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Record W2756490792 · doi:10.31390/cosa.3.1.04

Stochastic heat equation with infinite dimensional fractional noise: L_{2}-theory

2009· article· en· W2756490792 on OpenAlexaff
Raluca M. Balan

Bibliographic record

VenueCommunications on Stochastic Analysis · 2009
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicStochastic processes and financial applications
Canadian institutionsUniversity of Ottawa
Fundersnot available
KeywordsMathematicsSequence (biology)UniquenessHeat equationBrownian motionFractional Brownian motionMalliavin calculusStochastic calculusType (biology)Mathematical analysisGeometric Brownian motionStochastic differential equationDiffusion processStochastic partial differential equationPartial differential equation

Abstract

fetched live from OpenAlex

In this article we consider the stochastic heat equation in [0, T ] × R d , driven by a sequence (β k ) k of i.i.d.fractional Brownian motions of index H > 1/2 and random multiplication functions (g k ) k .The stochastic integrals are of Hitsuda-Skorohod type and the solution is interpreted in the weak sense.Using Malliavin calculus techniques, we prove the existence and uniqueness of the solution in a certain space of random processes.Our result is similar to the one obtained in [18] for the stochastic heat equation driven by a sequence (w k ) k of i.i.d.Brownian motions, in which case the stochastic integrals are interpreted in the Itô sense.

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.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.002
metaresearch head score (Gemma)0.003
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
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 score0.003
Threshold uncertainty score0.013

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0020.003
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0020.001
Bibliometrics0.0010.001
Science and technology studies0.0010.003
Scholarly communication0.0030.003
Open science0.0010.002
Research integrity0.0020.002
Insufficient payload (model declined to judge)0.0020.000

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 head0.039
GPT teacher head0.261
Teacher spread0.222 · 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

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations2
Published2009
Admission routes1
Has abstractyes

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