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Record W2078767973 · doi:10.1515/rose.2011.007

Almost sure asymptotic stability and convergence of stochastic Theta methods applied to systems of linear SDEs in

2011· article· en· W2078767973 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.

fundA Canadian funder is recorded on the work.
no affNo Canadian affiliation: this work is invisible to an affiliation-only frame.
No Canadian affiliation. An affiliation-only frame, the usual design, would never have seen this work. It is one of the works that make the case for inverting the frame.

Bibliographic record

VenueRandom Operators and Stochastic Equations · 2011
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicStochastic processes and financial applications
Canadian institutionsnot available
FundersUniversity of Manitoba
KeywordsMathematicsMartingale (probability theory)Stochastic differential equationApplied mathematicsEigenvalues and eigenvectorsDiagonalLocal martingaleWeak convergenceStochastic calculusMathematical analysisStochastic partial differential equationPartial differential equation

Abstract

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Abstract Almost sure asymptotic stability of trivial solution and almost sure convergence of stochastic Theta methods applied to bilinear systems of ordinary stochastic differential equations (SDEs) of Itô-type in are proven. For this purpose, we prove and exploit a convergence theorem for non-negative semi-martingale decompositions, and verify a practical criteria based on the uniform boundedness of nonrandom eigenvalues related to certain matrix systems in any dimension d . We do not assume commutativity or simultaneous diagonalizability of drift and diffusion parts as many other authors, neither we restrict our analysis and applicability to only 2D or 3D cases nor to uniform step sizes (since the problem of adequate stochastic test equations cannot be solved within non-anticipative Itô calculus). However, an example of 2D diagonal-noised systems illustrates our approach. The discrete time systems of stochastic Theta methods are driven by L 2 -martingales (i.e. martingale differences, not necessarily Gaussian) and can be interpreted as nonautonomous discretizations (e.g. with variable step sizes or dependence on time).

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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)0.001
metaresearch head score (Gemma)0.001
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 score0.883
Threshold uncertainty score0.725

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.001
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0000.001
Science and technology studies0.0000.000
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 head0.058
GPT teacher head0.271
Teacher spread0.212 · 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