Search Results - Probability theory and stochastic processes Stochastic analysis

A Probabilistic Approach to Classical Solutions of the Master Equation for Large Population Equilibria by Chassagneux, Jean-François, Crisan, Dan, Delarue, François

“…We analyze a class of nonlinear partial differential equations (PDEs) defined on…”
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Brownian regularity for the Airy line ensemble, and multi-polymer watermelons in Brownian last passage percolation by Hammond, Alan

“…The Airy line ensemble is a positive-integer indexed system of random continuous curves whose finite dimensional distributions are given by the multi-line Airy process…”
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Decoupling on the Wiener Space, Related Besov Spaces, and Applications to BSDEs by Geiss, Stefan, Ylinen, Juha

“… stochastic differential equations (BSDEs). As examples we discuss the Besov regularity (in the sense of our spaces…”
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Regularity and strict positivity of densities for the nonlinear stochastic heat equations by Chen, Le, Hu, Yaozhong, Nualart, David

“…View the abstract…”
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Probability on algebraic and geometric structures: international research conference in honor of Philip Feinsilver, Salah-Eldin A. Mohammed, and Arunava Mukherjea, June 5-7, 2014, Southern Illinois University, Carbondale, Illinois by Budzban, Gregory

“… A. Mohammed, and Arunava Mukherjea.These proceedings include survey papers and new research on a variety of topics such as probability measures and the behavior of stochastic processes on groups, semigroups, and Clifford algebras…”
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Time-like Graphical Models by Tadi, Tvrtko

“…We study continuous processes indexed by a special family of graphs. Processes indexed by vertices of graphs are known as…”
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SpiSeMe: A multi-language package for spike train surrogate generation by Perinelli, Alessio, Castelluzzo, Michele, Minati, Ludovico, Ricci, Leonardo

“…Many studies in nonlinear science heavily rely on surrogate-based hypothesis testing to provide significance estimations of analysis results…”
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One-dimensional empirical measures, order statistics, and Kantorovich transport distances by Bobkov, Sergey, Ledoux, Michel

“…This work is devoted to the study of rates of convergence of the empirical measures…”
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Randomness of Shapes and Statistical Inference on Shapes via the Smooth Euler Characteristic Transform by Meng, Kun, Wang, Jinyu, Crawford, Lorin, Eloyan, Ani

“…In this article, we establish the mathematical foundations for modeling the randomness of shapes and conducting statistical inference on shapes using the…”
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explicit link between Gaussian fields and Gaussian Markov random fields: the stochastic partial differential equation approach by Lindgren, Finn, Rue, Håvard, Lindström, Johan

“…Continuously indexed Gaussian fields (GFs) are the most important ingredient in spatial statistical modelling and geostatistics. The specification through the…”
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Stochastic Geometry-Based Analysis of LEO Satellite Communication Systems by Talgat, Anna, Kishk, Mustafa A., Alouini, Mohamed-Slim

“…) are deployed on the ground to act as a relay between the users and the LEO satellites. We use tools from stochastic geometry to derive the coverage probability…”
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Grassmannian stochastic analysis and the stochastic quantization of Euclidean fermions by Albeverio, Sergio, Borasi, Luigi, De Vecchi, Francesco C., Gubinelli, Massimiliano

“…We introduce a stochastic analysis of Grassmann random variables suitable for the stochastic quantization of Euclidean fermionic quantum field theories…”
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Asynchronous l2–l∞ filtering for discrete-time stochastic Markov jump systems with randomly occurred sensor nonlinearities by Wu, Zheng-Guang, Shi, Peng, Su, Hongye, Chu, Jian

“…This paper is concerned with the problem of asynchronous l2–l∞ filtering for discrete-time stochastic Markov jump systems with sensor nonlinearity…”
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Algorithm of Classroom Teaching Quality Evaluation Based on Markov Chain by Yuan, Tongqing

“…The Markov chain model teaching evaluation method is a quantitative analysis method based on probability theory and stochastic process theory, which establishes a stochastic mathematical model…”
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Stochastic Processes and Functional Analysis: New Perspectives by Swift, Randall J, Krinik, Alan, Switkes, Jennifer M

“…, California.The articles show the effectiveness of abstract analysis for solving fundamental problems of stochastic theory, specifically the use of functional analytic methods for elucidating stochastic processes…”
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Stochastic Geometry Analysis of IRS-Assisted Downlink Cellular Networks by Shafique, Taniya, Tabassum, Hina, Hossain, Ekram

“…Using stochastic geometry tools, we develop a comprehensive framework to analyze the downlink performance of various types of users (e.g…”
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A priori estimates for integro-differential operators with measurable kernels by Kassmann, Moritz

“… Therefore, this work is related to probability theory and analysis, especially partial differential equations, at the same time…”
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Debates—Stochastic subsurface hydrology from theory to practice: Does stochastic subsurface hydrology help solving practical problems of contaminant hydrogeology? by Cirpka, Olaf A., Valocchi, Albert J.

“…While stochastic subsurface hydrology has been tremendously successful in understanding how the spatial variability of hydraulic conductivity affects conservative solute transport in idealized…”
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Master equations and the theory of stochastic path integrals by Weber, Markus F, Frey, Erwin

“… Despite their simple appearance, analyses of master equations most often rely on low-noise approximations such as the Kramers-Moyal or the system size expansion, or require ad-hoc closure schemes…”
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Survival probability of stochastic processes beyond persistence exponents by Levernier, N., Dolgushev, M., Bénichou, O., Voituriez, R., Guérin, T.

“…For many stochastic processes, the probability S ( t ) of not-having reached a target in unbounded space up to time t follows a slow algebraic decay at long times, S ( t ) ~ S 0 ∕ t θ…”
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