Resultados globales: 4 registros encontrados en 0.02 segundos.
Artículos, Encontrados 3 registros
Libros y colecciones, Encontrados 1 registros
Artículos Encontrados 3 registros  
1.
27 p, 374.2 KB Onsager Machlup functional for stochastic evolution equations / Bardina i Simorra, Xavier (Universitat Autònoma de Barcelona. Departament de Matemàtiques) ; Rovira, Carles (Universitat de Barcelona. Facultat de Matemàtiques) ; Tindel, Samy (Université Paris 13. Institut Galilée. Département de Mathématiques)
We compute the Onsager-Machlup functional for a stochastic evolution equation with additive noise, using L2-type techniques. The regularity that has to be imposed to the drift coefficient is a trace type condition on its derivative. [...]
Dans cet article, nous calculons la fonctionnelle d'Onsager-Machlup associée à une équation d'évolution stochastique avec bruit additif, en utilisant des techniques de type L2. Les hypothèses de régularité que l'on impose au coefficient de dérive sont des conditions de trace sur sa dérivée. [...]

2003 - 10.1016/S0246-0203(02)00009-2
Annales de l'Institut Henri Poincaré, Vol. 39, Issue 1 (January-February 2003) , p. 69-93  
2.
14 p, 291.3 KB Asymptotic evaluation of the Poisson measures for tubes around jump curves / Bardina i Simorra, Xavier (Universitat Autònoma de Barcelona. Departament de Matemàtiques) ; Rovira, Carles (Universitat de Barcelona. Facultat de Matemàtiques) ; Tindel, Samy (Université Paris 13. Institut Galilée. Département de Mathématiques)
We find the asymptotic behavior of P(∥X−ϕ∥≤ε) when X is the solution of a linear stochastic differential equation driven by a Poisson process and ϕ the solution of a linear differential equation driven by a pure jump function.
2002 - 10.4064/am29-2-3
Applicationes Mathematicae, Vol. 29 (2002) , p. 145-156  
3.
37 p, 316.2 KB On the multiple overlap function of the SK model / Carvalho Bezerra, Sérgio de (Université de Nancy I. Institut Élie Cartan) ; Tindel, Samy (Université de Nancy I. Institut Élie Cartan)
In this note, we prove an asymptotic expansion and a central limit theorem for the multiple overlap R1,. . . ,s of the SK model, defined for given N, s ≥ 1 by R1,. . . ,s = N−1 P i≤N σ 1 i . . [...]
2007 - 10.5565/PUBLMAT_51107_08
Publicacions matemàtiques, V. 51 n. 1 (2007) p. 163-199  

Libros y colecciones Encontrados 1 registros  
1.
26 p, 353.6 KB Higher order expansions for the overlap of the SK model / Bardina i Simorra, Xavier (Universitat Autònoma de Barcelona. Departament de Matemàtiques) ; Márquez-Carreras, David (Universitat de Barcelona. Facultat de Matemàtiques) ; Rovira, Carles (Universitat de Barcelona. Facultat de Matemàtiques) ; Tindel, Samy (Université Paris. Institut Galilée. Département de Mathématiques)
In this note, the Sherrington-Kirkpatrick model of interacting spins is under consideration. In the high temperature region, we give an asymptotic expansion for the expected value of some genereral polynomial of the overlap of the system when the size N grows to infinity. [...]
Birkhäuser Basel, 2004 (Progress in Probability ; 58) - 10.1007/978-3-0348-7943-9_2
Seminar on Stochastic Analysis, Random Fields and Applications IV, 2004, p. 21-43  

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