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Invariant measures of stochastic partial differential equations and conditioned diffusions

Author
REZNIKOFF, Maria G1 ; VANDEN-EIJNDEN, Eric2
[1] Institute for Applied Mathematics, University of Bonn, Wegelerstrasse 10, 53115 Bonn, Germany
[2] Courant Institute of Mathematical Sciences, New York University, New York, NY 10012, United States
Source

Comptes rendus. Mathématique. 2005, Vol 340, Num 4, pp 305-308, 4 p ; ref : 6 ref

ISSN
1631-073X
Scientific domain
Mathematics
Publisher
Elsevier, Paris
Publication country
France
Document type
Article
Language
English
Keyword (fr)
Bruit blanc Diffusion Equation dérivée partielle Equation stochastique Mesure invariante Théorie probabilité Processus associé Processus pont
Keyword (en)
White noise Diffusion Partial differential equation Stochastic equation Invariant measure Probability theory Bridge process
Keyword (es)
Ruido blanco Difusión Ecuación derivada parcial Ecuación estocástica Medida invariante Teoría probabilidad
Classification
Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02E Mathematical analysis / 001A02E08 Partial differential equations

Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H01 Probability theory and stochastic processes / 001A02H01I Stochastic analysis

Discipline
Mathematics
Origin
Inist-CNRS
Database
PASCAL
INIST identifier
16512140

Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS

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