Search Results - subject:"Gradient estimates"

A probabilistic method for gradient estimates of some geometric flows

Chen, Xin; Cheng, Li-Juan; Mao, Jing - In: Stochastic Processes and their Applications 125 (2015) 6, pp. 2295-2315

In general, gradient estimates are very important and necessary for deriving convergence results in different geometric … systematically give gradient estimates for some important geometric quantities under the Ricci flow, the mean curvature flow, the …

Persistent link: https://www.econbiz.de/10011209782

A simulation-based algorithm for optimal pricing policy under demand uncertainty

Chakravarty, Saswata; Padakandla, Sindhu; Bhatnagar, Shalabh - In: International transactions in operational research : … 21 (2014) 5, pp. 737-760

Persistent link: https://www.econbiz.de/10010413609

Derivative formulas and gradient estimates for SDEs driven by α-stable processes

Zhang, Xicheng - In: Stochastic Processes and their Applications 123 (2013) 4, pp. 1213-1228

In this paper we prove a derivative formula of Bismut–Elworthy–Li’s type as well as a gradient estimate for stochastic differential equations driven by α-stable noises, where α∈(0,2). As an application, the strong Feller property for stochastic partial differential equations driven by...

Persistent link: https://www.econbiz.de/10011065034