getdoc3169. 143KB Jun 04 2011 12:04:13 AM
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We give a new representation of fractional Brownian motion with Hurst parameter H ≤ 1 2 using stochastic partial differential equations.. This representation allows us to use the
In [6] homogeneous fragmentations are rather defined as exchangeable Markov processes whose semi-group have the fragmentation and homogeneity properties.. 3.2
The overarching goal of this article is to prove the unique ergodicity of a class of nonlinear stochastic partial differential equations (SPDEs) driven by a finite number of
We consider a system of nonlinear partial differential equations with stochastic dynamical boundary conditions that arises in models of neurophysiology for the diffusion of
and Orsingher, E.: On sojourn distributions of processes related to some higher- order heat-type
Abstract The small diffusion and fast dying out asymptotics is calculated for nonlinear evolu- tion equations of a class of superprocesses on manifolds, and the
In this article, we will explore why Karlin-McGregor method of using orthogonal polynomials in the study of Markov processes was so successful for one dimensional nearest
In the subsequent sections we apply the basic definition to the following partial differential equations and systems: nonlinear Poisson equations, p-Laplace equations,
