megaproba

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stochastic-processes

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4

Hitting time of an Ornstein-Ulhenbeck process

Dec 10, 2015

3

probabilistic interpretation of elliptic equation with mixed boundary condition

Feb 22, 2015

3

Most probable path for stochastic Hamiltonian systems

Jul 4, 2017

3

inhomogeneous Ornstein-Ulhenbeck process / invariant probability measure

Mar 25, 2017

2

Ergodicity in Césaro mean : deterministic and stochastic cases

Apr 23, 2018

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Langevin equation with position-dependant damping: existence of an invariant measure?

Apr 2, 2015

1

interpretation of the transition probability of a brownian motion in terms of the Wiener measure

Jul 3, 2017

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stochastic-processes

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wiener-measure

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brownian-motion

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stochastic-differential-equations

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+10

Hitting time of an Ornstein-Ulhenbeck process

+8

critical size of large systems of interacting particles for mean field approximation

+10

Any example of a multi-valued monotone maximal operator without subdifferential?

+10

how to impose a terminal condition in a minimisation problem?

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