Keywords: 26D10; 47D07; 60J25; 60J60; (In)homogeneous Markov processes; Functional inequalities; Rate of convergence; Total variation distance;
مقالات ISI (ترجمه نشده)
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Keywords: 60J10; 60J60; 33C45; 42C05; Quasi-birth-and-death processes; Switching diffusions; Matrix-valued orthogonal polynomials; Wright-Fisher models;
Keywords: 60F10; 60H10; 60J60; Diffusion; Empirical measure; Large deviations; Weak convergence method;
Keywords: 60J60; 60H30; 58J65; 58J70; Manifold with a pole; Semi-classical bridge; Feynman-Kac formula; Gaussian bounds for fundamental solutions of parabolic equations; Logarithmic heat kernels;
Keywords: 60J60; 58J65; 53C44; Spectral gap; Malliavin Calculus; Ornstein-Uhlenbeck operator; Geometric flow;
Keywords: primary; 60K35; 82C22; secondary; 60F05; 60J60; Voter model; Fleming-Viot process; Empirical measures; Weak atomic convergence; Entropy; Diversity statistics;
Keywords: 65H10; 60J60; 60J27; 60J22; Explicit scheme; Switching diffusion systems; Local Lipschitz condition; Strong convergence; Stability; Invariant measure;
On the Laplace transforms of the first exit times in one-dimensional non-affine jump-diffusion models
Keywords: primary; 60J75; 60G40; 60E10; secondary; 34B05; 60J60; 60G51; Jump-diffusion processes; First exit times; Laplace transforms; Solvable stochastic differential equations; Non-affine processes; Mean-reverting and diverting property;
Keywords: Singular partial integro-differential equation; 2D shifted Legendre polynomial; Operational matrix of differentiation; Almost operational matrix of integration; Product operational matrix; 45J05; 60J60; 42C40;
Keywords: C02; G11; G22; 91B30; 60G35; 60G40; 60J60; Unit-linked life insurance contract; Progressive enlargement of filtration; Partial Information; Local risk-minimization; Föllmer-Schweizer decomposition; Markov processes;
Long-time behaviour and propagation of chaos for mean field kinetic particles
Keywords: 60J60; 35K58; 82B40; Mean field interaction; Hypocoercivity; Propagation of chaos; Vlasov-Fokker-Planck equation; Particle system;
Keywords: 26A33; 65N10; 45J05; 60J60; 34K37; 42C40; FPDEs; Riemann-Liouville fractional derivative; Collocation method; Legendre wavelet; Chebyshev wavelet; Operational matrix of differentiation and integration;
Polynomial diffusions on compact quadric sets
Keywords: 60J60; 60H10; 11E25; Polynomial diffusion; Sums of squares; Biquadratic forms; Stochastic invariance; Pathwise uniqueness; Smooth densities;
Cycle symmetry, limit theorems, and fluctuation theorems for diffusion processes on the circle
Keywords: 60J60; 58J65; 60J65; 60F10; 82C31; Excursion theory; Bessel process; Haldane equality; Cycle flux; Nonequilibrium;
Keywords: 26D10; 39B62; 47D07; 60G10; 60J60; Lyapunov functions; Hitting times; Uniform ergodicity; F-Sobolev inequalities;
A one-level limit order book model with memory and variable spread
Keywords: 60J28; 60J60; Limit order book modeling; Price process formation; Heavy traffic/diffusion approximation;
Keywords: 60G40; 60J60; 65R20; 60J65; 60J70Bivariate Wiener process; Error analysis; Hitting time; System of Volterra–Fredholm integral equations; Bivariate Kolmogorov forward equation
Keywords: 60F17; 60G50; 60J05; 60J60; Piecewise Deterministic Markov Process; Coupling; Long time behavior; Telegraph process; Chemotaxis models; Total variation distance;
Keywords: 60J60; 39B62; 37A30; 58J50; Spectral gap; Diffusion operator; Poincaré-type inequalities; Log-concave probability measure;
Keywords: 60E05; 60J60; Bell-shape; Exponential mixture; Generalized diffusion; Hitting time; Speed measure;
Keywords: 60J60; 60G60; 86A05; PDF methods; Mixing; Random walk; Porous media;
Keywords: 60J60; 65B99; 60J35; 47D07Asymptotic variance; Rate of convergence; Diffusion; Acceleration; Markov Chain Monte Carlo
Keywords: 82C22; 15A52; 60J60; 60K35; 82B21Interacting Brownian particles; Bessel random point fields; Random matrices; Infinite-dimensional stochastic differential equations; Coulomb potentials; Hard edge scaling limit
Keywords: 60G40; 60J27; 60J60; Regime switching; Markov switching; First-passage time; First-exit time; Wiener-Hopf factorization; Option pricing;
Keywords: 60J45; 58J65; 60J60; Harnack inequality; Configuration space; Second quantization; Coupling;
Keywords: 60J60; 93E20Mirror and synchronous coupling; Coupling time; Geometric Brownian motions; Efficient coupling; Optimal coupling; Bellman’s principle
Keywords: primary; 76D06; 60G57; 60H15; secondary; 60H05; 60J60; Signed measure; Stochastic evolution equation; McKean-Vlasov; Wiener sheet;
Keywords: primary; 60J60; 60J35; 31B35; secondary; 47D07; Reflected Bessel process; Heat kernel monotonicity; h-transform; Maximum principle; Log concavity; Rearrangement inequalities;
Keywords: 60G10; 60J60; 65C05; 65D15; 60F05; Stochastic differential equation; Stationary process; Steady regime; Ergodic diffusion; Central Limit Theorem; Euler scheme; Poisson equation; Richardson-Romberg extrapolation;
Keywords: 60J60; 60J65; 60G46 15B52; 82C22; Noncolliding diffusion processes; Harmonic Doob transforms; Martingales; Determinantal processes; Random matrix theory;
Keywords: primary; 62F15; 62M05; secondary; 60J60; Asymptotic mixed normality; Bayes type estimator; Convergence of moments; Discrete time observation; Maximum likelihood type estimator; Polynomial type large deviation inequality;
Keywords: primary; 60J25; 60J60; secondary; 60J45; 60J99; Bessel processes; Skew Bessel processes; Green's function; Time inversion;
Qualitative analysis of a stochastic ratio-dependent Holling-Tanner system
Keywords: Stochastic ratio-dependent Holling-Tanner system; persistence in mean; stationary distribution; 60J60; 60H10; 92D25;
Integrated stationary Ornstein-Uhlenbeck process, and double integral processes
Keywords: 60J60; 60H05; 60H10; Double integral process; Gauss-Markov process; Ornstein-Uhlenbeck process;
Path Laplacian operators and superdiffusive processes on graphs. II. Two-dimensional lattice
Keywords: 47B39; 60J60; 05C81; k-path Laplacian; Anomalous diffusion; Square lattice;
Semimartingale: Itô or not ?
