Mostrar el registro sencillo del ítem

A backward Itô–Ventzell formula with an application to stochastic interpolation

hal.structure.identifierQuality control and dynamic reliability [CQFD]
dc.contributor.authorDEL MORAL, Pierre
hal.structure.identifierUniversity of Cambridge [UK] [CAM]
dc.contributor.authorSINGH, Sumeetpal
dc.date.accessioned2024-04-04T02:47:32Z
dc.date.available2024-04-04T02:47:32Z
dc.date.issued2020
dc.identifier.issn1631-073X
dc.identifier.urihttps://oskar-bordeaux.fr/handle/20.500.12278/191652
dc.description.abstractEnThis Note and its extended version [7] present a novel backward Itô–Ventzell formula and anextension of the Aleeksev–Gröbner interpolating formula to stochastic flows. We also present some naturalspectral conditions that yield direct and simple proofs of time uniform estimates of the difference betweenthe two stochastic flows when their drift and diffusion functions are not the same.
dc.language.isoen
dc.publisherAcadémie des sciences (Paris)
dc.title.enA backward Itô–Ventzell formula with an application to stochastic interpolation
dc.typeArticle de revue
dc.identifier.doi10.5802/crmath.110
dc.subject.halMathématiques [math]/Probabilités [math.PR]
bordeaux.journalComptes Rendus. Mathématique
bordeaux.page881-886
bordeaux.volume358
bordeaux.hal.laboratoriesInstitut de Mathématiques de Bordeaux (IMB) - UMR 5251*
bordeaux.issue7
bordeaux.institutionUniversité de Bordeaux
bordeaux.institutionBordeaux INP
bordeaux.institutionCNRS
bordeaux.peerReviewedoui
hal.identifierhal-03122845
hal.version1
hal.popularnon
hal.audienceInternationale
hal.origin.linkhttps://hal.archives-ouvertes.fr//hal-03122845v1
bordeaux.COinSctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.jtitle=Comptes%20Rendus.%20Math%C3%A9matique&rft.date=2020&rft.volume=358&rft.issue=7&rft.spage=881-886&rft.epage=881-886&rft.eissn=1631-073X&rft.issn=1631-073X&rft.au=DEL%20MORAL,%20Pierre&SINGH,%20Sumeetpal&rft.genre=article


Archivos en el ítem

ArchivosTamañoFormatoVer

No hay archivos asociados a este ítem.

Este ítem aparece en la(s) siguiente(s) colección(ones)

Mostrar el registro sencillo del ítem