Zobrazeno 1 - 10
of 51
pro vyhledávání: '"Márquez Carreras, David"'
In this note we prove the existence of a density for the law of the solution for 1-dimensional stochastic delay differential equations with normal reflection. The equations are driven by a fractional Brownian motion with Hurst parameter $H > 1/2$. Th
Externí odkaz:
http://arxiv.org/abs/2302.03345
We consider stochastic Volterra integral equations driven by a fractional Brownian motion with Hurst parameter H > 1/2 . We first derive supremum norm estimates for the solution and its Malliavin derivative. We then show existence and smoothness of t
Externí odkaz:
http://arxiv.org/abs/1910.07288
In this paper we study some stability criteria for some semilinear integral equations with a function as initial condition and with additive noise, which is a Young integral that could be a functional of fractional Brownian motion. Namely, we conside
Externí odkaz:
http://arxiv.org/abs/1510.01618
Autor:
Márquez Carreras, David
Publikováno v:
TDX (Tesis Doctorals en Xarxa).
DE LA TESI DOCTORAL:Aquesta memòria estudia bàsicament el comportament asimptòtic de la densitat de diferents famílies de vectors aleatoris. Al començament es dóna una introducció on es comenten diversos treballs anteriors que tracten sobre es
Externí odkaz:
http://hdl.handle.net/10803/1562
In this paper we study the existence of a unique solution for linear stochastic differential equations driven by a L\'evy process, where the initial condition and the coefficients are random and not necessarily adapted to the underlying filtration. T
Externí odkaz:
http://arxiv.org/abs/1207.1692
In this note we prove an existence and uniqueness result of solution for multidimensional delay differential equations with normal reflection and driven by a H\"older continuous function of order $\beta \in (\frac13,\frac12)$. We also obtain a bound
Externí odkaz:
http://arxiv.org/abs/1205.3865
In this article, we try to give a rather complete picture of the behavior of the free energy for a model of directed polymer in a random environment, in which the polymer is a simple symmetric random walk on the lattice $\Z^d$, and the environment is
Externí odkaz:
http://arxiv.org/abs/0802.3296
This note is concerned with a diluted version of the perceptron model. We establish a replica symmetric formula at high temperature, which is achieved by studying the asymptotic behavior of a given spin magnetization. Our main task will be to identif
Externí odkaz:
http://arxiv.org/abs/math/0603162
Akademický článek
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Publikováno v:
Bernoulli, 1999 Apr 01. 5(2), 257-274.
Externí odkaz:
https://www.jstor.org/stable/3318435