Zobrazeno 1 - 10
of 335
pro vyhledávání: '"Pardoux E"'
Publikováno v:
Journal Applied Mathematics Optimization 2019
We study in this paper a compartmental SIR model for a population distributed in a bounded domain D of $\mathbb{R}^d$, d= 1, 2, or 3. We describe a spatial model for the spread of a disease on a grid of D. We prove two laws of large numbers. On the o
Externí odkaz:
http://arxiv.org/abs/2007.11324
We establish an averaging principle for a family of solutions$(X^{\varepsilon}, Y^{\varepsilon})$ $ :=$ $(X^{1,\,\varepsilon},\,X^{2,\,\varepsilon},\, Y^{\varepsilon})$ of a system of SDE-BSDEwith a null recurrent fast component $X^{1,\,\varepsilon}$
Externí odkaz:
http://arxiv.org/abs/1508.07696
Autor:
Pardoux, E., Piatnitski, A.
Publikováno v:
Pardoux, E.; Piatnitski, A. Homogenization of a singular random one-dimensional PDE with time-varying coefficients. Annals of Prob.; 40(3), 1316-1356 (2012)
The paper studies homogenization problem for a non-autonomous parabolic equation with a large random rapidly oscillating potential in the case of one dimensional spatial variable. We show that if the potential is a statistically homogeneous rapidly o
Externí odkaz:
http://arxiv.org/abs/0912.5277
We study the asymptotic behavior of solution of semi-linear PDEs. Neither periodicity nor ergodicity will be assumed. In return, we assume that the coefficients admit a limit in \`{C}esaro sense. In such a case, the averaged coefficients could be dis
Externí odkaz:
http://arxiv.org/abs/0803.3499
Autor:
Pardoux, E., Veretennikov, A. Yu.
Publikováno v:
Annals of Probability 2005, Vol. 33, No. 3, 1111-1133
We study the Poisson equation Lu+f=0 in R^d, where L is the infinitesimal generator of a diffusion process. In this paper, we allow the second-order part of the generator L to be degenerate, provided a local condition of Doeblin type is satisfied, so
Externí odkaz:
http://arxiv.org/abs/math/0506596
Autor:
Pardoux, E., Zeitouni, O.
Publikováno v:
SIAM J. Control. Opt., Vol 43 (2004), pp. 1272--1297
Consider the standard, one dimensional, nonlinear filtering problem for a diffusion processe $\Xi_t$ observed in small additive white noise. Denote by $q^\epsilon_1(\cdot)$ the density of the law of $\Xi_1$ conditioned on $\sigma(Y_t^\epsilon: 0\leq
Externí odkaz:
http://arxiv.org/abs/math/0306020
Autor:
Pardoux, È.
Publikováno v:
The Annals of Probability, 2003 Jul 01. 31(3), 1166-1192.
Externí odkaz:
https://www.jstor.org/stable/3481484
Autor:
Pardoux, E.
Publikováno v:
The Annals of Probability, 2001 Jul 01. 29(3), 1061-1085.
Externí odkaz:
https://www.jstor.org/stable/2692025
Publikováno v:
The Annals of Probability, 1997 Apr 01. 25(2), 702-737.
Externí odkaz:
https://www.jstor.org/stable/2959608