Integration by parts for heat kernel measures revisited [PDF]
, 1997 Stochastic calculus proofs of the integration by parts formula for cylinder functions of parallel translation on the Wiener space of a compact Riemannian manifold (M) are given.
Driver, Bruce K., Bruce K. Driver
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Integration by parts formula for McShane and Kurzweil-Henstock integrals via double Lusin condition [PDF]
Mathematica BohemicaWe prove an integration by parts formula for McShane and Kurzweil-Henstock integrals utilizing the double Lusin condition.
Abraham Perral Racca
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About tabular integration by parts [PDF]
, 2019 У статтi розглянуто табличний запис одно- й багаторазового iнтегрування частинами. Цей спосiб оформлення розв’язання є поширеним в англомовнiй навчальнiй лiтературi, але вiдсутнiй в українських пiдручниках.
Гайдей, В. О. +1 more
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Yamada-Watanabe theorem for stochastic evolution equations in infinite dimensions
Condensed Matter Physics, 2008 The purpose of this note is to give a complete and detailed proof of the fundamental Yamada-Watanabe Theorem on infinite dimensional spaces, more precisely in the framework of the variational approach to stochastic partial differential equations.
M.Röckner, B.Schmuland, X.Zhang
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An invasive clonal plant benefits from clonal integration more than a co-occurring native plant in nutrient-patchy and competitive environments. [PDF]
PLoS ONE, 2014 Many notorious invasive plants are clonal, however, little is known about the different roles of clonal integration effects between invasive and native plants.
Wenhua You +4 more
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Bismut–Elworthy–Li formula for subordinated Brownian motion applied to hedging financial derivatives
Cogent Economics & Finance, 2017 The objective of the paper is to extend the results in Fournié, Lasry, Lions, Lebuchoux, and Touzi (1999), Cass and Fritz (2007) for continuous processes to jump processes based on the Bismut–Elworthy–Li (BEL) formula in Elworthy and Li (1994).
M. Kateregga, S. Mataramvura, D. Taylor
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String correlators: recursive expansion, integration-by-parts and scattering equations
Journal of High Energy Physics, 2019 We further elaborate on the general construction proposed in [1], which connects, via tree-level double copy, massless string amplitudes with color-ordered QFT amplitudes that are given by Cachazo-He-Yuan formulas.
Song He, Fei Teng, Yong Zhang
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Journal of Mathematics, 2022 Sensitivity analysis is at the core of risk management for financial engineering; to calculate the sensitivity with respect to parameters in models with probability expectation, the most traditional approach applies the finite difference method ...
Zheng Gu, Yue Liu, Aijun Yang, Kaodui Li
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Integration-by-parts reductions of Feynman integrals using Singular and GPI-Space
Journal of High Energy Physics, 2020 We introduce an algebro-geometrically motived integration-by-parts (IBP) re- duction method for multi-loop and multi-scale Feynman integrals, using a framework for massively parallel computations in computer algebra.
Dominik Bendle +7 more
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Equilibrium stochastic dynamics of Poisson cluster ensembles
Condensed Matter Physics, 2008 The distribution μ of a Poisson cluster process in Χ=Rd (with n-point clusters) is studied via the projection of an auxiliary Poisson measure in the space of configurations in Χn, with the intensity measure being the convolution of the background ...
L.Bogachev, A.Daletskii
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