Keywords: primary; 62F12; 62M05; secondary; 60H10; 60J60; Semimartingale; Itô; Discrete sampling; High frequency; Absolute continuity; Cantor set;
Hamilton differential Harnack inequality and W-entropy for Witten Laplacian on Riemannian manifolds
Keywords: primary; 53C44; 58J35; 58J65; secondary; 60J60; 60H30; Hamilton differential Harnack inequality; W-entropy; Super Ricci flows;
Large deviation principle for stochastic integrals and stochastic differential equations driven by infinite-dimensional semimartingales
Keywords: 60F10; 60G51; 60H05; 60H10; 60J25; 60J60; Large deviations; Stochastic integration; Stochastic differential equations; Exponential tightness; Markov processes; Infinite dimensional semimartingales; Banach space-valued semimartingales;
Some properties of bivariate Schur-constant distributions
Keywords: 60E05; 62E20; 60J60; Schur-constant distribution; Archimedean copulas; Laplace transform;
On maximizing expected discounted taxation in a risk process with interest
Keywords: primary; 60J60; secondary; 60K15; Cramér-Lundberg risk model; Interest; HJB equation;
Modelling of degradation and a soft failure moment during the operation of a supercapacitor applying selected diffusion processes
Keywords: Degradation; Diffusion process; Failures; First hitting time; Probability; Reliability analysis; Supercapacitor; Trajectory analysis; 30C40; 60G51; 60J60; 62G07; 62P30; 94A17; SC; supercapacitor; FHT; first hitting time; LRM; linear regression model; K-L
From quantum mechanics to finance: Microfoundations for jumps, spikes and high volatility phases in diffusion price processes
Keywords: 60F05; 60J60; 60K35; 91D30; 91B69; 91B80; Behavioral finance; Diffusion process; Microscopic foundations; Agent based model; Econophysics; Jumps; Spikes;
Periodic solution for a stochastic non-autonomous competitive Lotka-Volterra model in a polluted environment
Keywords: 34D20; 60J60; 60H10; 92D30; Competitive Lotka-Volterra model; Periodic solution; Global attractivity; Pollution;
Certain properties related to well posedness of switching diffusions
Keywords: 60J05; 60J60; Switching diffusion; Continuous-state dependent switching; Smoothness; Feller property;
Stochastic functional differential equations with infinite delay: Existence and uniqueness of solutions, solution maps, Markov properties, and ergodicity
Keywords: 34K50; 60H10; 60J25; 60J60; Stochastic functional differential equation; Infinite delay; Solution map; Adaptivity; Markov property; Invariant measure;
Path Laplacian operators and superdiffusive processes on graphs. I. One-dimensional case
Keywords: 47B39; 47B25; 60J60; 05C99; k-path Laplacian; Anomalous diffusion;
Boundary-degenerate elliptic operators and Hölder continuity for solutions to variational equations and inequalities
Keywords: primary; 35J70; 35J86; 49J40; 35R45; secondary; 35R35; 49J20; 60J60; Degenerate elliptic differential operator; Degenerate diffusion process; Harnack inequality; Hölder continuity; Variational inequality; Weighted Sobolev space;
L-Kuramoto-Sivashinsky SPDEs vs. time-fractional SPIDEs: Exact continuity and gradient moduli, 1/2-derivative criticality, and laws
Keywords: 60H15; 60H20; 60H30; 45H05; 45R05; 35R60; 60J45; 60J35; 60J60; 60J65; Time-fractional stochastic partial-integral equations (SPIDEs); L-Kuramoto-Sivashinsky SPDEs; Brownian-time processes; Gaussian random fields; Kernel stochastic integral equations;
A classical Perron method for existence of smooth solutions to boundary value and obstacle problems for degenerate-elliptic operators via holomorphic maps
Keywords: primary; 35J70; 35J86; 49J40; 35R35; 35R45; secondary; 49J20; 60J60; Comparison principle; Degenerate elliptic differential operator; Non-negative characteristic form; Obstacle problem; Schauder regularity theory; Viscosity solution;
On quasi-ergodic distribution for one-dimensional diffusions
Keywords: primary; 60J60; secondary; 60J70; 37A30; One-dimensional diffusions; Quasi-ergodicity; Intrinsic ultracontractivity; Mean-ratio quasi-stationary distribution;