Abstract: The starting point is to rewrite the differential equation as an integral equation, which is then viewed as a functional equation. This makes obvious what the fixed point iteration should be ...

A formula for the transition density of a Markov process defined by an infinite-dimensional stochastic equation is given in terms of the Ornstein-Uhlenbeck bridge and a useful lower estimate on the ...

This is a preview. Log in through your library . Abstract We prove an exponential lower bound on the size of proofs in the proof system operating with ordered binary decision diagrams introduced by ...