Results 61 to 70 of about 164,359 (189)

Diffusion Semigroups on Abstract Wiener Space [PDF]

Transactions of the American Mathematical Society, 1972
The existence of a semigroup of solution operators associated with a second order infinite dimensional parabolic equation of the form ∂ u / ∂ t = L x u \partial u/\partial t = {L_x}u was previously established by the ...
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Graphics Processing Unit-Accelerated Code for Computing Second-Order Wiener Kernels and Spike-Triggered Covariance. [PDF]

PLoS ONE, 2017
Sensory neuroscience seeks to understand and predict how sensory neurons respond to stimuli. Nonlinear components of neural responses are frequently characterized by the second-order Wiener kernel and the closely-related spike-triggered covariance (STC).
Omer Mano, Damon A Clark
doaj   +1 more source

Curved Wiener Space Analysis [PDF]

, 2004
136 pages, 16 figures, to appear in ``Real and Stochastic Analysis: New Perspectives.''
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Riemann-Hilbert problems, Toeplitz operators and ergosurfaces

Journal of High Energy Physics
The Riemann-Hilbert approach, in conjunction with the canonical Wiener-Hopf factorisation of certain matrix functions called monodromy matrices, enables one to obtain explicit solutions to the non-linear field equations of some gravitational theories ...
M. Cristina Câmara, Gabriel Lopes Cardoso   +1 more
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G-Expectation Weighted Sobolev Spaces, Backward SDE and Path Dependent PDE [PDF]

, 2014
We introduce a new notion of G-expectation-weighted Sobolev spaces, or in short, G-Sobolev spaces, and prove that a backward SDEs driven by G-Brownian motion are in fact path dependent PDEs in the corresponding Sobolev spaces under G-norms.
Peng, Shige, Song, Yongsheng
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Conjugate Phase Retrieval in Paley–Wiener Space [PDF]

Journal of Fourier Analysis and Applications, 2019
5 color ...
Chun-Kit Lai, Friedrich Littmann, Eric S. Weber   +2 more
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Some spectral problems of a diffusion operator under Paley-Wiener-based high-order approximations

Journal of Innovative Applied Mathematics and Computational Sciences
In this study, we acquired spectral results for the diffusion operator under higher-order approximations. We reconstruct the well-known techniques and derive the essential results for the presented problem.
Mine Babaoglu
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CONDITIONAL FIRST VARIATION OVER WIENER PATHS IN ABSTRACT WIENER SPACE [PDF]

Journal of the Korean Mathematical Society, 2005
Summary: In this paper, we define the conditional first variation over Wiener paths in an abstract Wiener space and investigate its properties. Using these properties, we also investigate relationships among first variation, conditional first variation, Fourier-Feynman transform and conditional Fourier-Feynman transforms of functions in a Banach ...
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Feynman Integral and a Change of Scale Formula about the First Variation and a Fourier–Stieltjes Transform

Mathematics, 2020
We prove that the Wiener integral, the analytic Wiener integral and the analytic Feynman integral of the first variation of F(x)=exp{∫0Tθ(t,x(t))dt} successfully exist under the certain condition, where θ(t,u)=∫Rexp{iuv}dσt(v) is a Fourier–Stieltjes ...
Young Sik Kim
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Cubature on Wiener space in infinite dimension

, 2008
We prove a stochastic Taylor expansion for SPDEs and apply this result to obtain cubature methods, i. e. high order weak approximation schemes for SPDEs, in the spirit of T. Lyons and N. Victoir.
Cont R, Da Prato G, Kloeden P.E, Peszat S   +3 more
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