Literatura académica sobre el tema "Singular drift"
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Artículos de revistas sobre el tema "Singular drift"
Jakubowski, Tomasz. "Fractional Laplacian with singular drift". Studia Mathematica 207, n.º 3 (2011): 257–73. http://dx.doi.org/10.4064/sm207-3-3.
Texto completoBass, Richard F. y Zhen-Qing Chen. "Brownian motion with singular drift". Annals of Probability 31, n.º 2 (2003): 791–817. http://dx.doi.org/10.1214/aop/1048516536.
Texto completoKim, Panki y Renming Song. "Stable process with singular drift". Stochastic Processes and their Applications 124, n.º 7 (julio de 2014): 2479–516. http://dx.doi.org/10.1016/j.spa.2014.03.006.
Texto completoREZNIK, GREGORY y ZIV KIZNER. "Two-layer quasi-geostrophic singular vortices embedded in a regular flow. Part 2. Steady and unsteady drift of individual vortices on a beta-plane". Journal of Fluid Mechanics 584 (25 de julio de 2007): 203–23. http://dx.doi.org/10.1017/s0022112007006404.
Texto completoBlanchard, Philippe y Simon Golin. "Diffusion processes with singular drift fields". Communications in Mathematical Physics 109, n.º 3 (septiembre de 1987): 421–35. http://dx.doi.org/10.1007/bf01206145.
Texto completoRutkowski, Marek. "Stochastic differential equations with singular drift". Statistics & Probability Letters 10, n.º 3 (agosto de 1990): 225–29. http://dx.doi.org/10.1016/0167-7152(90)90078-l.
Texto completoKinzebulatov, D. y K. R. Madou. "Stochastic equations with time-dependent singular drift". Journal of Differential Equations 337 (noviembre de 2022): 255–93. http://dx.doi.org/10.1016/j.jde.2022.07.042.
Texto completoJin, Peng. "Brownian Motion with Singular Time-Dependent Drift". Journal of Theoretical Probability 30, n.º 4 (2 de mayo de 2016): 1499–538. http://dx.doi.org/10.1007/s10959-016-0687-3.
Texto completoLabed, Saloua. "MAXIMUM PRINCIPLE FOR SINGULAR CONTROL PROBLEMS OF SYSTEMS DRIVEN BY MARTINGALE MEASURES". Advances in Mathematics: Scientific Journal 12, n.º 1 (23 de enero de 2023): 193–216. http://dx.doi.org/10.37418/amsj.12.1.13.
Texto completoNISHIBATA, SHINYA, NAOTAKA SHIGETA y MASAHIRO SUZUKI. "ASYMPTOTIC BEHAVIORS AND CLASSICAL LIMITS OF SOLUTIONS TO A QUANTUM DRIFT-DIFFUSION MODEL FOR SEMICONDUCTORS". Mathematical Models and Methods in Applied Sciences 20, n.º 06 (junio de 2010): 909–36. http://dx.doi.org/10.1142/s0218202510004477.
Texto completoTesis sobre el tema "Singular drift"
Kirsch, Josef. "Boundary value problems for elliptic operators with singular drift terms". Thesis, University of Edinburgh, 2012. http://hdl.handle.net/1842/7874.
Texto completoLühe, Katharina von der [Verfasser] y Michael [Akademischer Betreuer] Röckner. "Pathwise uniqueness for stochastic differential equations with singular drift and nonconstant diffusion / Katharina von der Lühe ; Betreuer: Michael Röckner". Bielefeld : Universitätsbibliothek Bielefeld, 2017. http://d-nb.info/1124590684/34.
Texto completoHaress, El Mehdi. "Numerical approximation and long-time behaviour of some singular stochastic (partial) differential equations". Electronic Thesis or Diss., université Paris-Saclay, 2024. http://www.theses.fr/2024UPASM038.
