Zobrazeno 1 - 10
of 106
pro vyhledávání: '"MAT/06 Probabilità e statistica matematica"'
Autor:
Kamm, Kevin <1993>
We start in Chapter 2 to investigate linear matrix-valued SDEs and the Itô-stochastic Magnus expansion. The Itô-stochastic Magnus expansion provides an efficient numerical scheme to solve matrix-valued SDEs. We show convergence of the expansion up
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::50b97dade2f7e54466640368e3fdee5e
Autor:
Scorolli, Ramiro <1994>
This thesis is a compilation of 6 papers that the author has written together with Alberto Lanconelli (chapters 3, 5 and 8) and Hyun-Jung Kim (ch 7). The logic thread that link all these chapters together is the interest to analyze and approximate th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5b7c9629a07c529cf26c26ca8048f7be
The aim of this work is to introduce an approach to null hypothesis significance testing in a functional linear model for spatial data. The proposed method is capable of dealing with the spatial structure of data by building a permutation testing pro
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0ba025af4ddfe42134f90a460a83424b
http://hdl.handle.net/10807/197286
http://hdl.handle.net/10807/197286
Autor:
Pesce, Antonello
We extend the classic parametrix method in the context of evolution SPDEs. Our method is based on a It\^o-Wentzell reduction of the SPDE to a PDE with random coefficients to which we apply a revised parametrix technique to construct a fundamental sol
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::119d4c466ea8b0ce8a6188c5c1b77d41
http://amsdottorato.unibo.it/9728/
http://amsdottorato.unibo.it/9728/
Autor:
Oliva, Immacolata <1982>
By using a symbolic method, known in the literature as the classical umbral calculus, a symbolic representation of Lévy processes is given and a new family of time-space harmonic polynomials with respect to such processes, which includes and general
Externí odkaz:
http://amsdottorato.unibo.it/4549/
Autor:
Buonaguidi, Bruno
Publikováno v:
Electronic Communications in Probability. 26
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4cd95131af52f89a2b66633c507bc28b
https://doi.org/10.1214/21-ecp441
https://doi.org/10.1214/21-ecp441
Publikováno v:
Lecture Notes in Computer Science ISBN: 9783030802080
GSI
GSI
Aim of this paper is to take the first steps in the study of the Schrodinger problem for lattice gases (SPLG), which we formulate relying on classical results in large deviations theory. Our main contributions are a dynamical characterization of opti
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1eb32d22cc23536223893a6c178c223e
https://hdl.handle.net/11577/3420717
https://hdl.handle.net/11577/3420717
We develop the theory of tamed spaces which are Dirichlet spaces with distribution-valued lower bounds on the Ricci curvature and investigate these from an Eulerian point of view. To this end we analyze in detail singular perturbations of Dirichlet f
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::00d9b46756b161ffee49da5ed5f729fd
http://arxiv.org/abs/2009.03121
http://arxiv.org/abs/2009.03121