ﻻ يوجد ملخص باللغة العربية
In this note, we prove an It^o formula for the isochron map of a reaction-diffusion system. This follows the proof of a new result which states that the second derivative of the isochron map of a reaction-diffusion system is trace class. This result, in turn, is a corollary of Proposition 2.3, which guarantees that the first and second Frechet derivatives of the flow of a reaction-diffusion system with respect to initial conditions are trace class.
This paper establishes It^os formula along a flow of probability measures associated with gene-ral semimartingales. This generalizes existing results for flow of measures on It^o processes. Our approach is to first prove It^os formula for cylindrical
We study the spectrum reconstruction technique. As is known to all, eigenvalues play an important role in many research fields and are foundation to many practical techniques such like PCA(Principal Component Analysis). We believe that related algori
Using Dupires notion of vertical derivative, we provide a functional (path-dependent) extension of the It^os formula of Gozzi and Russo (2006) that applies to C^{0,1}-functions of continuous weak Dirichlet processes. It is motivated and illustrated b
We prove It^os formula for the $L_{p}$-norm of a stochastic $W^{1}_{p}$-valued processes appearing in the theory of SPDEs in divergence form.
We consider autonomous stochastic ordinary differential equations (SDEs) and weak approximations of their solutions for a general class of sufficiently smooth path-dependent functionals f. Based on tools from functional It^o calculus, such as the fun