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Record W1774469878 · doi:10.1090/s0002-9947-02-03120-3

Degenerate stochastic differential equations with Hölder continuous coefficients and super-Markov chains

2002· article· en· W1774469878 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.
fundA Canadian funder is recorded on the work.

Bibliographic record

VenueTransactions of the American Mathematical Society · 2002
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicStochastic processes and financial applications
Canadian institutionsUniversity of British Columbia
FundersNatural Sciences and Engineering Research Council of CanadaNational Science Foundation
KeywordsMathematicsUniquenessDegenerate energy levelsHölder conditionMartingale (probability theory)CombinatoricsMarkov chainOperator (biology)Bessel functionPure mathematicsMathematical analysisApplied mathematics

Abstract

fetched live from OpenAlex

We consider the operator <disp-formula content-type="math/mathml"> \[ <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="sigma-summation Underscript i comma j equals 1 Overscript d Endscripts StartRoot x Subscript i Baseline x Subscript j Baseline EndRoot gamma Subscript i j Baseline left-parenthesis x right-parenthesis StartFraction partial-differential squared Over partial-differential x Subscript i Baseline partial-differential x Subscript j Baseline EndFraction plus sigma-summation Underscript i equals 1 Overscript d Endscripts b Subscript i Baseline left-parenthesis x right-parenthesis StartFraction partial-differential Over partial-differential x Subscript i Baseline EndFraction"> <mml:semantics> <mml:mrow> <mml:munderover> <mml:mo> ∑ </mml:mo> <mml:mrow class="MJX-TeXAtom-ORD"> <mml:mi>i</mml:mi> <mml:mo>,</mml:mo> <mml:mi>j</mml:mi> <mml:mo>=</mml:mo> <mml:mn>1</mml:mn> </mml:mrow> <mml:mi>d</mml:mi> </mml:munderover> <mml:msqrt> <mml:msub> <mml:mi>x</mml:mi> <mml:mi>i</mml:mi> </mml:msub> <mml:msub> <mml:mi>x</mml:mi> <mml:mi>j</mml:mi> </mml:msub> </mml:msqrt> <mml:msub> <mml:mi> γ </mml:mi> <mml:mrow class="MJX-TeXAtom-ORD"> <mml:mi>i</mml:mi> <mml:mi>j</mml:mi> </mml:mrow> </mml:msub> <mml:mo stretchy="false">(</mml:mo> <mml:mi>x</mml:mi> <mml:mo stretchy="false">)</mml:mo> <mml:mfrac> <mml:msup> <mml:mi mathvariant="normal"> ∂ </mml:mi> <mml:mn>2</mml:mn> </mml:msup> <mml:mrow> <mml:mi mathvariant="normal"> ∂ </mml:mi> <mml:msub> <mml:mi>x</mml:mi> <mml:mi>i</mml:mi> </mml:msub> <mml:mi mathvariant="normal"> ∂ </mml:mi> <mml:msub> <mml:mi>x</mml:mi> <mml:mi>j</mml:mi> </mml:msub> </mml:mrow> </mml:mfrac> <mml:mo>+</mml:mo> <mml:munderover> <mml:mo> ∑ </mml:mo> <mml:mrow class="MJX-TeXAtom-ORD"> <mml:mi>i</mml:mi> <mml:mo>=</mml:mo> <mml:mn>1</mml:mn> </mml:mrow> <mml:mi>d</mml:mi> </mml:munderover> <mml:msub> <mml:mi>b</mml:mi> <mml:mi>i</mml:mi> </mml:msub> <mml:mo stretchy="false">(</mml:mo> <mml:mi>x</mml:mi> <mml:mo stretchy="false">)</mml:mo> <mml:mfrac> <mml:mi mathvariant="normal"> ∂ </mml:mi> <mml:mrow> <mml:mi mathvariant="normal"> ∂ </mml:mi> <mml:msub> <mml:mi>x</mml:mi> <mml:mi>i</mml:mi> </mml:msub> </mml:mrow> </mml:mfrac> </mml:mrow> <mml:annotation encoding="application/x-tex">\sum _{i,j=1}^d \sqrt {x_ix_j}\gamma _{ij}(x) \frac {\partial ^2}{\partial x_i \partial x_j}+\sum _{i=1}^d b_i(x) \frac {\partial }{\partial x_i}</mml:annotation> </mml:semantics> </mml:math> \] </disp-formula> acting on functions in <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="upper C Subscript b Superscript 2 Baseline left-parenthesis double-struck upper R Subscript plus Superscript d Baseline right-parenthesis"> <mml:semantics> <mml:mrow> <mml:msubsup> <mml:mi>C</mml:mi> <mml:mi>b</mml:mi> <mml:mn>2</mml:mn> </mml:msubsup> <mml:mo stretchy="false">(</mml:mo> <mml:msubsup> <mml:mrow class="MJX-TeXAtom-ORD"> <mml:mi mathvariant="double-struck">R</mml:mi> </mml:mrow> <mml:mo>+</mml:mo> <mml:mi>d</mml:mi> </mml:msubsup> <mml:mo stretchy="false">)</mml:mo> </mml:mrow> <mml:annotation encoding="application/x-tex">C_b^2(\mathbb {R}^d_+)</mml:annotation> </mml:semantics> </mml:math> </inline-formula> . We prove uniqueness of the martingale problem for this degenerate operator under suitable nonnegativity and regularity conditions on <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="gamma Subscript i j"> <mml:semantics> <mml:msub> <mml:mi> γ </mml:mi> <mml:mrow class="MJX-TeXAtom-ORD"> <mml:mi>i</mml:mi> <mml:mi>j</mml:mi> </mml:mrow> </mml:msub> <mml:annotation encoding="application/x-tex">\gamma _{ij}</mml:annotation> </mml:semantics> </mml:math> </inline-formula> and <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="b Subscript i"> <mml:semantics> <mml:msub> <mml:mi>b</mml:mi> <mml:mi>i</mml:mi> </mml:msub> <mml:annotation encoding="application/x-tex">b_i</mml:annotation> </mml:semantics> </mml:math> </inline-formula> . In contrast to previous work, the <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="b Subscript i"> <mml:semantics> <mml:msub> <mml:mi>b</mml:mi> <mml:mi>i</mml:mi> </mml:msub> <mml:annotation encoding="application/x-tex">b_i</mml:annotation> </mml:semantics> </mml:math> </inline-formula> need only be nonnegative on the boundary rather than strictly positive, at the expense of the <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="gamma Subscript i j"> <mml:semantics> <mml:msub> <mml:mi> γ </mml:mi>

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.000
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.908
Threshold uncertainty score0.432

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.001
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.018
GPT teacher head0.207
Teacher spread0.189 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it