نتائج البحث - "Feynman-Kac formula"

المساهمون: King Abdullah University of Science and Technology Saudi Arabia (KAUST), Groupe THEO (LCPQ) (GMO), Laboratoire de Chimie et Physique Quantiques (LCPQ), Université Toulouse III - Paul Sabatier (UT3), Université de Toulouse (UT)-Université de Toulouse (UT)-Institut de Chimie - CNRS Chimie (INC-CNRS)-Centre National de la Recherche Scientifique (CNRS)-Fédération de recherche « Matière et interactions » (FeRMI), Institut National des Sciences Appliquées - Toulouse (INSA Toulouse), Institut National des Sciences Appliquées (INSA)-Université de Toulouse (UT)-Institut National des Sciences Appliquées (INSA)-Université de Toulouse (UT)-Université Toulouse III - Paul Sabatier (UT3), Université de Toulouse (UT)-Centre National de la Recherche Scientifique (CNRS)-Institut National des Sciences Appliquées - Toulouse (INSA Toulouse), Institut National des Sciences Appliquées (INSA)-Université de Toulouse (UT)-Institut National des Sciences Appliquées (INSA)-Centre National de la Recherche Scientifique (CNRS)-Université Toulouse III - Paul Sabatier (UT3), Institut National des Sciences Appliquées (INSA)-Université de Toulouse (UT)-Institut National des Sciences Appliquées (INSA)-Centre National de la Recherche Scientifique (CNRS), Institut National de Recherche en Informatique et en Automatique (Inria), The Chinese University of Hong Kong Hong Kong (CUHK), European Project: 863481,PTEROSOR

المصدر: https://hal.science/hal-04705748 ; 2024.

مصطلحات موضوعية: Feynman-Kac Formula Diffusion Monte Carlo Eigenvalue approximation, Feynman-Kac Formula, Diffusion Monte Carlo, Eigenvalue approximation, [MATH]Mathematics [math], [PHYS]Physics [physics]

Relation: info:eu-repo/semantics/altIdentifier/arxiv/2407.15494; info:eu-repo/grantAgreement//863481/EU/European Research Council (ERC) under the European Union's Horizon 2020 research and innovation programme (Grant agreement No. 863481)/PTEROSOR; ARXIV: 2407.15494

الاتاحة: https://hal.science/hal-04705748
https://hal.science/hal-04705748v1/document
https://hal.science/hal-04705748v1/file/bias_v5.pdf
https://doi.org/10.48550/arXiv.2407.15494

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4

Academic Journal

Backward doubly stochastic differential equations and SPDEs with quadratic growth *

المؤلفون: Hu, Ying, Wen, Jiaqiang, Xiong, Jie

المساهمون: Institut de Recherche Mathématique de Rennes (IRMAR), Université de Rennes (UR)-Institut National des Sciences Appliquées - Rennes (INSA Rennes), Institut National des Sciences Appliquées (INSA)-Institut National des Sciences Appliquées (INSA)-École normale supérieure - Rennes (ENS Rennes)-Université de Rennes 2 (UR2)-Centre National de la Recherche Scientifique (CNRS)-Institut Agro Rennes Angers, Institut national d'enseignement supérieur pour l'agriculture, l'alimentation et l'environnement (Institut Agro)-Institut national d'enseignement supérieur pour l'agriculture, l'alimentation et l'environnement (Institut Agro)

المصدر: ISSN: 0304-4149.

مصطلحات موضوعية: backward doubly stochastic differential equation, stochastic partial differential equation, quadratic growth, Feynman-Kac formula, Sobolev solution, 60H10, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR]

Relation: info:eu-repo/semantics/altIdentifier/arxiv/2205.05289; hal-04601667; https://hal.science/hal-04601667; https://hal.science/hal-04601667/document; https://hal.science/hal-04601667/file/QuadraticBDSDE.pdf; ARXIV: 2205.05289

الاتاحة: https://hal.science/hal-04601667
https://hal.science/hal-04601667/document
https://hal.science/hal-04601667/file/QuadraticBDSDE.pdf

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5

Academic Journal

Exploring muscle recruitment by Bayesian methods during motion

المؤلفون: Mercy Amankwah, Alex Bersani, Daniela Calvetti, Giorgio Davico, Erkki Somersalo, Marco Viceconti

