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15
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Difference between formal tensor series and vector space of polynomial?

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#stochastic-processes #tensor-products #tensors #hopf-algebras #stochastic-pde
95
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A stochastic cannibalistic snail problem

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#linear-algebra #mathematical-modeling #stability-in-odes #stochastic-pde
87
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Is it possible to define unitary operator-valued stochastic process and related stochastic differential equations?

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#functional-analysis #stochastic-processes #stochastic-pde
38
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Numerically integrating the same SPDE on different dimensions results in different outcomes

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#partial-differential-equations #numerical-methods #numerical-calculus #stochastic-pde #stochastic-approximation
708
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Book recommendation: Numerical method for SPDE (stochastic partial differential equation)

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#partial-differential-equations #stochastic-processes #stochastic-calculus #book-recommendation #stochastic-pde
76
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Bounding Solution of Nonlinear Stochastic Heat Equation with Coloured Noise

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#functional-analysis #heat-equation #greens-function #quadratic-variation #stochastic-pde
160
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Gaussian measure push-forward through linear partial differential operator

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#functional-analysis #measure-theory #partial-differential-equations #stochastic-differential-equations #stochastic-pde
190
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Derivative of a stochastic process

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#stochastic-processes #stochastic-calculus #stochastic-analysis #stochastic-differential-equations #stochastic-pde
566
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Feller condition for CIR process positivity

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#probability #stochastic-processes #stochastic-differential-equations #stochastic-pde
78
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Itô Integration by parts on a distribution for defaulted banks

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#integration #probability-theory #stochastic-differential-equations #nonlinear-dynamics #stochastic-pde
38
Views

What type of PDE is this and what conditions determine the existence of a solution?

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#partial-differential-equations #systems-of-equations #nonlinear-system #stochastic-differential-equations #stochastic-pde
71
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If $X:\Omega\times[0,\infty)\times E\to E$ is a stochatic flow, is $\kappa_t(x,B):=\operatorname P\left[X^x_t\in B\right]$ a semigroup?

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#probability-theory #markov-process #stochastic-analysis #semigroup-of-operators #stochastic-pde
545
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Infinitesimal generator of the Brownian motion on a circle

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#stochastic-processes #brownian-motion #stochastic-differential-equations #stochastic-pde
105
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$\operatorname{cov}\left(\int_0^tf(s,T_1)\,dW(s,T_1),\int_0^tf(s,T_2)\,dW(s,T_1)\right)=\text{?}$

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#probability-theory #stochastic-calculus #stochastic-integrals #stochastic-analysis #stochastic-pde
116
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Reference request : existence and uniqueness of solution to a certain class of SPDE

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#probability-theory #stochastic-processes #stochastic-calculus #stochastic-differential-equations #stochastic-pde

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