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Record W2949999225 · doi:10.48550/arxiv.1102.3992

Some linear SPDEs driven by a fractional noise with Hurst index greater than 1/2

2011· preprint· en· W2949999225 on OpenAlexaff
Raluca M. Balan

Bibliographic record

VenuearXiv (Cornell University) · 2011
Typepreprint
Languageen
FieldEconomics, Econometrics and Finance
TopicStochastic processes and financial applications
Canadian institutionsUniversity of Ottawa
Fundersnot available
KeywordsHurst exponentMathematicsRandom fieldConnection (principal bundle)Type (biology)Gaussian noiseGenerator (circuit theory)Mathematical analysisPure mathematicsPhysicsStatisticsAlgorithmGeometry

Abstract

fetched live from OpenAlex

In this article, we identify the necessary and sufficient conditions for the existence of a random field solution for some linear s.p.d.e.'s of parabolic and hyperbolic type. These equations rely on a spatial operator $\cL$ given by the $L^2$-generator of a $d$-dimensional Lévy process $X=(X_t)_{t \geq 0}$, and are driven by a spatially-homogeneous Gaussian noise, which is fractional in time with Hurst index $H>1/2$. As an application, we consider the case when $X$ is a $β$-stable process, with $β\in (0,2]$. In the parabolic case, we develop a connection with the potential theory of the Markov process $\bar{X}$ (defined as the symmetrization of $X$), and we show that the existence of the solution is related to the existence of a "weighted" intersection local time of two independent copies of $\bar{X}$.

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)0.001
metaresearch head score (Gemma)0.002
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: Empirical
Teacher disagreement score0.005
Threshold uncertainty score0.010

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0010.002
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0010.000
Science and technology studies0.0010.002
Scholarly communication0.0020.001
Open science0.0010.002
Research integrity0.0020.001
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 head0.064
GPT teacher head0.168
Teacher spread0.104 · 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

Citations1
Published2011
Admission routes1
Has abstractyes

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