المساهمون: Mercy Amankwah, Alex Bersani, Daniela Calvetti, Giorgio Davico, Erkki Somersalo, Marco Viceconti

مصطلحات موضوعية: Inverse kinematic, Uncontrolled manifold, Markov Chain Monte Carlo, Feynman–Kac formula

وصف الملف: ELETTRONICO

Relation: info:eu-repo/semantics/altIdentifier/wos/WOS:001255183700001; volume:185; firstpage:1; lastpage:15; numberofpages:15; journal:CHAOS, SOLITONS & FRACTALS; https://hdl.handle.net/11585/971997; https://www.sciencedirect.com/science/article/pii/S0960077924006349

الاتاحة: https://hdl.handle.net/11585/971997
https://doi.org/10.1016/j.chaos.2024.115082
https://www.sciencedirect.com/science/article/pii/S0960077924006349

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6

Academic Journal

Asymptotic Behavior of Stochastic Reaction–Diffusion Equations

المؤلفون: Hao Wen, Yuanjing Wang, Guangyuan Liu, Dawei Liu

المصدر: Mathematics, Vol 12, Iss 9, p 1284 (2024)

مصطلحات موضوعية: stochastic reaction–diffusion equations, Feynman–Kac formula, travelling wave, asymptotic wave speed, Mathematics, QA1-939

Relation: https://www.mdpi.com/2227-7390/12/9/1284; https://doaj.org/toc/2227-7390; https://doaj.org/article/b5fe61efa6934982a3f316955ee8ddc9

الاتاحة: https://doi.org/10.3390/math12091284
https://doaj.org/article/b5fe61efa6934982a3f316955ee8ddc9

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7

Academic Journal

Dormancy in random environment: Symmetric exclusion ...

المؤلفون: Shafigh, Helia

مصطلحات موضوعية: Parabolic Anderson model, dormancy, populations with seed-bank, branching random walk, Lyapunov exponents, Rayleigh--Ritz formula, switching diffusions, Feynman--Kac formula, simple symmetric exclusion process, 60J28, 60K35, 92D25

وصف الملف: PDF

الاتاحة: https://dx.doi.org/10.20347/wias.preprint.3166
https://www.wias-berlin.de/publications/wias-publ/run.jsp?template=abstract&type=Preprint&year=2025&number=3166

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8

Dissertation/ Thesis

Periodic measures, transitions and exit times of stochastic differential equations

المؤلفون: Zhong, Johnny

مصطلحات موضوعية: 519.2, Stochastic Differential Equations, Geometric ergodicity, partial differential equation, Feynman-Kac formula, Markov processes., nonautonomous dynamical system, Stochastic resonance phenomena, expected exit time

URL الوصول: https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.812953

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9

Academic Journal

On Some Results of the Nonuniqueness of Solutions Obtained by the Feynman–Kac Formula

المؤلفون: Byoung Seon Choi, Moo Young Choi

المصدر: Mathematics, Vol 12, Iss 1, p 129 (2023)

مصطلحات موضوعية: Feynman–Kac formula, Schrödinger equation, partial differential equation, Brownian motion, uniqueness, Mathematics, QA1-939

وصف الملف: electronic resource

Relation: https://www.mdpi.com/2227-7390/12/1/129; https://doaj.org/toc/2227-7390

URL الوصول: https://doaj.org/article/596615d10dfa4f2b92301bac05373705

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10

Academic Journal

Feynman–Kac formula for BSDEs with jumps and time delayed generators associated to path-dependent nonlinear Kolmogorov equations

المؤلفون: Di Persio, Luca, Garbelli, Matteo, Zălinescu, Adrian

المساهمون: Di Persio, Luca, Garbelli, Matteo, Zălinescu, Adrian

مصطلحات موضوعية: Feynman-Kac formula, Jump-diffusion, Delay, Non linear BSDE

وصف الملف: STAMPA

Relation: info:eu-repo/semantics/altIdentifier/wos/WOS:001179598000002; volume:30; issue:6; firstpage:1; lastpage:36; numberofpages:36; journal:NODEA-NONLINEAR DIFFERENTIAL EQUATIONS AND APPLICATIONS; https://hdl.handle.net/11562/1125670; info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-85169159549; https://link.springer.com/article/10.1007/s00030-023-00879-3

