Zobrazeno 1 - 10
of 27
pro vyhledávání: '"Kuchling, Peter"'
Autor:
Finkelshtein, Dmitri, Kondratiev, Yuri, Kuchling, Peter, Lytvynov, Eugene, Oliveira, Maria Joao
We study analysis on the cone of discrete Radon measures over a locally compact Polish space $X$. We discuss probability measures on the cone and the corresponding correlation measures and correlation functions on the sub-cone of finite discrete Rado
Externí odkaz:
http://arxiv.org/abs/2312.03537
We study a general class of interacting particle systems over a countable state space $V$ where on each site $x \in V$ the particle mass $\eta(x) \geq 0$ follows a stochastic differential equation. We construct the corresponding Markovian dynamics in
Externí odkaz:
http://arxiv.org/abs/2308.07838
In this article, we represent the Wasserstein metric of order $p$, where $p\in [1,\infty)$, in terms of the comonotonicity copula, for the case of probability measures on $\R^d$, by revisiting existing results. In 1973, Vallender established the link
Externí odkaz:
http://arxiv.org/abs/2307.08402
Autor:
Di Persio, Luca, Kuchling, Peter
In this article, we analyse the existence of an optimal feedback controller of stochastic optimal control problems governed by SDEs which have the control in the diffusion part. To this end, we consider the underlying Fokker-Planck equation to transf
Externí odkaz:
http://arxiv.org/abs/2305.09379
Publikováno v:
Stochastics (2024), 1--15
We examine the existence and uniqueness of invariant measures of a class of stochastic partial differential equations with Gaussian and Poissonian noise and its exponential convergence. This class especially includes a case of stochastic port-Hamilto
Externí odkaz:
http://arxiv.org/abs/2301.05640
In this work we investigate limit theorems for the time-averaged process $\left(\frac{1}{t}\int_0^t X_s^x ds\right)_{t\geq 0}$ where $X^x$ is a subcritical continuous-state branching processes with immigration (CBI processes) starting in $x \geq 0$.
Externí odkaz:
http://arxiv.org/abs/2208.12695
We consider the continuous-time frog model on $\mathbb{Z}$. At time $t = 0$, there are $\eta (x)$ particles at $x\in \mathbb{Z}$, each of which is represented by a random variable. In particular, $(\eta(x))_{x \in \mathbb{Z} }$ is a collection of ind
Externí odkaz:
http://arxiv.org/abs/2203.01592
Publikováno v:
In Stochastic Processes and their Applications May 2024 171
We start with a brief overview of the known facts about the spaces of discrete Radon measures those may be considered as generalizations of configuration spaces. Then we study three Markov dynamics on the spaces of discrete Radon measures: analogues
Externí odkaz:
http://arxiv.org/abs/2101.12278
Akademický článek
Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.
K zobrazení výsledku je třeba se přihlásit.