Zobrazeno 1 - 10
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pro vyhledávání: '"Hernández Hernández MA"'
Motivated in part by a problem in simulated tempering (a form of Markov chain Monte Carlo) we seek to minimise, in a suitable sense, the time it takes a (regular) diffusion with instantaneous reflection at 0 and 1 to travel to $1$ and then return to
Externí odkaz:
http://arxiv.org/abs/2403.06715
We study a semilinear elliptic equation with a pure power nonlinearity with exponent $p>1$, and provide sufficient conditions for the existence of positive solutions. These conditions involve expected exit times from the domain, $D$, where a solution
Externí odkaz:
http://arxiv.org/abs/2309.13663
Publikováno v:
Electron. Commun. Probab. 27: 1-8 (2022)
{Consider a c\`adl\`ag local martingale $M$ with square brackets $[M]$. In this paper, we provide upper and lower bounds for expectations of the type ${\mathbb E} [M]^{q/2}_{\tau}$, for any stopping time $\tau$ and $q\ge 2$, in terms of predictable p
Externí odkaz:
http://arxiv.org/abs/2009.14672
We provide verification theorems (at different levels of generality) for infinite horizon stochastic control problems in continuous time for semimartingales. The control framework is given as an abstract "martingale formulation", which encompasses a
Externí odkaz:
http://arxiv.org/abs/1912.13205
Publikováno v:
In Stochastic Processes and their Applications August 2022 150:729-751
Publikováno v:
Fractional Calculus and Applied Analysis, Volume 19, Issue 6, December 2006
This paper provides well-posedness results and stochastic representations for the solutions to equations involving both the right- and the left-sided generalized operators of Caputo type. As a special case, these results show the interplay between tw
Externí odkaz:
http://arxiv.org/abs/1701.04912
Autor:
Sánchez-Pavón, Esmeralda, Rosete-Luna, Sharon, Colorado-Peralta, Raúl, Hernández-Hernández, Ma Fernanda, Sánchez, Mario, Flores-Parra, Angelina, García-Barradas, Óscar, Hernández-Romero, Delia
Publikováno v:
In Journal of Molecular Structure 5 November 2020 1219
Motivated in part by a problem in simulated tempering (a form of Markov chain Monte Carlo) we seek to minimise, in a suitable sense, the time it takes a (regular) diffusion with instantaneous reflection at 0 and 1 to travel from the origin to $1$ and
Externí odkaz:
http://arxiv.org/abs/1207.2719
Akademický článek
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Autor:
Hernández Hernández, Ma. Leticia1,2 hernandez.leticia710@gmail.com, Gallardo Cobos, Rosa3, Dios-Palomares, Rafaela4, Martínez Pellégrini, Sárah Eva5
Publikováno v:
Revista de la Facultad de Ciencias Agrarias. 2018, Vol. 50 Issue 2, p311-329. 19p.