الاتاحة: https://hdl.handle.net/11562/1125670
https://doi.org/10.1007/s00030-023-00879-3
https://link.springer.com/article/10.1007/s00030-023-00879-3

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11

Academic Journal

A probabilistic reduced basis method for parameter-dependent problems

المؤلفون: Billaud-Friess, Marie, Macherey, Arthur, Nouy, Anthony, Prieur, Clémentine

المساهمون: NANTES UNIVERSITÉ - École Centrale de Nantes (Nantes Univ - ECN), Nantes Université (Nantes Univ), Laboratoire de Mathématiques Jean Leray (LMJL), Centre National de la Recherche Scientifique (CNRS)-Nantes université - UFR des Sciences et des Techniques (Nantes univ - UFR ST), Nantes Université - pôle Sciences et technologie, Nantes Université (Nantes Univ)-Nantes Université (Nantes Univ)-Nantes Université - pôle Sciences et technologie, Nantes Université (Nantes Univ)-Nantes Université (Nantes Univ), Mathematics and computing applied to oceanic and atmospheric flows (AIRSEA), Inria Grenoble - Rhône-Alpes, Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria)-Université Grenoble Alpes (UGA)-Laboratoire Jean Kuntzmann (LJK), Institut National de Recherche en Informatique et en Automatique (Inria)-Centre National de la Recherche Scientifique (CNRS)-Université Grenoble Alpes (UGA)-Institut polytechnique de Grenoble - Grenoble Institute of Technology (Grenoble INP), Université Grenoble Alpes (UGA)-Centre National de la Recherche Scientifique (CNRS)-Institut polytechnique de Grenoble - Grenoble Institute of Technology (Grenoble INP), Université Grenoble Alpes (UGA)

المصدر: ISSN: 1019-7168.

مصطلحات موضوعية: Reduced basis method, Probabilistic greedy algorithm, Parameter-dependent partial differential equation, Feynman-Kac formula, [MATH]Mathematics [math]

Relation: info:eu-repo/semantics/altIdentifier/arxiv/2304.08784; ARXIV: 2304.08784

الاتاحة: https://hal.science/hal-04074150
https://hal.science/hal-04074150v2/document
https://hal.science/hal-04074150v2/file/2304.08784.pdf
https://doi.org/10.1007/s10444-024-10114-x

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12

Academic Journal

A probabilistic point of view for the Kolmogorov hypoelliptic equations

المؤلفون: Etoré, Pierre, León, Jose, R, Prieur, Clémentine

المساهمون: Inférence Processus Stochastiques (IPS), Laboratoire Jean Kuntzmann (LJK), Institut National de Recherche en Informatique et en Automatique (Inria)-Centre National de la Recherche Scientifique (CNRS)-Université Grenoble Alpes (UGA)-Institut polytechnique de Grenoble - Grenoble Institute of Technology (Grenoble INP ), Université Grenoble Alpes (UGA)-Institut National de Recherche en Informatique et en Automatique (Inria)-Centre National de la Recherche Scientifique (CNRS)-Université Grenoble Alpes (UGA)-Institut polytechnique de Grenoble - Grenoble Institute of Technology (Grenoble INP ), Université Grenoble Alpes (UGA), Universidad de la República Montevideo (UDELAR), Mathematics and computing applied to oceanic and atmospheric flows (AIRSEA), Inria Grenoble - Rhône-Alpes, Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria)-Université Grenoble Alpes (UGA)-Laboratoire Jean Kuntzmann (LJK), Université Grenoble Alpes (UGA)-Centre National de la Recherche Scientifique (CNRS)-Institut polytechnique de Grenoble - Grenoble Institute of Technology (Grenoble INP ), MathamSud FANTASTIC 20-MATH-05 project

المصدر: ISSN: 1292-8100 ; EISSN: 1262-3318.