Texto completoIn this thesis, we explore the numerical approximation and long-term behavior of certain stochastic equations driven by dissipative and/or distributional drift terms.Firstly, stochastic differential equations (SDEs) with fractional Brownian motion (fBm) and distributional drift are studied. The convergence of a tamed-Euler scheme is quantified. Similar techniques are applied to the stochastic heat equation (SHE) with space-time white noise and a distributional reaction term, and the same results are obtained for a tamed-Euler scheme with finite differences.Secondly, the focus shifts to SDEs with fBm and dissipative drift, establishing, in the long-term regime, the almost-sure regularity of solutions and their ergodic means with respect to time and the Hurst parameter. These results are applied in a statistical context to estimate the parameters of the equations through an approximation of their invariant measures.Finally, we combine dissipative and distributional reaction terms in SHE, presenting preliminary results in the long-term regime, the well-posedness of the equation is proven and the moments of the solution are uniformly bounded over time
Barrasso, Adrien. "Decoupled mild solutions of deterministic evolution problemswith singular or path-dependent coefficients, represented by backward SDEs". Thesis, Université Paris-Saclay (ComUE), 2018. http://www.theses.fr/2018SACLY009/document.
Texto completoThis thesis introduces a new notion of solution for deterministic non-linear evolution equations, called decoupled mild solution.We revisit the links between Markovian Brownian Backward stochastic differential equations (BSDEs) and parabolic semilinear PDEs showing that under very mild assumptions, the BSDEs produce a unique decoupled mild solution of some PDE.We extend this result to many other deterministic equations such asPseudo-PDEs, Integro-PDEs, PDEs with distributional drift or path-dependent(I)PDEs. The solutions of those equations are represented throughBSDEs which may either be without driving martingale, or drivenby cadlag martingales. In particular this thesis solves the so calledidentification problem, which consists, in the case of classical Markovian Brownian BSDEs, to give an analytical meaning to the second component Z ofthe solution (Y,Z) of the BSDE. In the literature, Y generally determinesa so called viscosity solution and the identification problem is only solved when this viscosity solution has a minimal regularity.Our method allows to treat this problem even in the case of general (even non-Markovian) BSDEs with jumps
Barrasso, Adrien. "Decoupled mild solutions of deterministic evolution problemswith singular or path-dependent coefficients, represented by backward SDEs". Electronic Thesis or Diss., Université Paris-Saclay (ComUE), 2018. http://www.theses.fr/2018SACLY009.
Texto completoThis thesis introduces a new notion of solution for deterministic non-linear evolution equations, called decoupled mild solution.We revisit the links between Markovian Brownian Backward stochastic differential equations (BSDEs) and parabolic semilinear PDEs showing that under very mild assumptions, the BSDEs produce a unique decoupled mild solution of some PDE.We extend this result to many other deterministic equations such asPseudo-PDEs, Integro-PDEs, PDEs with distributional drift or path-dependent(I)PDEs. The solutions of those equations are represented throughBSDEs which may either be without driving martingale, or drivenby cadlag martingales. In particular this thesis solves the so calledidentification problem, which consists, in the case of classical Markovian Brownian BSDEs, to give an analytical meaning to the second component Z ofthe solution (Y,Z) of the BSDE. In the literature, Y generally determinesa so called viscosity solution and the identification problem is only solved when this viscosity solution has a minimal regularity.Our method allows to treat this problem even in the case of general (even non-Markovian) BSDEs with jumps
Ling, Chengcheng [Verfasser]. "Stochastic differential equations with singular drifts and multiplicative noises / Chengcheng Ling". Bielefeld : Universitätsbibliothek Bielefeld, 2020. http://d-nb.info/1206592184/34.
Texto completoFlandoli, Franco y Michael Högele. "A solution selection problem with small stable perturbations". Universität Potsdam, 2014. http://opus.kobv.de/ubp/volltexte/2014/7120/.
Texto completoBENABDALLAH, MOHSINE. "Equations differentielles stochastiques avec drift singulier : problemes d'existence, d'unicite et developpements asymptotiques en temps petits lorsque les coefficients sont reguliers par morceaux". Paris 6, 1989. http://www.theses.fr/1989PA066040.
