On the notion of -completeness of a stochastic flow on a manifold.
Gliklikh, Yu.E., Morozova, L.A. (2002)
Abstract and Applied Analysis
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Gliklikh, Yu.E., Morozova, L.A. (2002)
Abstract and Applied Analysis
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Richard W. R. Darling, Yves Le Jan (1988)
Séminaire de probabilités de Strasbourg
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Gliklikh, Yuri E., Morozova, Lora A. (2004)
International Journal of Mathematics and Mathematical Sciences
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Gliklikh, Yuri E. (2006)
Abstract and Applied Analysis
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Irina Bashkirtseva (2018)
Kybernetika
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Complex dynamic regimes connected with the noise-induced mixed-mode oscillations in the thermochemical model of flow reactor are studied. It is revealed that the underlying reason of such excitability is in the high stochastic sensitivity of the equilibrium. The problem of stabilization of the excitable equilibrium regimes is investigated. We develop the control approach using feedback regulators which reduce the stochastic sensitivity and keep the randomly forced system near the stable...
Rémi Léandre (2005)
Annali della Scuola Normale Superiore di Pisa - Classe di Scienze
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We produce a stochastic regularization of the Poisson-Sigma model of Cattaneo-Felder, which is an analogue regularization of Klauder’s stochastic regularization of the hamiltonian path integral [23] in field theory. We perform also semi-classical limits.
Nicolas Privault (1998)
Banach Center Publications
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The aim of this paper is the study of a non-commutative decomposition of the conservation process in quantum stochastic calculus. The probabilistic interpretation of this decomposition uses time changes, in contrast to the spatial shifts used in the interpretation of the creation and annihilation operators on Fock space.
Kenneth David Elworthy, Marc Yor (1993)
Séminaire de probabilités de Strasbourg
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Cranston, Michael, Scheutzow, Michael, Steinsaltz, David (1999)
Electronic Communications in Probability [electronic only]
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Amosov, G.G. (2003)
International Journal of Mathematics and Mathematical Sciences
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Micha Kisielewicz (2003)
Discussiones Mathematicae, Differential Inclusions, Control and Optimization
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The Girsanov's theorem is useful as well in the general theory of stochastic analysis as well in its applications. We show here that it can be also applied to the theory of stochastic differential inclusions. In particular, we obtain some special properties of sets of weak solutions to some type of these inclusions.