red Noise
di: Bernuzzi, Paolo, et al.
Pubblicazione: (2025)

A critical drift-diffusion equation: intermittent behavior
di: Otto, Felix, et al.
Pubblicazione: (2024)

Intermittency of geometric Brownian motion on $ \textbf{SL}(n) $
di: Kuzgun, Sefika, et al.
Pubblicazione: (2026)

Multi-index Based Solution Theory to the $Φ^4$ Equation in the Full Subcritical Regime
di: Broux, Lucas, et al.
Pubblicazione: (2025)

Backward Stochastic Differential Equations with Nonlinear Expectation Reflection
di: Li, Hanwu
Pubblicazione: (2025)

Set-Valued Stochastic Differential Equations with Unbounded Coefficients
di: Almuzaini, Atiqah, et al.
Pubblicazione: (2024)

Hierarchical Gaussian Random Fields for Multilevel Markov Chain Monte Carlo: Coupling Stochastic Partial Differential Equation and The Karhunen-Loève Decomposition
di: Reddy, Sohail
Pubblicazione: (2025)

Conditional Reflected Backward Stochastic Differential Equations with Two Barriers
di: Li, Hanwu
Pubblicazione: (2026)

On minimizing curves in a Brownian potential
di: Otto, Felix, et al.
Pubblicazione: (2025)

The Gaussian free-field as a stream function: continuum version of the scale-by-scale homogenization result
di: Morfe, Peter, et al.
Pubblicazione: (2024)

Combinatorics of cyclic-conditional freeness
di: Arizmendi, Octavio, et al.
Pubblicazione: (2023)

Hitting Probabilities for Hypoelliptic Differential Equations Driven by Fractional Brownian Motion
di: Geng, Xi, et al.
Pubblicazione: (2025)

On the Approximation of Differential Equations Driven by Some Random Processes as Rough Paths
di: Zhao, Qingming, et al.
Pubblicazione: (2025)

Mean Field Backward Stochastic Differential Equations with Double Mean Reflections
di: Li, Hanwu, et al.
Pubblicazione: (2025)

Symmetry Analysis of Semi-Linear Partial Differential Equations and Forward Backward Stochastic Differential Equations
di: Ouknine, Anas, et al.
Pubblicazione: (2025)

Probabilistic Representations of Ordered Exponentials: Vector-Valued Schrödinger Semigroups and the Combinatorics of Anderson Localization
di: Lamarre, Pierre Yves Gaudreau
Pubblicazione: (2023)

Infinite Anticipation Backward Stochastic Differential Equations
di: Cheng, Guanwei, et al.
Pubblicazione: (2025)

Plug-and-Play Algorithm Convergence Analysis From The Standpoint of Stochastic Differential Equation
di: Wang, Zhongqi, et al.
Pubblicazione: (2024)

Couplings and Poisson approximation for stabilizing functionals of determinantal point processes
di: Otto, Moritz
Pubblicazione: (2024)

Stochastic control for Backward Stochastic Differential Equations with semi-Markov chain noises
di: Elliott, Robert J., et al.
Pubblicazione: (2025)

Large Deviation Principle for Neutral Type Mckean-Vlasov Stochastic Differential Equations
di: Wang, Zhaohang, et al.
Pubblicazione: (2025)

Uniqueness Problem for the Backward Differential Equation of a Continuous-State Branching Process
di: Li, Pei-Sen, et al.
Pubblicazione: (2024)

Propagation of Chaos for Mean-field Mean Reflected Backward Stochastic Differential Equations
di: Li, Hanwu
Pubblicazione: (2026)

Reflected Stochastic Differential Equations Driven by G-Brownian Motion with Nonlinear Constraints
di: Li, Hanwu
Pubblicazione: (2026)

Propagation of Chaos for Derivatives of McKean-Vlasov Stochastic Differential Equations and Applications
di: Zhao, Xiao-Yu
Pubblicazione: (2026)