On Bernstein processes generated by hierarchies of linear parabolic systems in \(\mathbb{R}^d\)
From MaRDI portal
Publication:2309596
DOI10.1016/j.spa.2019.09.003zbMath1442.60045arXiv1802.07077OpenAlexW2972727904MaRDI QIDQ2309596
Jean-Claude Zambrini, Pierre-A. Vuillermot
Publication date: 1 April 2020
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1802.07077
Gaussian processes (60G15) Stationary stochastic processes (60G10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Diffusion processes (60J60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A survey of the Schrödinger problem and some of its connections with optimal transport
- Reciprocal processes. A measure-theoretical point of view
- Conservative diffusions
- An automorphism of product measures
- Malliavin calculus and Euclidean quantum mechanics. I: Functional calculus
- Periodic Gaussian Osterwalder-Schrader positive processes and the two- sided Markov property on the circle
- On the time evolution of Bernstein processes associated with a class of parabolic equations
- A characterization of reciprocal processes via an integration by parts formula on the path space
- Bernstein diffusions for a class of linear parabolic partial differential equations
- Variational processes and stochastic versions of mechanics
- Periodic Linear Differential Stochastic Processes
- Reciprocal processes
- Causal transport plans and their Monge–Kantorovich problems
- Periodic Ornstein-Uhlenbeck processes driven by Lévy processes
- Bounds for the fundamental solution of a parabolic equation
- Reciprocal Processes: The Stationary Gaussian Case
- The Research Program of Stochastic Deformation (with a View Toward Geometric Mechanics)
- Optimal Transport