getdoce4f9. 168KB Jun 04 2011 12:05:06 AM
Teks penuh
Garis besar
Dokumen terkait
This tree has 14 vertices, but after the computation there is exactly one un- deleted vertex having value zero... Tree
Keywords: Key words: Lipschitz domains, Neumann problem, reflecting Brownian motion, mixed boundary problem, Skorokhod equation, weak uniqueness, uniqueness in law,
The purpose of this paper is to obtain existence and uniqueness of solutions, as well as existence and uniqueness of invariant measures, for a class of semilinear stochastic
Keywords: Brownian motion, random time change, exit boundary, local time, additive func- tional, stochastic differential equation, Khas’minskii’s lemma, spectrally negative
We prove here (by showing convergence of Chen’s series) that linear stochastic differential equa- tions driven by analytic fractional Brownian motion [6, 7] with arbitrary Hurst index
Markov chain Monte Carlo, Fill’s algorithm, perfect sampling, exact sampling, rejection sam- pling, stochastic monotonicity, partially ordered set, monotone coupling,
Our geometric study of isotropic stochastic flows is a natural offshoot of earlier works by Baxendale and Harris (1986), LeJan (1985, 1991) and Harris (1981).. 1991 Mathematics
When α < 1 the tendency to reduce the chance of a large exit place completely overwhelms the tendency of the drift to increase the chance and so we get dimensional independence
