نتایج جستجو برای: integration by parts

تعداد نتایج: 7206371  

Journal: :Journal de Mathématiques Pures et Appliquées 1999

Journal: :Journal of the Australian Mathematical Society. Series A. Pure Mathematics and Statistics 1983

Journal: :Journal of the Mathematical Society of Japan 2013

Journal: :Mathematical and Computational Applications 2017

Journal: :Annals of Probability 2022

In this article, we consider the KPZ fixed point starting from a two-sided Brownian motion with an arbitrary diffusion coefficient. We apply integration by parts formula Malliavin calculus to establish key relation between two-point (correlation) function of spatial derivative process and location maximum Airy plus minus parabola. Integration also allows us deduce density in terms second varian...

2015
Laurent Decreusefond Ian Flint Nicolas Privault Giovanni Luca Torrisi

We derive an integration by parts formula for functionals of determinantal processes on compact sets, completing the arguments of [5]. This is used to show the existence of a configuration-valued diffusion process which is non-colliding and admits the distribution of the determinantal process as reversible law. In particular, this approach allows us to build a concrete example of the associated...

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