On the Factorization of Non-Negative Definite Matrices
Mark Iosifovich Freidlin · Theory of Probability and Its Applications · 1968
Previous article Next article On the Factorization of Non-Negative Definite MatricesM. I. FreidlinM. I. Freidlinhttps://doi.org/10.1137/1113046PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] Kiyosi Ito, On stochastic differential equations, Mem. Amer. Math. Soc., 1951 (1951), 51– MR0040618 (12,724a) 0054.05803 Google Scholar[2A] Kiyosi Itô, Stochastic differential equations in a differentiable manifold, Nagoya Math. J., 1 (1950), 35–47 MR0038596 (12,425g) 0039.35103 CrossrefGoogle Scholar[2B] Kiyosi Itô, Stochastic differential equations in a differentiable manifold. II, Mem. Coll. Sci. Univ. Kyoto Ser. A. Math., 28 (1953), 81–85 MR0060180 (15,636a) 0053.27302 CrossrefGoogle Scholar[3] M. I. Frei˘dlin, Ito's stochastic equations and degenerate elliptic equations, Izv. Akad. Nauk SSSR Ser. Mat., 26 (1962), 653–676, (In Russian.) MR0145581 (26:3111) Google Scholar[4] M. I. Freidlin, A note on generalized solution of the Dirichlet problem, Theory Prob. Applications, 10 (1965), 161–164 10.1137/1110019 LinkGoogle Scholar Previous article Next article FiguresRelatedReferencesCited byDetails Existence and uniqueness of large solutions for a class of non-uniformly elliptic semilinear equations17 December 2018 | Journal d'Analyse Mathématique, Vol. 136, No. 1 Cross Ref Computing a high-dimensional euclidean embedding from an arbitrary smooth riemannian metricACM Transactions on Graphics, Vol. 37, No. 4 Cross Ref Pathwise nonuniqueness for the SPDEs of some super-Brownian motions with immigrationThe Annals of Probability, Vol. 43, No. 6 Cross Ref Degenerate parabolic stochastic partial differential equationsStochastic Processes and their Applications, Vol. 123, No. 12 Cross Ref On Second Order Elliptic Equations with a Small ParameterCommunications in Partial Differential Equations, Vol. 38, No. 10 Cross Ref Particle-based anisotropic surface meshingACM Transactions on Graphics, Vol. 32, No. 4 Cross Ref On Factorizations of Smooth Nonnegative Matrix-Values Functions and on Smooth Functions with Values in Polyhedra19 March 2008 | Applied Mathematics and Optimization, Vol. 58, No. 3 Cross Ref Stochastic differential equations with polar-decomposed Lévy measures and applications to stochastic optimizationFrontiers of Mathematics in China, Vol. 2, No. 4 Cross Ref Evolution of discrete populations and the canonical diffusion of adaptive dynamicsThe Annals of Applied Probability, Vol. 17, No. 1 Cross Ref Stochastic methods for Dirichlet problems3 September 2005 | Journal of Mathematical Modelling and Algorithms, Vol. 4, No. 3 Cross Ref Homogenization of degenerate second-order PDE in periodic and almost periodic environments and applicationsAnnales de l'Institut Henri Poincaré C, Analyse non linéaire, Vol. 22, No. 5 Cross Ref Homogenization of “Viscous” Hamilton–Jacobi Equations in Stationary Ergodic MediaCommunications in Partial Differential Equations, Vol. 30, No. 3 Cross Ref Estimation of the coefficients in the parabolic equation by the statistical simulation of diffusion trajectoriesRussian Journal of Numerical Analysis and Mathematical Modelling, Vol. 18, No. 4 Cross Ref MODELLING OF HIGH-DIMENSIONAL DIFFUSION STOCHASTIC PROCESS WITH NONLINEAR COEFFICIENTS FOR ENGINEERING APPLICATIONS — PART I: APPROXIMATIONS FOR EXPECTATION AND VARIANCE OF NONSTATIONARY PROCESS21 November 2011 | Mathematical Models and Methods in Applied Sciences, Vol. 09, No. 08 Cross Ref On the Continuity of themth Root of a Continuous Nonnegative Definite Matrix-valued FunctionJournal of Mathematical Analysis and Applications, Vol. 209, No. 1 Cross Ref Lévy measure with generalized polar decomposition and the associated sde with jumps4 April 2007 | Stochastics and Stochastic Reports, Vol. 38, No. 2 Cross Ref An Approach to Controlled Diffusion ProcessesN. 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I. Freidlin17 July 2006 | Theory of Probability & Its Applications, Vol. 14, No. 1AbstractPDF (550 KB) Volume 13, Issue 2| 1968Theory of Probability & Its Applications History Submitted:30 October 1967Published online:28 July 2006 InformationCopyright © 1968 © Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1113046Article page range:pp. 354-356ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics