## Found 688 Documents (Results 1–100)

100
MathJax

### Deep reinforcement learning of viscous incompressible flow. (English)Zbl 07568555

MSC:  76Dxx 35Qxx 65Mxx
Full Text:

Full Text:

### Solving elliptic equations with Brownian motion: bias reduction and temporal difference learning. (English)Zbl 07565021

MSC:  65C30 65C05 65N75
Full Text:

Full Text:

Full Text:

### A Feynman-Kac approach to a paper of Chung and Feller on fluctuations in the coin-tossing game. (English)Zbl 07554409

MSC:  60J10 60J65 81Q30
Full Text:

MSC:  60J60
Full Text:

### An accurate and stable numerical method for option hedge parameters. (English)Zbl 07545326

MSC:  91Gxx 65Mxx 35Qxx
Full Text:

### Homogenization of nonlocal partial differential equations related to stochastic differential equations with Lévy noise. (English)Zbl 07526601

MSC:  60H15 60J60 35B27
Full Text:

### An analogue of the Feynman-Kac formula for a high-order operator. (English. Russian original)Zbl 07523559

Theory Probab. Appl. 67, No. 1, 62-76 (2022); translation from Teor. Veroyatn. Primen. 67, No. 1, 81-99 (2022).
MSC:  81-XX 60-XX
Full Text:

### Linearization of nonlinear Fokker-Planck equations and applications. (English)Zbl 1486.60104

MSC:  60J60 58J65 60B05
Full Text:

Full Text:

### Backward stochastic differential equations driven by $$G$$-Brownian motion with uniformly continuous coefficients in $$(y, z)$$. (English)Zbl 07491640

MSC:  60H10 60H30
Full Text:

Full Text:

### A Feynman-Kac based numerical method for the exit time probability of a class of transport problems. (English)Zbl 07515456

MSC:  60Jxx 60Hxx 65Cxx
Full Text:

Full Text:

Full Text:

Full Text:

Full Text:

### Random walk algorithm for the Dirichlet problem for parabolic integro-differential equation. (English)Zbl 07430394

MSC:  65C30 60H10 35R09 60H35 60J75
Full Text:

### Semigroups for one-dimensional Schrödinger operators with multiplicative Gaussian noise. (English)Zbl 07424800

MSC:  47D08 47H40 60J55
Full Text:

### An analytical option pricing formula for mean-reverting asset with time-dependent parameter. (English)Zbl 1471.91582

MSC:  91G20 35Q91
Full Text:

### Image-dependent conditional McKean-Vlasov SDEs for measure-valued diffusion processes. (English)Zbl 1470.60227

MSC:  60J60 58J65
Full Text:

Full Text:

Full Text:

Full Text:

Full Text:

### The link between stochastic differential equations with non-Markovian coefficients and backward stochastic partial differential equations. (English)Zbl 1480.60165

MSC:  60H10 60H15 93E20
Full Text:

Full Text:

### Representation of solutions of the Cauchy problem for a one-dimensional Schrödinger equation with a smooth bounded potential by quasi-Feynman formulae. (English. Russian original)Zbl 1460.81017

Izv. Math. 85, No. 1, 24-60 (2021); translation from Izv. Ross. Akad. Nauk, Ser. Mat. 85, No. 1, 27-65 (2021).
Full Text:

Full Text:

Full Text:

### Representation formula for viscosity solution to a PDE problem involving Pucci’s extremal operator. (English)Zbl 1454.35049

MSC:  35D40 35C15 35J25
Full Text:

### Introduction to stochastic processes. Translated from the Chinese. Originally published under the same title by Higher Education Press, Beijing 2007. (English)Zbl 1471.60001

World Scientific Series on Probability Theory and Its Applications 2. Beijing: Higher Education Press; Hackensack, NJ: World Scientific (ISBN 978-981-4740-30-2/hbk; 978-981-4740-32-6/ebook). xiii, 230 p. (2021).
Full Text:

### Quadratic reflected BSDEs and related obstacle problems for PDEs. (English)Zbl 07549051

MSC:  60H10 35K10
Full Text:

### A forward-backward probabilistic algorithm for the incompressible Navier-Stokes equations. (English)Zbl 07506618

MSC:  76-XX 65-XX
Full Text:

### EnResNet: ResNets ensemble via the Feynman-Kac formalism for adversarial defense and beyond. (English)Zbl 07482305

MSC:  68T01 68T45
Full Text:

### On the Feynman-Kac formula. (English)Zbl 1468.60082

Joshua, V. C. (ed.) et al., Applied probability and stochastic processes. Selected papers based on the presentations at the international conference, Kerala, India, January, 7–10 2019. In honour of Prof. Dr. A. Krishnamoorthy. Singapore: Springer. Infosys Sci. Found. Ser., 491-506 (2020).
MSC:  60H15 60H10 60B11
Full Text:

### Forward backward doubly stochastic differential equations and the optimal filtering of diffusion processes. (English)Zbl 1458.60067

MSC:  60H10 60H30
Full Text:

Full Text:

### Feynman path integrals for magnetic Schrödinger operators on infinite weighted graphs. (English)Zbl 07317803

MSC:  47D08 46T12 81S40
Full Text:

### Quenched asymptotics for a 1-d stochastic heat equation driven by a rough spatial noise. (English)Zbl 1454.60090

MSC:  60H15 60G22 60L20
Full Text:

Full Text:

### Intermittency for the parabolic Anderson model of Skorohod type driven by a rough noise. (English)Zbl 1448.60143

MSC:  60H15 60G22 60G60
Full Text:

### Mean-field backward stochastic differential equations driven by $$G$$-Brownian motion and related partial differential equations. (English)Zbl 1459.60131

MSC:  60H10 60H30 60G65
Full Text:

Full Text:

### The method of Chernoff approximation. (English)Zbl 07238029

Banasiak, Jacek (ed.) et al., Semigroups of operators – theory and applications. Selected papers based on the presentations at the conference, SOTA 2018, Kazimierz Dolny, Poland, September 30 – October 5, 2018. In honour of Jan Kisyński’s 85th birthday. Cham: Springer. Springer Proc. Math. Stat. 325, 19-46 (2020).
MSC:  47-XX
Full Text:

### A new numerical method for 1-D backward stochastic differential equations without using conditional expectations. (English)Zbl 1461.60042

MSC:  60H10 60H30 60H35
Full Text:

### Solving linear parabolic rough partial differential equations. (English)Zbl 1442.65303

MSC:  65M75 65C30 35R60
Full Text:

Full Text:

### Heat conservation for generalized Dirac Laplacians on manifolds with boundary. (English)Zbl 1439.58017

MSC:  58J35 58J32 58J65
Full Text:

Full Text:

Full Text:

Full Text:

Full Text:

### Gaussian fluctuations from the 2D KPZ equation. (English)Zbl 1431.35257

MSC:  35R60 60H07 60H15
Full Text:

Full Text:

Full Text:

Full Text:

### Derivative formula for the Feynman-Kac semigroup of SDEs driven by rotationally invariant $$\alpha$$-stable process. (English)Zbl 1439.60057

MSC:  60H10 60H20
Full Text:

Full Text:

MSC:  60L50
Full Text:

Full Text:

Full Text:

Full Text:

### Some formulas for the generalized analytic Feynman integrals on the Wiener space. (English)Zbl 1428.28021

J. Contemp. Math. Anal., Armen. Acad. Sci. 54, No. 1, 8-19 (2019) and Izv. Nats. Akad. Nauk Armen., Mat. 54, No. 1, 76-92 (2019).
MSC:  28C20 60J65
Full Text:

Full Text:

Full Text:

### An implementation of Milstein’s method for general bounded diffusions. (English)Zbl 1417.60062

MSC:  60H35 65C30 65C05
Full Text:

Full Text:

### Approximation of the evolution operator by expectations of functionals of sums of independent random variables. (English. Russian original)Zbl 1478.60192

Theory Probab. Appl. 64, No. 1, 12-26 (2019); translation from Teor. Veroyatn. Primen. 64, No. 1, 17-35 (2019).
MSC:  60H30 35K10 35R20
Full Text:

### Backward doubly stochastic differential equations with random coefficients and quasilinear stochastic PDEs. (English)Zbl 1478.60190

MSC:  60H15 35R60
Full Text:

Full Text:

### Introduction to stochastic differential equations with applications to modelling in biology and finance. (English)Zbl 1425.60001

Hoboken, NJ: John Wiley & Sons (ISBN 978-1-119-16606-1/hbk; 978-1-119-16609-2/ebook). xv, 283 p. (2019).
Full Text:

