In recent years considerable attention has been paid to the numerical solution of stochastic ordinary diierential equations (SODEs), as SODEs are often more appropriate than their deterministic counterparts in many modelling situations. However, unlike the deterministic case numerical methods for SODEs are considerably less sophisticated due to the diiculty in representing the (possibly large n...

In this paper an algorithm is presented for the regularization of singular integrals with any degrees of singularity, which may be employed in all three-dimensional problems analyzed by Boundary Elements. The integrals in Boundary Integrals Equations are inherently singular. For example, one can mention the integrals confronted in potential problems to evaluate the flow or the gradient of the f...

A generalized Feynman–Kac formula based on the Wiener measure is presented. Within the setting of a quantum particle in an electromagnetic field it yields the standard Feynman–Kac formula for the corresponding Schrödinger semigroup. In this case rigorous criteria for its validity are compiled. Finally, phase–space path–integral representations for more general quantum Hamiltonians are derived. ...

A generalized Feynman–Kac formula based on the Wiener measure is presented. Within the setting of a quantum particle in an electromagnetic field it yields the standard Feynman–Kac formula for the corresponding Schrödinger semigroup. In this case rigorous criteria for its validity are compiled. Finally, phase–space path–integral representations for more general quantum Hamiltonians are derived. ...

In this paper an algorithm is presented for the regularization of singular integrals with any degrees of singularity, which may be employed in all three-dimensional problems analyzed by Boundary Elements. The integrals in Boundary Integrals Equations are inherently singular. For example, one can mention the integrals confronted in potential problems to evaluate the flow or the gradient of the f...

We compute quantitative bounds for measuring the discrepancy between distribution of two min–max statistics involving either one pair Gaussian random matrices, or and Gaussian-subordinated matrix. In fully setup, our approach allows us to recover versions well-known inequalities by Gordon (1985, 1987, 1992), thus generalizing version Sudakov–Fernique inequality deduced in Chatterjee (2005). On ...