Lowner Evolution as Ito Diffusion
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Dosyalar
Tarih
2021
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Amer Inst Physics
Erişim Hakkı
info:eu-repo/semantics/closedAccess
Özet
F. Bracci, M.D. Contreras, S. Diaz Madrigal [3] proved that any evaluation family of order d is described by a generalized LOwner chain. G. Ivanov and A. Vasil'ev considered randomized version of the chain and found a substitution which transforms the chain to an Ito diffusion.We generalize their result to vector randomized Lowner chain and prove there are no other possibilities to transform such Lowner chains to Ito diffusions.
Açıklama
5th International Conference on Analysis and Applied Mathematics (ICAAM) -- SEP 23-30, 2020 -- Mersin, TURKEY
Anahtar Kelimeler
Kaynak
International Conference On Analysis And Applied Mathematics (Icaam 2020)
WoS Q Değeri
N/A
Scopus Q Değeri
N/A
Cilt
2325
