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Collection : Universite Savoie Mont Blanc Language : abkhazian Language : dutch Language : english Language : hindi Language : interlingua (international auxiliary language association) Language : marshallese Language : swedish Language : tswana Subject : [math.math-pr]mathematics [math]/probability [math.pr]
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Academic Journal

WELL-POSEDNESS FOR SOME NON-LINEAR DIFFUSION PROCESSES AND RELATED PDE ON THE WASSERSTEIN SPACE

Subjects: [MATH.MATH-PR]Mathematics [math]/Probability [math.PR]; [MATH.MATH-CA]Mathematics [math]/Classical Analysis and ODEs [math.CA]; [MATH.MATH-AP]Mathematics [math]/Analysis of PDEs [math.AP]

  • Source: ISSN: 0021-7824 ; Journal de Mathématiques Pures et Appliquées ; https://hal.science/hal-01924949 ; Journal de Mathématiques Pures et Appliquées, 2022, ⟨10.1016/j.matpur.2021.12.001⟩.

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Academic Journal

Particles Systems for Mean Reflected BSDEs

Subjects: [MATH.MATH-PR]Mathematics [math]/Probability [math.PR]

  • Source: ISSN: 0304-4149.

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Academic Journal

Sharp Schauder Estimates for some Degenerate Kolmogorov Equations

Subjects: Schauder estimates; Kolmogorov degenerate PDEs; parametrix

  • Source: ISSN: 0391-173X.

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Academic Journal

FROM THE BACKWARD KOLMOGOROV PDE ON THE WASSERSTEIN SPACE TO PROPAGATION OF CHAOS FOR MCKEAN-VLASOV SDES

Subjects: [MATH.MATH-AP]Mathematics [math]/Analysis of PDEs [math.AP]; [MATH.MATH-PR]Mathematics [math]/Probability [math.PR]

  • Source: ISSN: 0021-7824 ; Journal de Mathématiques Pures et Appliquées ; https://hal.science/hal-02168772 ; Journal de Mathématiques Pures et Appliquées, 2021, 156, pp.1-124.

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Academic Journal

Regularization effects of a noise propagating through a chain of differential equations: an almost sharp result

Subjects: parametrix; mates; density esti-

  • Source: ISSN: 0002-9947.

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Academic Journal

Forward and Backward Stochastic Differential Equations with normal constraint in law

Subjects: [MATH.MATH-PR]Mathematics [math]/Probability [math.PR]; [MATH.MATH-AP]Mathematics [math]/Analysis of PDEs [math.AP]

  • Source: ISSN: 0304-4149.

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Report

Mean square rate of convergence for random walk approximation of forward-backward SDEs

Subjects: random walk approximation; 60H35; random walk approximation 2010 Mathematics Subject Classification: Primary 60H10

  • Source: https://hal.science/hal-01838449 ; 2020.

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Book

On the uniqueness of solutions to quadratic BSDEs with non-convex generators

Subjects: Backward stochastic differential equations; generator of quadratic growth; unbounded terminal condition

  • Source: Frontiers in stochastic analysis - BSDEs, SPDEs and their applications ; https://hal.science/hal-01673587 ; Frontiers in stochastic analysis - BSDEs, SPDEs and their applications, 289, Springer,

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Academic Journal

Mean Reflected Stochastic Differential Equations With Jumps

Subjects: [MATH.MATH-PR]Mathematics [math]/Probability [math.PR]

  • Source: ISSN: 0001-8678 ; Advances in Applied Probability ; https://hal.univ-smb.fr/hal-01742164 ; Advances in Applied Probability, 2020, 52 (2), pp.523-562.

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Academic Journal

Weak Well-Posedness of Multidimensional Stable Driven SDEs in the Critical Case

Subjects: 60H30; Stable driven SDEs; 35K65

  • Source: ISSN: 0219-4937 ; Stochastics and Dynamics ; https://hal.science/hal-02434363 ; Stochastics and Dynamics, 2020, 20 (6), pp.2040004. ⟨10.1142/S0219493720400043⟩.

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  • 1-10 of  30 results for ""Mathematics""