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We consider “one-at-a-time” coordinate-wise descent algorithms for a class of convex optimization problems. An algorithm of this kind has been proposed for the L1-penalized regression (lasso) in the l...
Pathwise Stationar y Solutions and Random Per iodic Solutions of Random Dynamical Systems (SPDEs, Random Maps)
Pathwise Stationar y Solutions Random Per
2015/4/3
here are two fundamental concepts in deter ministic dynamical systems: fixed
point (equilibr ium point) and per iodic solutions. For stochastic dynamical systems, they correspond to fundamental ideas...
Overlaps and Pathwise Localization in the Anderson Polymer Model
Brownian polymer overlap Malliavin calculus parabolic Anderson model
2011/9/1
Abstract: We consider large time behavior of typical paths under the Anderson polymer measure. If $P$ is the measure induced by rate $\kappa,$ simple, symmetric random walk on $Z^d$ started at $x,$ th...
In this article, a class of second order differential equations on [0,1], driven by a general H\"older continuous function and with multiplicative noise, is considered. We first show how to solve thi...
Pathwise uniqueness for reflecting Brownian motion in certain planar Lipschitz domains
reecting Brownian motion
2009/4/22
We give a simple proof that in a Lipschitz domain in two dimensions with Lipschitz constant one, there is pathwise uniqueness for the Skorokhod equation governing reflecting Brownian motion.
Pathwise uniqueness for reflecting Brownian motion in certain planar Lipschitz domains
Brownian motion Lipschitz domains
2009/4/2
We give a simple proof that in a Lipschitz domain in two dimensions with Lipschitz constant one, there is pathwise uniqueness for the Skorokhod equation governing reflecting Brownian motion.