LAUSR

About LAUSR
Donate
Contact Us

Follow us:

You are not signed in:

Sign Up!


   Articles with "doubly stochastic" as a keyword



Photo by efekurnaz from unsplash

Backward doubly stochastic differential equations with random coefficients and quasilinear stochastic PDEs

Sign Up to like & get
recommendations! Published in 2019 at "Journal of Mathematical Analysis and Applications"

DOI: 10.1016/j.jmaa.2018.10.038

Abstract: Abstract In this paper, by virtue of Malliavin calculus, we establish a relationship between backward doubly stochastic differential equations with random coefficients and quasilinear stochastic PDEs, and thus extend the well-known nonlinear stochastic Feynman–Kac formula… read more here.

Keywords: stochastic differential; doubly stochastic; random coefficients; backward doubly ... See more keywords
Photo from wikipedia

A recursive method for constructing doubly stochastic matrices and inverse eigenvalue problem

Sign Up to like & get
recommendations! Published in 2018 at "Linear Algebra and its Applications"

DOI: 10.1016/j.laa.2017.10.005

Abstract: Abstract This article presents a technique for combining two doubly stochastic matrices with known spectra to create a new matrix. As application of this, we obtain a recursive method for constructing doubly stochastic matrices for… read more here.

Keywords: constructing doubly; doubly stochastic; method constructing; stochastic matrices ... See more keywords
Photo by theblowup from unsplash

A note on the real inverse spectral problem for doubly stochastic matrices

Sign Up to like & get
recommendations! Published in 2019 at "Linear Algebra and its Applications"

DOI: 10.1016/j.laa.2019.01.017

Abstract: Abstract The real (resp. symmetric) doubly stochastic inverse spectral problem is the problem of determining necessary and sufficient conditions for a real n-tuple λ = ( 1 , λ 2 , . . . ,… read more here.

Keywords: doubly stochastic; spectral problem; problem; real inverse ... See more keywords

Quasi doubly stochastic operator on l1 and Nielsen’s theorem

Sign Up to like & get
recommendations! Published in 2019 at "Journal of Mathematical Physics"

DOI: 10.1063/1.5093278

Abstract: In this paper, we introduce the quasidoubly stochastic operator, which is between doubly stochastic operators and column stochastic operators, so as to apply to characterized operator S on l1 such that Sf is majorized by… read more here.

Keywords: doubly stochastic; stochastic operator; physics; quasi doubly ... See more keywords
Photo from wikipedia

Optimal control of mean-field backward doubly stochastic systems driven by Itô-Lévy processes

Sign Up to like & get
recommendations! Published in 2020 at "International Journal of Control"

DOI: 10.1080/00207179.2018.1502473

Abstract: ABSTRACT In this paper, we introduce a new class of backward doubly stochastic differential equations (in short BDSDE) called mean-field backward doubly stochastic differential equations (in short MFBDSDE) driven by Itô-Lévy processes and study the… read more here.

Keywords: backward doubly; driven processes; mean field; doubly stochastic ... See more keywords
Photo from wikipedia

The Doubly Stochastic Single Eigenvalue Problem: A Computational Approach

Sign Up to like & get
recommendations! Published in 2020 at "Experimental Mathematics"

DOI: 10.1080/10586458.2020.1727799

Abstract: The problem of determining $DS_n$, the complex numbers that occur as an eigenvalue of an $n$-by-$n$ doubly stochastic matrix, has been a target of study for some time. The Perfect-Mirsky region, $PM_n$, is contained in… read more here.

Keywords: problem computational; single eigenvalue; doubly stochastic; problem ... See more keywords
Photo from wikipedia

On a numerical construction of doubly stochastic matrices with prescribed eigenvalues

Sign Up to like & get
recommendations! Published in 2022 at "Inverse Problems"

DOI: 10.1088/1361-6420/acd273

Abstract: We study the inverse eigenvalue problem for finding doubly stochastic matrices with specified eigenvalues. By making use of a combination of Dykstra’s algorithm and an alternating projection process onto a non-convex set, we derive hybrid… read more here.

Keywords: construction doubly; stochastic matrices; numerical construction; doubly stochastic ... See more keywords
Photo from wikipedia

Learning Deep Generative Models With Doubly Stochastic Gradient MCMC

Sign Up to like & get
recommendations! Published in 2018 at "IEEE Transactions on Neural Networks and Learning Systems"

DOI: 10.1109/tnnls.2017.2688499

Abstract: Deep generative models (DGMs), which are often organized in a hierarchical manner, provide a principled framework of capturing the underlying causal factors of data. Recent work on DGMs focussed on the development of efficient and… read more here.

Keywords: doubly stochastic; mcmc; gradient mcmc; generative models ... See more keywords
Photo from archive.org

On Regularity of Positive Quadratic Doubly Stochastic Operators

Sign Up to like & get
recommendations! Published in 2018 at "Mathematical Notes"

DOI: 10.1134/s0001434618010376

Abstract: Author Information Reprint Address: Saburov, M (reprint author) Int Islamic Univ Malaysia, Kuantan, Malaysia. Organization-Enhanced Name(s) International Islamic University Malaysia Reprint Address: Saburov, M (reprint author) Amer Univ Middle East, Coll Engn & Technol, Egaila,… read more here.

Keywords: positive quadratic; doubly stochastic; malaysia; quadratic doubly ... See more keywords
Photo from academic.microsoft.com

Comparison theorems for anticipated backward doubly stochastic differential equations with non-Lipschitz coefficients

Sign Up to like & get
recommendations! Published in 2020 at "Random Operators and Stochastic Equations"

DOI: 10.1515/rose-2020-2026

Abstract: Abstract In this work, we prove some comparison theorems of anticipated backward doubly stochastic differential equations with non-Lipschitz coefficients. read more here.

Keywords: anticipated backward; doubly stochastic; backward doubly; stochastic differential ... See more keywords

Anticipated Generalized Backward Doubly Stochastic Differential Equations

Sign Up to like & get
recommendations! Published in 2022 at "Symmetry"

DOI: 10.3390/sym14010114

Abstract: In this paper, we explore a new class of stochastic differential equations called anticipated generalized backward doubly stochastic differential equations (AGBDSDEs), which not only involve two symmetric integrals related to two independent Brownian motions and… read more here.

Keywords: backward doubly; doubly stochastic; stochastic differential; generalized backward ... See more keywords