The stochastic heat equation: hitting probabilities and the probability density function of the supremum via Malliavin calculus
Related publications (123)
Graph Chatbot
Chat with Graph Search
Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.
DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.
A unique parabolic relation is observed to link skewness and kurtosis of around ten thousand density fluctuation signals, measured over the whole cross section of a toroidal magnetized plasma for a broad range of experimental conditions. All the probabilit ...
Spectrum sensing is a key enabling functionality in cognitive radio (CR) networks, where the CRs act as secondary users that opportunistically access free frequency bands. Due to the effects of channel fading, individual CRs may not be able to reliably det ...
In this paper, probabilistic observers are considered for a class of continuous biological processes described by mass-balance-based models. It is assumed that the probability density functions (PDFs) of the uncertain parameters and inputs of the model, as ...
Whenever the invariant stationary density of metastable dynamical systems decomposes into almost invariant partial densities, its computation as eigenvector of some transition probability matrix is an ill-conditioned problem. In order to avoid this computa ...
Society for Industrial and Applied Mathematics2007
A multimodal probabilistic framework is proposed for the problem of finding the active speaker in a video sequence. We localize the current speaker's mouth in the image by using the video and the audio channels together. We propose a novel visual feature t ...
We do a case study of two different analysis techniques for studying the stochastic behavior of a randomized system/algorithms: (i) The first approach can be broadly termed as a mean value analysis (MVA), where the evolution of the mean state is studied as ...
Wandering is a typical feature of wing-tip vortices and it consists in random fluctuations of the vortex core. Consequently, vortices measured by static measuring techniques appear to be more diffuse than in reality, so that a correction method is needed. ...
Recent advances in the analysis of joint seakeeping processes are applied to the accumulation of spectral fatigue cycles. The methods of cross co-spectral moments and techniques adopted from the determination of principal angles for seakeeping processes ar ...
This paper compares the performance of seven disaggregation models, based on various approaches and/or concepts, for the generation of 10mn time step rainfall series from hourly rainfall series. The so-called constant disaggregation model and a linear mode ...
A procedure for finding locally the linearizing output of a single input nonlinear affine system is proposed. It relies on successive integrations of one-dimensional distributions and projections along these submanifolds. The algorithm proceeds recursively ...