Results 81 to 90 of about 44,878 (209)

Symmetry Transformation in Extended Phase Space: the Harmonic Oscillator in the Husimi Representation

open access: yesSymmetry, Integrability and Geometry: Methods and Applications, 2008
In a previous work the concept of quantum potential is generalized into extended phase space (EPS) for a particle in linear and harmonic potentials.
Sadolah Nasiri, Samira Bahrami
doaj   +1 more source

The Dual Hamilton–Jacobi Equation and the Poincaré Inequality

open access: yesMathematics
Following the equivalence between logarithmic Sobolev inequalities and hypercontractivity shown by L. Gross, and applying the ideas and methods of the work by Bobkov, Gentil and Ledoux, we would like to establish a new connection between the logarithmic ...
Rigao He   +3 more
doaj   +1 more source

A stochastic control problem

open access: yesElectronic Journal of Differential Equations, 2004
In this paper, we study a specific stochastic differential equation depending on a parameter and obtain a representation of its probability density function in terms of Jacobi Functions.
William Margulies, Dean Zes
doaj  

"Itô's Lemma" and the Bellman equation: An applied view [PDF]

open access: yes
Rare and randomly occurring events are important features of the economic world. In continuous time they can easily be modeled by Poisson processes. Analyzing optimal behavior in such a setup requires the appropriate version of the change of variables ...
Sennewald, Ken, Wälde, Klaus
core  

"Ito's Lemma" and the Bellman equation for Poisson processes: An applied view [PDF]

open access: yes
Rare and randomly occurring events are important features of the economic world. In continuous time they can easily be modeled by Poisson processes. Analyzing optimal behavior in such a setup requires the appropriate version of the change of variables ...
Sennewald, Ken, Wälde, Klaus
core  

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