An invariance principle for the stochastic heat equation
نویسندگان
چکیده
منابع مشابه
an investigation about the appropriate stochastic modeling framework for agricultural insurance pricing
با توجه به اینکه بیمه محصولات کشاورزی در ایران بیشتر جنبه ای حمایتی دارد و خسارات گزارش شده عموما بیش از حق بیمه های دریافت شده است، در این پایان نامه به جهت تعیین قیمت بیمه محصولات کشاورزی (گندم دیم) از فرآیندهای نوفه شلیک به عنوان مدلی مناسب استفاده شده است. بر اساس داده های صندوق بیمه کشاورزی از خسارات اعلام شده در سال زراعی 1388-1389 گندم دیم، در این پایان نامه حق بیمه خالص و ناخالص این محص...
An Invariance Principle in Large Population Stochastic Dynamic Games
We study large population stochastic dynamic games where the so-called Nash certainty equivalence based control laws are implemented by the individual players. We first show a martingale property for the limiting control problem of a single agent and then perform averaging across the population; this procedure leads to a constant value for the martingale which shows an invariance property of th...
متن کاملInvariance principle for stochastic processes with short memory
Abstract: In this paper we give simple sufficient conditions for linear type processes with short memory that imply the invariance principle. Various examples including projective criterion are considered as applications. In particular, we treat the weak invariance principle for partial sums of linear processes with short memory. We prove that whenever the partial sums of innovations satisfy th...
متن کاملAn invariance principle for random planar maps
We show a new invariance principle for the radius and other functionals of a class of conditioned ‘Boltzmann-Gibbs’distributed random planar maps. It improves over the more restrictive case of bipartite maps that was discussed in Marckert and Miermont (2006). As in the latter paper, we make use of a bijection between planar maps and a class of labelled multitype trees, due to Bouttier et al. (2...
متن کاملAn Invariance Principle for Conditioned Trees
We consider Galton-Watson trees associated with a critical offspring distribution and conditioned to have exactly n vertices. These trees are embedded in the real line by affecting spatial positions to the vertices, in such a way that the increments of the spatial positions along edges of the tree are independent variables distributed according to a symmetric probability distribution on the rea...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Stochastics and Partial Differential Equations: Analysis and Computations
سال: 2018
ISSN: 2194-0401,2194-041X
DOI: 10.1007/s40072-018-0118-9