4 citations · 13 across the 6 of their papers we have counts for
6 papers
Antithetic variates in higher dimensions
Sebastian del Baño Rollin, Joan-Andreu Lázaro-Camí
We introduce the concept of multidimensional antithetic as the absolute minimum of the covariance defined on the orthogonal group by where is a stand…
Monopoles in arbitrary dimension
Pablo Díaz, Joan-Andreu Lázaro-Camí
A self-contained study of monopole configurations of pure Yang-Mills theories and a discussion of their charges is carried out in the language of principal bundles. A n-dimensional…
The stochastic Hamilton-Jacobi equation
Joan-Andreu Lázaro-Camí, Juan-Pablo Ortega
We extend some aspects of the Hamilton-Jacobi theory to the category of stochastic Hamiltonian dynamical systems. More specifically, we show that the stochastic action satisfies th…
Superposition rules and stochastic Lie-Scheffers systems
Joan-Andreu Lázaro-Camí, Juan-Pablo Ortega
This paper proves a version for stochastic differential equations of the Lie-Scheffers Theorem. This result characterizes the existence of nonlinear superposition rules for the gen…
Reduction, reconstruction, and skew-product decomposition of symmetric stochastic differential equations
Joan-Andreu Lázaro-Camí, Juan-Pablo Ortega
We present reduction and reconstruction procedures for the solutions of symmetric stochastic differential equations, similar to those available for ordinary differential equations.…
Stochastic Hamiltonian dynamical systems
Joan-Andreu Lázaro-Camí, Juan-Pablo Ortega
We use the global stochastic analysis tools introduced by P. A. Meyer and L. Schwartz to write down a stochastic generalization of the Hamilton equations on a Poisson manifold that…