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SEMICLASSICAL ANALYSIS FOR DIFFUSIONS AND STOCHASTIC PROCESSES

Элементы 12—41 из 41.
IDНазвание публикацииГод
9034FIRST EXIT TIMES OF SDES DRIVEN BY STABLE LEVY PROCESSES2006
9035LOW LYING EIGENVALUES OF WITTEN LAPLACIANS AND METASTABILITY (AFTER HELFFER-KLEIN-NIER AND HELFFER-NIER)2006
9032A FUNCTIONAL NON-CENTRAL LIMIT THEOREM FOR JUMP-DIFFUSIONS WITH PERIODIC COEFFICIENTS DRIVEN BY STABLE LEVY-NOISE2007
9033METASTABILITY IN INTERACTING NONLINEAR STOCHASTIC DIFFERENTIAL EQUATIONS: I. FROM WEAK COUPLING TO SYNCHRONIZATION2007
9027ON THE LONG-TIME BEHAVIOR OF HILBERT SPACE DIFFUSION2008
9028THE FEYNMAN GRAPH REPRESENTATION OF CONVOLUTION SEMIGROUPS AND ITS APPLICATIONS TO LEVY STATISTICS2008
9029TUNNEL EFFECT FOR KRAMERS-FOKKER-PLANCK TYPE OPERATORS2008
9030TUNNEL EFFECT FOR KRAMERS-FOKKER-PLANCK TYPE OPERATORS: RETURN TO EQUILIBRIUM AND APPLICATIONS2008
9031LONG-TIME BEHAVIOUR FOR THE BROWNIAN HEAT KERNEL ON A COMPACT RIEMANNIAN MANIFOLD AND BISMUT'S INTEGRATION-BY-PARTS FORMULA2008
9046BASIC PROPERTIES OF NONLINEAR STOCHASTIC SCHRODINGER EQUATIONS DRIVEN BY BROWNIAN MOTIONS2008
4128GENERALIZED CONTINUOUS-TIME RANDOM WALKS, SUBORDINATION BY HITTING TIMES, AND FRACTIONAL DYNAMICS2009
8435A SURVEY ON MATHEMATICAL FEYNMAN PATH INTEGRALS: CONSTRUCTION, ASYMPTOTICS, APPLICATIONS2009
9024INFINITE DIMENSIONAL OSCILLATORY INTEGRALS WITH POLYNOMIAL PHASE FUNCTION AND THE TRACE FORMULA FOR THE HEAT SEMIGROUP2009
9026METASTABILITY2009
8425ON THE LONG TIME BEHAVIOR OF FREE STOCHASTIC SCHRODINGER EVOLUTIONS2010
2179THE LEVY-KHINTCHINE TYPE OPERATORS WITH VARIABLE LIPSCHITZ CONTINUOUS COEFFICIENTS GENERATE LINEAR OR NONLINEAR MARKOV PROCESSES AND SEMIGROUPS2011
5708SMALL EIGENVALUES OF THE WITTEN LAPLACIAN ACTING ON P-FORMS ON A SURFACE2011
5718THE TRACE FORMULA FOR THE HEAT SEMIGROUP WITH POLYNOMIAL POTENTIAL2011
2174UNIFORM ASYMPTOTIC BOUNDS FOR THE HEAT KERNEL AND THE TRACE OF A STOCHASTIC GEODESIC FLOW2012
4123NONLINEAR DIFFUSIONS AND STABLE-LIKE PROCESSES WITH COEFFICIENTS DEPENDING ON THE MEDIAN OR VAR2013
5346GEOMETRIC LANGEVIN EQUATIONS ON SUBMANIFOLDS AND APPLICATIONS TO THE STOCHASTIC MELT-SPINNING PROCESS OF NONWOVENS AND BIOLOGY2013
5394REGULARITY OF SOLUTIONS TO QUANTUM MASTER EQUATIONS: A STOCHASTIC APPROACH2013
5414THE FEYNMAN MEASURE AS A LIMIT OF COMPLEX MEASURES2013
5435KRAMERS' LAW: VALIDITY, DERIVATIONS AND GENERALISATIONS2013
5442AN EFFICIENT METHOD FOR CAUCHY PROBLEM OF ILL-POSED NONLINEAR DIFFUSION EQUATION2013
5443OBSERVABILITY ESTIMATE FOR STOCHASTIC SCHRODINGER EQUATIONS AND ITS APPLICATIONS2013
5445ITO AND STRATONOVICH COMPUTATIONS IN FINANCE; QUANTUM FIELD STRUCTURES IN OPTION PRICING; APPLICATIONS2013
8384LEVY MATTERS III LEVY-TYPE PROCESSES: CONSTRUCTION, APPROXIMATION AND SAMPLE PATH PROPERTIES2013
11944METASTABILITY IN A CLASS OF HYPERBOLIC DYNAMICAL SYSTEMS PERTURBED BY HEAVY-TAILED LEVY TYPE NOISE2015
11948SPECTRAL ANALYSIS FOR A DISCRETE METASTABLE SYSTEM DRIVEN BY LÉVY FLIGHTS2015
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