Lowner Evolution as Ito Diffusion

dc.contributor.authorAcar, Hulya
dc.contributor.authorLukashov, Alexey L.
dc.date.accessioned2021-12-01T18:49:43Z
dc.date.available2021-12-01T18:49:43Z
dc.date.issued2021
dc.department[Belirlenecek]en_US
dc.description5th International Conference on Analysis and Applied Mathematics (ICAAM) -- SEP 23-30, 2020 -- Mersin, TURKEYen_US
dc.description.abstractF. 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.en_US
dc.description.sponsorshipScientific and Technological Research Council of TurkeyTurkiye Bilimsel ve Teknolojik Arastirma Kurumu (TUBITAK) [TUBITAK2211]en_US
dc.description.sponsorshipCorresponding author would like to thank the Scientific and Technological Research Council of Turkey (TUBITAK2211 Domestic Graduate Scholarship Program) for the financial support.en_US
dc.identifier.doi10.1063/5.0040353
dc.identifier.isbn978-0-7354-4069-2
dc.identifier.issn0094-243X
dc.identifier.scopus2-s2.0-85101635272en_US
dc.identifier.scopusqualityN/Aen_US
dc.identifier.urihttps://doi.org/10.1063/5.0040353
dc.identifier.urihttps://hdl.handle.net/20.500.12684/10767
dc.identifier.volume2325en_US
dc.identifier.wosWOS:000653734600033en_US
dc.identifier.wosqualityN/Aen_US
dc.indekslendigikaynakWeb of Scienceen_US
dc.indekslendigikaynakScopusen_US
dc.language.isoenen_US
dc.publisherAmer Inst Physicsen_US
dc.relation.ispartofInternational Conference On Analysis And Applied Mathematics (Icaam 2020)en_US
dc.relation.publicationcategoryKonferans Öğesi - Uluslararası - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.titleLowner Evolution as Ito Diffusionen_US
dc.typeConference Objecten_US

Dosyalar

Orijinal paket
Listeleniyor 1 - 1 / 1
Küçük Resim Yok
İsim:
10767.pdf
Boyut:
84.03 KB
Biçim:
Adobe Portable Document Format
Açıklama:
Tam Metin / Full Text