Results 1 to 10 of about 2,531 (81)
The geometry of the space of branched rough paths
Proceedings of the London Mathematical Society, Volume 121, Issue 2, Page 220-251, August 2020., 2020 Abstract We construct an explicit transitive free action of a Banach space of Hölder functions on the space of branched rough paths, which yields in particular a bijection between these two spaces. This endows the space of branched rough paths with the structure of a principal homogeneous space over a Banach space and allows to characterize its ...
Nikolas Tapia, Lorenzo Zambotti
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Quasi‐shuffle algebras and renormalisation of rough differential equations
Bulletin of the London Mathematical Society, Volume 52, Issue 1, Page 43-63, February 2020., 2020 Abstract The objective of this work is to compare several approaches to the process of renormalisation in the context of rough differential equations using the substitution bialgebra on rooted trees known from backward error analysis of B‐series. For this purpose, we present a so‐called arborification of the Hoffman–Ihara theory of quasi‐shuffle ...
Yvain Bruned +2 more
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Influence of section depth on the structural behaviour of reinforced concrete continuous deep beams [PDF]
, 2007 YesAlthough the depth of reinforced concrete deep beams is much higher than that of slender beams, extensive existing tests on deep beams have focused on simply supported beams with a scaled depth below 600 mm.
Ashour, Ashraf, Yang, Keun-Hyeok
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An uniqueness result for a class of wiener-space valued stochastic differential equations [PDF]
, 1999 Mathematics Subject Classifications (1991): 58D25; 60H07; 60H10; 60J60.We prove a generalization of Bismut-Itô-Kunita formula to infinite dimensions and derive an uniqueness result for Wiener space valued processes which holds for a special class of ...
Oliveira, Maria João
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A Stochastic Gronwall Lemma [PDF]
, 2013 We prove a stochastic Gronwall lemma of the following type: if $Z$ is an adapted nonnegative continuous process which satisfies a linear integral inequality with an added continuous local martingale $M$ and a process $H$ on the right hand side, then for ...
Scheutzow, Michael
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Fractional Fokker-Planck-Kolmogorov type Equations and their Associated Stochastic Differential Equations [PDF]
, 2011 MSC 2010: 26A33, 35R11, 35R60, 35Q84, 60H10 Dedicated to 80-th anniversary of Professor Rudolf GorenfloThere is a well-known relationship between the Itô stochastic differential equations (SDEs) and the associated partial differential equations called ...
Hahn, Marjorie, Umarov, Sabir
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A Model for Liver Homeostasis Using Modified Mean‐Reverting Ornstein–Uhlenbeck Process
Computational and Mathematical Methods in Medicine, Volume 11, Issue 1, Page 27-47, 2010., 2010 Short of a liver biopsy, hepatic disease and drug‐induced liver injury are diagnosed and classified from clinical findings, especially laboratory results. It was hypothesized that a healthy hepatic dynamic equilibrium might be modelled by an Ornstein–Uhlenbeck (OU) stochastic process, which might lead to more sensitive and specific diagnostic criteria.
D. C. Trost +4 more
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Effect of randomly fluctuating environment on autotroph‐herbivore model system
International Journal of Mathematics and Mathematical Sciences, Volume 2004, Issue 68, Page 3703-3716, 2004., 2004 First we deal with a brief introduction of the autotroph‐herbivore model system along with deterministic analysis of local stability, bifurcation behavior, and persistence of the populations. The second part consists of the stochastic formulation of the model system to incorporate the effect of environmental fluctuation and then analysis of ...
Tapan Saha, Malay Bandyopadhyay
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Prevalence of backward stochastic differential equations with unique solution
International Journal of Stochastic Analysis, Volume 2004, Issue 2, Page 123-136, 2004., 2004 We prove that in the sense of Baire category, almost all backward stochastic differential equations (BSDEs) with bounded and continuous coefficient have the properties of existence and uniqueness of solutions as well as the continuous dependence of solutions on the coefficient and the L2‐convergence of their associated successive approximations.
K. Bahlali, B. Mezerdi, Y. Ouknine
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Second‐order neutral stochastic evolution equations with heredity
International Journal of Stochastic Analysis, Volume 2004, Issue 2, Page 177-192, 2004., 2004 Existence, continuous dependence, and approximation results are established for a class of abstract second‐order neutral stochastic evolution equations with heredity in a real separable Hilbert space. A related integro‐differential equation is also mentioned, as well as an example illustrating the theory.
Mark A. McKibben
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