Full Text:

### Applied stochastic differential equations. (English)Zbl 1467.60043

Institute of Mathematical Statistics Textbooks 10. Cambridge: Cambridge University Press (ISBN 978-1-316-51008-7/hbk; 978-1-316-64946-6/pbk; 978-1-108-18673-5/ebook). x, 316 p. (2019).
MSC:  60H10 60H35
Full Text:

Full Text:

MSC:  60-XX
Full Text:

Full Text:

### The Girsanov theorem without (so much) stochastic analysis. (English)Zbl 1452.60033

Donati-Martin, Catherine (ed.) et al., Séminaire de probabilités XLIX. Cham: Springer. Lect. Notes Math. 2215, 329-361 (2018).
Full Text:

### Numerical methods for certain classes of Markovian backward stochastic differential equations and quasi-linear parabolic partial differential equations via Girsanov’s theorem. (English)Zbl 1438.60081

MSC:  60H10 60K30 60H35

### On constructing a sticky membrane located on a given surface for a symmetric $$\alpha$$-stable process. (English)Zbl 1424.60067

MSC:  60G52 35S11
Full Text:

### Parabolic Anderson model with rough dependence in space. (English)Zbl 1408.60050

Celledoni, Elena (ed.) et al., Computation and combinatorics in dynamics, stochastics and control. The Abel symposium, Rosendal, Norway, August 16–19, 2016. Selected papers. Cham: Springer. Abel Symp. 13, 477-498 (2018).
MSC:  60H15 60H30 60H40
Full Text:

Full Text:

Full Text:

### Quasi-invariance for the Navier-Stokes equations. (English)Zbl 1408.35125

Fefferman, Charles L. (ed.) et al., Partial differential equations in fluid mechanics. Based on the workshop “PDEs in Fluid Mechanics”, Warwick, UK, September 26–30, 2016. Cambridge: Cambridge University Press. Lond. Math. Soc. Lect. Note Ser. 452, 97-112 (2018).
MSC:  35Q30 76B03 45E10

### Feynman-Kac formulas for the ultra-violet renormalized Nelson model. (English)Zbl 1429.81007

Astérisque 404. Paris: Société Mathématique de France (SMF) (ISBN 978-2-85629-893-0/pbk). vi, 110 p. (2018).
Full Text:

### The spreading speed of solutions of the non-local Fisher-KPP equation. (English)Zbl 1401.35186

MSC:  35K57 35Q82
Full Text:

### Functional Itô’s formula for $$G$$-Brownian motion. (English)Zbl 1413.60062

MSC:  60H30 60J65

Full Text:

### Probabilistic approximation of the evolution operator. (English. Russian original)Zbl 06951618

Funct. Anal. Appl. 52, No. 2, 101-112 (2018); translation from Funkts. Anal. Prilozh. 52, No. 2, 25-39 (2018).
Full Text:

### Global stability in a nonlocal reaction-diffusion equation. (English)Zbl 1400.35027

MSC:  35B40 35B35 60J75 60K37 35K57 35R60
Full Text:

Full Text:

Full Text:

### Itô method for proving the Feynman-Kac formula for the Euclidean analog of the stochastic Schrödinger equation. (English. Russian original)Zbl 1393.60068

Differ. Equ. 54, No. 4, 557-561 (2018); translation from Differ. Uravn. 54, No. 4, 561-564 (2018).
MSC:  60H15 81S40
Full Text:

### Intermittency for the stochastic heat equation driven by a rough time fractional Gaussian noise. (English)Zbl 1391.60153

MSC:  60H15 60G60 35R60
Full Text:

### Integrals of Bessel processes and multi-dimensional Ornstein-Uhlenbeck processes: exact asymptotics for $$L^p$$-functionals. (English. Russian original)Zbl 1404.60045

Izv. Math. 82, No. 2, 377-406 (2018); translation from Izv. Ross. Akad. Nauk, Ser. Mat. 82, No. 2, 140-171 (2018).
MSC:  60F25 60J25
Full Text:

### Time inhomogeneous stochastic differential equations involving the local time of the unknown process, and associated parabolic operators. (English)Zbl 1396.60066

MSC:  60H10 60J55 60J60
Full Text:

all top 5

all top 5

all top 5

all top 3

all top 3