2 citations · 3 across the 11 of their papers we have counts for
4 papers · 1 filter
On Bernstein processes of maximal entropy
Pierre-A Vuillermot
In this article we define and investigate statistical operators and an entropy functional for Bernstein stochastic processes associated with hierarchies of forward-backward systems…
Global variational solutions to a class of fractional spde's on unbounded domains
Marco Dozzi, Rim Touibi, Pierre-A Vuillermot
In this article we prove new results regarding the existence and the uniqueness of global variational solutions to Neumann initial-boundary value problems for a class of non-autono…
On the time evolution of Bernstein processes associated with a class of parabolic equations
Pierre-A Vuillermot
In this article dedicated to the memory of Igor D. Chueshov, I first summarize in a few words the joint results that we obtained over a period of six years regarding the long-time…
Forward-backward systems of stochastic differential equations generated by Bernstein diffusions
Ana Bela Cruzeiro, Pierre-A. Vuillermot
In this short article we present new results that bring about hitherto unknown relations between certain Bernstein diffusions wandering in bounded convex domains of Euclidean space…