We apply a new series representation of martingales, developed by Malliavin calculus, to characterize the solution of the second-order path-dependent partial differential equations (PDEs) of parabolic type. For instance, we show that the generator of the semigroup characterizing the solution of the path-dependent heat equation is equal to one-half times the second-order Malliavin derivative evaluated along the frozen path.
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Vol.30 from #AlexandrosSfakianakis via Alexandros G.Sfakianakis on Inoreader http://ift.tt/2nItCSB via IFTTT
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Background Although pneumonia is a leading cause of death in New York City (NYC), limited data exist about the settings in which pneumonia ...
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Summary We tested whether prophylactic droperidol and ondansetron, in combination with a moderate dose of dexamethasone, were equally effe...
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by Demin Li, Carol Bentley, Jenna Yates, Maryam Salimi, Jenny Greig, Sarah Wiblin, Tasneem Hassanali, Alison H. Banham Therapeutic monoclon...
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ACS Nano DOI: 10.1021/acsnano.6b08567 from #AlexandrosSfakianakis via Alexandros G.Sfakianakis on Inoreader http://ift.tt/2oNpdhD via...
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Abstract Background Head and neck extirpations requiring reconstruction are challenging surgeries with high postoperative complication r...
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List of the new elected members to the European Academy of Sciences from #AlexandrosSfakianakis via Alexandros G.Sfakianakis on Inoreader ...
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