An integro-differential equation for the probability density of the generalized stochastic Ornstein–Uhlenbeck process with jump diffusion is considered for a special case of the Laplacian distribution of jumps. It is shown that for a certain ratio between the intensity of jumps and the speed of reversion, the fundamental solution can be found explicitly, as a finite sum. Alternatively, the fundamental solution can be represented as converging power series. The properties of this solution are investigated. The fundamental solution makes it possible to obtain explicit formulas for the density at each instant of time, which is important, for example, for testing numerical methods.
{"title":"The fundamental solution of the master equation for a jump-diffusion Ornstein–Uhlenbeck process","authors":"Olga S. Rozanova, Nikolai A. Krutov","doi":"10.1002/mana.202300200","DOIUrl":"10.1002/mana.202300200","url":null,"abstract":"<p>An integro-differential equation for the probability density of the generalized stochastic Ornstein–Uhlenbeck process with jump diffusion is considered for a special case of the Laplacian distribution of jumps. It is shown that for a certain ratio between the intensity of jumps and the speed of reversion, the fundamental solution can be found explicitly, as a finite sum. Alternatively, the fundamental solution can be represented as converging power series. The properties of this solution are investigated. The fundamental solution makes it possible to obtain explicit formulas for the density at each instant of time, which is important, for example, for testing numerical methods.</p>","PeriodicalId":49853,"journal":{"name":"Mathematische Nachrichten","volume":"297 8","pages":"3052-3063"},"PeriodicalIF":0.8,"publicationDate":"2024-05-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140934872","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
R. Shimizu, Isomorphisms of Galois groups of number fields with restricted ramification, Math. Nachr. 296 (2023), 3026–3033. https://doi.org/10.1002/mana.202100438
References for this article are updated.
We apologize for this error.
R.Shimizu, Isomorphisms of Galois groups of number fields with restricted ramification, Math. Nachr.Nachr. 296 (2023),3026-3033。本文的 https://doi.org/10.1002/mana.202100438References 已更新。对此错误,我们深表歉意。
{"title":"Correction to “Isomorphisms of Galois groups of number fields with restricted ramification”","authors":"","doi":"10.1002/mana.202480013","DOIUrl":"10.1002/mana.202480013","url":null,"abstract":"<p>R. Shimizu, <i>Isomorphisms of Galois groups of number fields with restricted ramification</i>, Math. Nachr. <b>296</b> (2023), 3026–3033. https://doi.org/10.1002/mana.202100438</p><p>References for this article are updated.</p><p>We apologize for this error.</p>","PeriodicalId":49853,"journal":{"name":"Mathematische Nachrichten","volume":"297 5","pages":"1978"},"PeriodicalIF":1.0,"publicationDate":"2024-05-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://onlinelibrary.wiley.com/doi/epdf/10.1002/mana.202480013","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140833952","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}