Texto completoLibros sobre el tema "Singular drift"
Baur, Benedict. Elliptic Boundary Value Problems and Construction of Lp-Strong Feller Processes with Singular Drift and Reflection. Wiesbaden: Springer Fachmedien Wiesbaden, 2014. http://dx.doi.org/10.1007/978-3-658-05829-6.
Texto completoElliptic Boundary Value Problems and Construction of Lp-Strong Feller Processes with Singular Drift and Reflection. Springer Spektrum, 2014.
Buscar texto completoBaur, Benedict. Elliptic Boundary Value Problems and Construction of Lp-Strong Feller Processes with Singular Drift and Reflection. Spektrum Akademischer Verlag GmbH, 2014.
Buscar texto completoThe Dirichlet Problem for Parabolic Operators With Singular Drift Terms (Memoirs of the American Mathematical Society). American Mathematical Society, 2001.
Buscar texto completoGorfinkel, Elena. Wanda. Bloomsbury Publishing Plc, 2025. https://doi.org/10.5040/9781839023071.
Texto completoCapítulos de libros sobre el tema "Singular drift"
Aebi, Robert. "Diffusions with Singular Drift". En Schrödinger Diffusion Processes, 23–54. Basel: Birkhäuser Basel, 1996. http://dx.doi.org/10.1007/978-3-0348-9027-4_2.
Texto completoKinzebulatov, Damir. "Form-Boundedness and SDEs with Singular Drift". En Kolmogorov Operators and Their Applications, 147–261. Singapore: Springer Nature Singapore, 2024. http://dx.doi.org/10.1007/978-981-97-0225-1_7.
Texto completoOkazawa, Noboru y Motohiro Sobajima. "L p -Theory for Schrödinger Operators Perturbed by Singular Drift Terms". En Springer INdAM Series, 401–18. Cham: Springer International Publishing, 2014. http://dx.doi.org/10.1007/978-3-319-11406-4_18.
Texto completoMarinelli, Carlo y Luca Scarpa. "On the Well-Posedness of SPDEs with Singular Drift in Divergence Form". En Stochastic Partial Differential Equations and Related Fields, 225–35. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-74929-7_12.
Texto completoWürsch, Maxime, Dimitri Percia David y Alain Mermoud. "Monitoring Emerging Trends in LLM Research". En Large Language Models in Cybersecurity, 153–61. Cham: Springer Nature Switzerland, 2024. http://dx.doi.org/10.1007/978-3-031-54827-7_17.
Texto completoBaur, Benedict. "Introduction". En Elliptic Boundary Value Problems and Construction of Lp-Strong Feller Processes with Singular Drift and Reflection, 1–8. Wiesbaden: Springer Fachmedien Wiesbaden, 2014. http://dx.doi.org/10.1007/978-3-658-05829-6_1.
Texto completoBaur, Benedict. "Construction of $${L^p}$$ -Strong Feller Processes". En Elliptic Boundary Value Problems and Construction of Lp-Strong Feller Processes with Singular Drift and Reflection, 9–41. Wiesbaden: Springer Fachmedien Wiesbaden, 2014. http://dx.doi.org/10.1007/978-3-658-05829-6_2.
Texto completoBaur, Benedict. "Elliptic Regularity up to the Boundary". En Elliptic Boundary Value Problems and Construction of Lp-Strong Feller Processes with Singular Drift and Reflection, 43–54. Wiesbaden: Springer Fachmedien Wiesbaden, 2014. http://dx.doi.org/10.1007/978-3-658-05829-6_3.
Texto completoBaur, Benedict. "Construction of Elliptic Diffusions". En Elliptic Boundary Value Problems and Construction of Lp-Strong Feller Processes with Singular Drift and Reflection, 55–70. Wiesbaden: Springer Fachmedien Wiesbaden, 2014. http://dx.doi.org/10.1007/978-3-658-05829-6_4.
