AbstractA general method for estimating E(exp(iNΦ)) for N → + ∞ is given using a stationary phase method in Wiener space and stochastic variational calculus
This work aims at extending the classical variational formulation of the logarithm of the expectatio...
The space (D*) of Wiener distributions allows a natural Pettis-type stochastic calculus. For a certa...
This work aims at extending the classical variational formulation of the logarithm of the expectatio...
AbstractA general method for estimating E(exp(iNΦ)) for N → + ∞ is given using a stationary phase me...
A stochastic oscillatory integral is a probabilistic counterpart to a Feynman path integral, and the...
Stochastic analysis is the analysis of functionals defined on the Wiener space, i.e., the space on w...
AbstractLet (W0, H0, μ0) be the 2-dimensional classical pinned Wiener space over [0, 1]. A localizat...
AbstractA probability model ∫Rexpι[nP(x)]dΦn(x) with Φn(x) the distribution function of random varia...
The solution of the stochastic differential equation dx(t) = a(t, x(t)) dt + b(t, x(t)) dw(t), , can...
Abstract. We study algorithms for approximation of the mild solution of stochastic heat equations on...
AbstractThe solution of the stochastic differential equation dx(t) = a(t, x(t)) dt + b(t, x(t)) dw(t...
We discuss the use of techniques from stochastic differential equations in analysis on path space
Barbu V, Röckner M. Variational solutions to nonlinear stochastic differential equations in Hilbert ...
These lectures concentrate on (nonlinear) stochastic partial differential equations (SPDE) of evolut...
AbstractA new complexification of a real abstract Wiener space will be introduced, and some analogs ...
This work aims at extending the classical variational formulation of the logarithm of the expectatio...
The space (D*) of Wiener distributions allows a natural Pettis-type stochastic calculus. For a certa...
This work aims at extending the classical variational formulation of the logarithm of the expectatio...
AbstractA general method for estimating E(exp(iNΦ)) for N → + ∞ is given using a stationary phase me...
A stochastic oscillatory integral is a probabilistic counterpart to a Feynman path integral, and the...
Stochastic analysis is the analysis of functionals defined on the Wiener space, i.e., the space on w...
AbstractLet (W0, H0, μ0) be the 2-dimensional classical pinned Wiener space over [0, 1]. A localizat...
AbstractA probability model ∫Rexpι[nP(x)]dΦn(x) with Φn(x) the distribution function of random varia...
The solution of the stochastic differential equation dx(t) = a(t, x(t)) dt + b(t, x(t)) dw(t), , can...
Abstract. We study algorithms for approximation of the mild solution of stochastic heat equations on...
AbstractThe solution of the stochastic differential equation dx(t) = a(t, x(t)) dt + b(t, x(t)) dw(t...
We discuss the use of techniques from stochastic differential equations in analysis on path space
Barbu V, Röckner M. Variational solutions to nonlinear stochastic differential equations in Hilbert ...
These lectures concentrate on (nonlinear) stochastic partial differential equations (SPDE) of evolut...
AbstractA new complexification of a real abstract Wiener space will be introduced, and some analogs ...
This work aims at extending the classical variational formulation of the logarithm of the expectatio...
The space (D*) of Wiener distributions allows a natural Pettis-type stochastic calculus. For a certa...
This work aims at extending the classical variational formulation of the logarithm of the expectatio...
DOI
Add to ORKG