Malliavin Calculus for a general manifold
Rémi Léandre (2002-2003)
Séminaire Équations aux dérivées partielles
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Rémi Léandre (2002-2003)
Séminaire Équations aux dérivées partielles
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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.
David Applebaum (1995)
Séminaire de probabilités de Strasbourg
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K. David Elworthy (1980-1981)
Séminaire Bourbaki
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D. Nualart, M. Sanz (1985)
Annales scientifiques de l'Université de Clermont-Ferrand 2. Série Probabilités et applications
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Rémi Léandre, James R. Norris (1997)
Séminaire de probabilités de Strasbourg
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Thalmaier, Anton (1998)
Electronic Communications in Probability [electronic only]
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Yuri E. Gliklikh, Andrei V. Obukhovskiĭ (2001)
Discussiones Mathematicae, Differential Inclusions, Control and Optimization
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We introduce and investigate a set-valued analogue of classical Langevin equation on a Riemannian manifold that may arise as a description of some physical processes (e.g., the motion of the physical Brownian particle) on non-linear configuration space under discontinuous forces or forces with control. Several existence theorems are proved.
Samy Tindel (2000)
Applicationes Mathematicae
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We consider the equation du(t,x)=Lu(t,x)+b(u(t,x))dtdx+σ(u(t,x))dW(t,x) where t belongs to a real interval [0,T], x belongs to an open (not necessarily bounded) domain , and L is a pseudodifferential operator. We show that under sufficient smoothness and nondegeneracy conditions on L, the law of the solution u(t,x) at a fixed point is absolutely continuous with respect to the Lebesgue measure.