User megaproba

4 votes

1 answer

387 views

Hitting time of an Ornstein-Ulhenbeck process

asked Dec 10, 2015 at 3:15

3 votes

0 answers

164 views

probabilistic interpretation of elliptic equation with mixed boundary condition

asked Feb 22, 2015 at 19:59

3 votes

0 answers

181 views

Most probable path for stochastic Hamiltonian systems

asked Jul 4, 2017 at 13:53

3 votes

1 answer

262 views

inhomogeneous Ornstein-Ulhenbeck process / invariant probability measure

asked Mar 25, 2017 at 8:23

2 votes

0 answers

91 views

Ergodicity in Césaro mean : deterministic and stochastic cases

asked Apr 23, 2018 at 1:01

2 votes

0 answers

154 views

probabilistic interpretation of a finite difference scheme

asked May 31, 2015 at 3:40

1 vote

0 answers

44 views

numerical scheme for SDE and empirical estimation of rate of convergence

asked Mar 16, 2017 at 2:53

1 vote

1 answer

215 views

how to impose a terminal condition in a minimisation problem?

asked Jul 24, 2018 at 0:39

1 vote

0 answers

173 views

Pontryagin principle for optimal control problem with a terminal cost involving the control

asked Nov 18, 2018 at 9:25

1 vote

1 answer

126 views

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

asked Feb 13, 2023 at 13:03

1 vote

1 answer

1k views

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

asked Jul 2, 2017 at 14:47

1 vote

0 answers

99 views

the most natural approach to solve an elliptic PDE in R^n [closed]

asked Feb 21, 2015 at 5:06

0 votes

1 answer

168 views

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

asked May 1, 2023 at 3:59

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13 Questions

Hitting time of an Ornstein-Ulhenbeck process

probabilistic interpretation of elliptic equation with mixed boundary condition

Most probable path for stochastic Hamiltonian systems

inhomogeneous Ornstein-Ulhenbeck process / invariant probability measure

Ergodicity in Césaro mean : deterministic and stochastic cases

probabilistic interpretation of a finite difference scheme

numerical scheme for SDE and empirical estimation of rate of convergence

how to impose a terminal condition in a minimisation problem?

Pontryagin principle for optimal control problem with a terminal cost involving the control

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

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

the most natural approach to solve an elliptic PDE in R^n [closed]

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