مصطلحات موضوعية: Hypoelliptic Kolmogorov equation, Feynman-Kac formula, Asymptotic expansion, MSC : 60H30, 60H10, 60J35, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR], [MATH.MATH-AP]Mathematics [math]/Analysis of PDEs [math.AP]

Relation: info:eu-repo/semantics/altIdentifier/arxiv/2109.06529; hal-03342958; https://hal.science/hal-03342958; https://hal.science/hal-03342958v2/document; https://hal.science/hal-03342958v2/file/KHEapprox_HALmarch2023.pdf; ARXIV: 2109.06529

الاتاحة: https://hal.science/hal-03342958
https://hal.science/hal-03342958v2/document
https://hal.science/hal-03342958v2/file/KHEapprox_HALmarch2023.pdf
https://doi.org/10.1051/ps/2023007

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13

Academic Journal

Study of Pricing of High-Dimensional Financial Derivatives Based on Deep Learning

المؤلفون: Xiangdong Liu, Yu Gu

المصدر: Mathematics; Volume 11; Issue 12; Pages: 2658

مصطلحات موضوعية: deep learning, backward stochastic differential equation, nonlinear Feynman-Kac formula, high dimensional PDE, derivatives pricing, neural network

وصف الملف: application/pdf

Relation: Financial Mathematics; https://dx.doi.org/10.3390/math11122658

الاتاحة: https://doi.org/10.3390/math11122658

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14

Academic Journal

Application of homogenization and large deviations to a nonlocal parabolic semi-linear equation

المؤلفون: Coulibaly, Alioune

المصدر: Malaya Journal of Matematik; Vol. 11 No. S (2023): Malaya Journal of Matematik (MJM): Special Issue Dedicated to Professor Gaston M. N'Guérékata’s 70th Birthday; 70-81 ; 2321-5666 ; 2319-3786

مصطلحات موضوعية: Homogenization, Large deviation principle, nonlocal parabolic PDE, SDE with jumps, Feynman-Kac formula, 60H30, 60H10, 35B27, 35R09

وصف الملف: application/pdf

Relation: https://www.malayajournal.org/index.php/mjm/article/view/645/1309; https://www.malayajournal.org/index.php/mjm/article/view/645

الاتاحة: https://www.malayajournal.org/index.php/mjm/article/view/645
https://doi.org/10.26637/mjm11S/005

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15

Academic Journal

Parabolic Anderson model on critical Galton–Watson trees in a Pareto environment

المؤلفون: Archer, Eleanor, Pein, Anne

المساهمون: Modélisation aléatoire de Paris X (MODAL'X), Université Paris Nanterre (UPN)-Centre National de la Recherche Scientifique (CNRS), University of Reading (UOR)

المصدر: ISSN: 0304-4149.

مصطلحات موضوعية: parabolic Anderson model, Feynman-Kac formula, critical Galton-Watson tree, MSC 2020: 35K40,60J27, [MATH]Mathematics [math]

Relation: info:eu-repo/semantics/altIdentifier/arxiv/2202.08636; ARXIV: 2202.08636

الاتاحة: https://hal.science/hal-03999507
https://hal.science/hal-03999507v1/document
https://hal.science/hal-03999507v1/file/PAMfinal.pdf
https://doi.org/10.1016/j.spa.2023.01.010

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16

Report

1d backward stochastic differential equation: a unified theory, applications and open problems

المؤلفون: Fan, Shengjun, Hu, Ying, Tang, Shanjian

المساهمون: China University of Mining and Technology (CUMT), Institut de Recherche Mathématique de Rennes (IRMAR), Université de Rennes (UR)-Institut National des Sciences Appliquées - Rennes (INSA Rennes), Institut National des Sciences Appliquées (INSA)-Institut National des Sciences Appliquées (INSA)-École normale supérieure - Rennes (ENS Rennes)-Université de Rennes 2 (UR2)-Centre National de la Recherche Scientifique (CNRS)-Institut Agro Rennes Angers, Institut national d'enseignement supérieur pour l'agriculture, l'alimentation et l'environnement (Institut Agro)-Institut national d'enseignement supérieur pour l'agriculture, l'alimentation et l'environnement (Institut Agro), Fudan University Shanghai

المصدر: https://hal.science/hal-04181488 ; 2023.

مصطلحات موضوعية: Backward stochastic differential equation, A unified theory, Feynman-Kac formula Existence and uniqueness, Existence and uniqueness, Comparison theorem, Open problems, g-expectation, 2010 MSC: 60H10, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR]