منابع مشابه
Davies’ Method for Anomalous Diffusions
Davies’ method of perturbed semigroups is a classical technique to obtain off-diagonal upper bounds on the heat kernel. However Davies’ method does not apply to anomalous diffusions due to the singularity of energy measures. In this note, we overcome the difficulty by modifying the Davies’ perturbation method to obtain sub-Gaussian upper bounds on the heat kernel. Our computations closely follo...
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French and Polish teams have a record of successful collaborations which resulted in methods and results that are actually attracting a growing interest of the applied mathematics community. In this new project, the participants aim at understanding the role of anomalous diffusions in two important classes of nonlinear evolution equations: kinetic equations with a Lévy-Fokker-Planck operator an...
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We approximate the price of the American put for jump diffusions by a sequence of functions, which are computed iteratively. This sequence converges to the price function uniformly and exponentially fast. Each element of the approximating sequence solves an optimal stopping problem for geometric Brownian motion, and can be numerically constructed using the classical finite difference methods. W...
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One of the new area of research emerging in the field of statistics is the shape analysis. Shape is defined as all the geometrical information of an object whose location, scale and orientation is not of interest. Diffusion in shape analysis can be studied via either perturbation of the key coordinates identifying the initial object or random evolution of the shape itself. Reviewing the f...
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ژورنال
عنوان ژورنال: Proceedings of the American Mathematical Society
سال: 2016
ISSN: 0002-9939,1088-6826
DOI: 10.1090/proc/13324