Texto completoBaur, Benedict. "Applications". En Elliptic Boundary Value Problems and Construction of Lp-Strong Feller Processes with Singular Drift and Reflection, 71–81. Wiesbaden: Springer Fachmedien Wiesbaden, 2014. http://dx.doi.org/10.1007/978-3-658-05829-6_5.
Texto completoActas de conferencias sobre el tema "Singular drift"
Kim, Young-Jin y Raul B. Rebak. "Photo-Electrochemistry of Zirconium Alloys in High Temperature Water – a Review". En CORROSION 2009, 1–11. NACE International, 2009. https://doi.org/10.5006/c2009-09417.
Texto completoShang, Dan, Guangquan Zhang y Jie Lu. "Fast concept drift detection using singular vector decomposition". En 2017 12th International Conference on Intelligent Systems and Knowledge Engineering (ISKE). IEEE, 2017. http://dx.doi.org/10.1109/iske.2017.8258835.
Texto completoRahman, Matiur y S. Hossein Mousavizadegan. "On the Drift Forces of a Vertical Cylinder in Water of Finite Depth". En ASME 2004 23rd International Conference on Offshore Mechanics and Arctic Engineering. ASMEDC, 2004. http://dx.doi.org/10.1115/omae2004-51086.
Texto completoNagata, Keitaro, Hideo Matsufuru, Jun Nishimura y Shinji Shimasaki. "Gauge cooling for the singular-drift problem in the complex Langevin method - an application to finite density QCD". En 34th annual International Symposium on Lattice Field Theory. Trieste, Italy: Sissa Medialab, 2017. http://dx.doi.org/10.22323/1.256.0067.
Texto completoCimadomo, Guido, Eduardo Jimenz-Morales y Jorge Minguet-Medina. "Socio-spatial threats in post-covid Spanish touristic cities. Drift to exclusion in Seville and Malaga". En Post-Oil City Planning for Urban Green Deals Virtual Congress. ISOCARP, 2020. http://dx.doi.org/10.47472/dnfq1790.
Texto completoPeng, Hongxuan y Wei Qiu. "Computation of Second-Order Wave Forces With a Panel-Free Method". En ASME 2008 27th International Conference on Offshore Mechanics and Arctic Engineering. ASMEDC, 2008. http://dx.doi.org/10.1115/omae2008-57614.
Texto completoWasterlain, Se´bastien, Fabien Harel, Denis Candusso, Daniel Hissel y Xavier Franc¸ois. "A New High Voltage Impedance Spectrometer for the Diagnostic of Fuel Cell Stacks". En ASME 2010 8th International Conference on Fuel Cell Science, Engineering and Technology. ASMEDC, 2010. http://dx.doi.org/10.1115/fuelcell2010-33232.
Texto completoPennacchi, P., R. Ricci, S. Chatterton, P. Borghesani, A. Vania, G. D’Antona, C. Pensieri y C. Rolla. "Dynamic Effects of Electrical Pitting in Steam-Turbine Tilting-Pad Thrust-Bearings". En ASME 2012 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference. American Society of Mechanical Engineers, 2012. http://dx.doi.org/10.1115/detc2012-71132.
Texto completoPetrović, V. M., H. S. Delibašić Marković y I. D. Petrović. "Impact of Coulomb correction on the nonadiabatic tunnel ionization in an elliptically polarized laser field". En International Meeting on Data for Atomic and Molecular Processes in Plasmas: Advances in Standards and Modelling, 84–85. Belgrade, Serbia: Institute of Physics Belgrade, 2024. https://doi.org/10.69646/aob241126.
Texto completoAdam, Christopher S., Ian R. Berry, Kevin M. Short y Diana I. Saly. "A Dynamical Systems Approach to Stability Tracking of Treadmill Running". En ASME 2008 International Mechanical Engineering Congress and Exposition. ASMEDC, 2008. http://dx.doi.org/10.1115/imece2008-67331.
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