Results 31 to 40 of about 195,324 (154)

The Long Journey from Ab Initio Calculations to Density Functional Theory for Nuclear Large Amplitude Collective Motion

, 2010
At present there are two vastly different ab initio approaches to the description of the the many-body dynamics: the Density Functional Theory (DFT) and the functional integral (path integral) approaches.
, , Aarts G, Aarts G Seiler E Stamatescu I-O, Almehed D, Almehed D Walet N R, Aurel Bulgac, Barranco F, Blaizot J-P, Broomfield J M A, Bulgac A, Delaroche J P, Dreizler R M, Epelbaum E, Goriely S Chamel N Pearson J M, Leupold S Metag V Mosel U, Mitchell K A, Navratil P, Negele J W, Parisi G, Peuckert V, Pieper S C, Ring P, Wolff R Puddu G Negele J W   +23 more
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Stochastic Analysis of Gaussian Processes via Fredholm Representation [PDF]

, 2016
We show that every separable Gaussian process with integrable variance function admits a Fredholm representation with respect to a Brownian motion. We extend the Fredholm representation to a transfer principle and develop stochastic analysis by using it.
Sottinen, Tommi, Viitasaari, Lauri
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Stochastic gauge fixing for N = 1 supersymmetric Yang-Mills theory [PDF]

, 2006
The gauge fixing procedure for N=1 supersymmetric Yang-Mills theory (SYM) is proposed in the context of the stochastic quantization method (SQM). The stochastic gauge fixing, which was formulated by Zwanziger for Yang-Mills theory, is extended to SYM_4 ...
Nakazawa, Naohito
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Peano Theorems for Pedjeu–Ladde-Type Multi-Time Scale Stochastic Differential Equations Driven by Fractional Noises

Mathematics
This paper examines fractional multi-time scale stochastic functional differential equations that, in addition, are driven by fractional noises. Based on a specially crafted fixed-point principle for the so-called “local operators”, we prove a Peano-type
Arcady Ponosov, Lev Idels
doaj   +1 more source

Analysis of the Rosenblatt process [PDF]

, 2006
We analyze {\em the Rosenblatt process} which is a selfsimilar process with stationary increments and which appears as limit in the so-called {\em Non Central Limit Theorem} (Dobrushin and Major (1979), Taqqu (1979)).
Abry, Albin, Albin, Alòs, Alòs, Androshuk, Cheridito, Ciprian A. Tudor, Decreusefond, Dobrushin, Fox, Gradinaru, Hall, Kallenberg, Kruk, Leonenko, Maejima, Mocioalca, Norros, Nualart, Pipiras, Pipiras, Pipiras, Privault, Russo, Russo, Taqqu, Taqqu, Tindel, Tudor, Unit, Üstunel   +31 more
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A Multi-Sensor Fusion MAV State Estimation from Long-Range Stereo, IMU, GPS and Barometric Sensors

Sensors, 2016
State estimation is the most critical capability for MAV (Micro-Aerial Vehicle) localization, autonomous obstacle avoidance, robust flight control and 3D environmental mapping.
Yu Song, Stephen Nuske, Sebastian Scherer   +2 more
doaj   +1 more source

Extended Stochastic Integral and Wick Calculus on Spaces of Regular Generalized Functions Connected with Gamma Measure [PDF]

Ukrainian Mathematical Journal, 2005
We introduce and study an extended stochastic integral, a Wick product, and Wick versions of holomorphic functions on Kondrat'ev-type spaces of regular generalized functions. These spaces are connected with the Gamma measure on a certain generalization of the Schwartz distribution space \(S'\).
openaire   +2 more sources

Energy representation for out-of-equilibrium Brownian-like systems: steady states and fluctuation relations

, 2010
Stochastic dynamics in the energy representation is employed as a method to study non-equilibrium Brownian-like systems. It is shown that the equation of motion for the energy of such systems can be taken in the form of the Langevin equation with ...
A. N. Vasil’ev, Alexei D. Kiselev, B. Derrida, Bohdan I. Lev, C. W. Gardiner, E. Nelson, G. F. Mazenko, I. Snook, J. Ross, J. W. S. Rayleigh, J. Zinn-Justin, K. Huang, K. Huang, L. D. Landau, N. G. van Kampen, R. Balescu, R. Balescu, R. F. Streater, R. M. Mazo, R. Zwanzig, S. R. D. Groot, W. Horsthemke, W. T. Coffey   +22 more
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Weak order for the discretization of the stochastic heat equation driven by impulsive noise [PDF]

, 2009
Considering a linear parabolic stochastic partial differential equation driven by impulsive space time noise, dX_t+AX_t dt= Q^{1/2}dZ_t, X_0=x_0\in H, t\in [0,T], we approximate the distribution of X_T.
F. Lindner, F. Lindner, Felix Lindner René, R. L. Schilling, R. L. Schilling   +4 more
core  

Generalized pricing formulas for stochastic volatility jump diffusion models applied to the exponential Vasicek model

, 2010
Path integral techniques for the pricing of financial options are mostly based on models that can be recast in terms of a Fokker-Planck differential equation and that, consequently, neglect jumps and only describe drift and diffusion. We present a method
A. Sepp, A. White, A.E. Kyprianou, B. Eraker, B.E. Baaquie, C. Cao, C.A.R. Sa de Melo, D. Bates, D. Duffie, D. Lemmens, D. Lemmens, E. Derman, E. Stein, E. Straeten Van der, F. Black, G. Bakshi, H. Geman, H. Kleinert, H. Kleinert, I. Pena, J. Pan, J. Tempere, J.W. Dash, K. Amin, L. Z.J. Liang, L.O. Scott, M. Chernov, M. Chesney, P. Carr, P. Nozieres, R.C. Merton, R.C. Merton, S. Heston, S. Micciche, S.G. Kou, T.G. Andersen, W. Schoutens, Y. Aït-Sahalia, Y. Liu   +38 more
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