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Record W2001746728 · doi:10.1080/07362990008809686

On explicit solutions to stochastic differential equations

2000· article· en· W2001746728 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.

Bibliographic record

VenueStochastic Analysis and Applications · 2000
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicStochastic processes and financial applications
Canadian institutionsUniversity of Alberta
Fundersnot available
KeywordsMathematicsStochastic differential equationBrownian motionOrdinary differential equationDifferential equationOdeMathematical analysisBernoulli differential equationUniversal differential equationExact differential equationFirst-order partial differential equationStochastic partial differential equationScalar (mathematics)Diffusion process

Abstract

fetched live from OpenAlex

This note is concerned with the study of explicit solutions to stochastic differential equations. Previously, Doss and Sussman showed that the unique strong solution to the scalar Itô equation X can be represented as a function ρ of a Brownian motion and an auxiliary stochastic process Yt determined, for every path of by ordinary differential equation (ODE). ρ itself is determined by a second differential equation. Now, it will be shown that X can be solved explicitly as with f(.) being a continuous real valued function, provided solves a differential equation related to the one defining ρ as well as a simple reaction-diffusion equation strongly. In particular, for a given dispersion coefficient σ(.), there will be a class drift coefficients b(.) are provided. The corresponding explicit solution xt for any given dispersion σ is also supplied

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 categoriesMeta-epidemiology (narrow), Insufficient payload (model declined to judge)
Consensus categoriesInsufficient payload (model declined to judge)
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.993
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.002
Science and technology studies0.0010.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0010.002

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 head0.022
GPT teacher head0.233
Teacher spread0.210 · 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