{"id":"https://openalex.org/W2083650671","doi":"https://doi.org/10.1214/ecp.v12-1324","title":"Dynamical properties and characterization of gradient drift diffusions","display_name":"Dynamical properties and characterization of gradient drift diffusions","publication_year":2007,"publication_date":"2007-01-01","ids":{"openalex":"https://openalex.org/W2083650671","doi":"https://doi.org/10.1214/ecp.v12-1324","mag":"2083650671"},"language":"en","primary_location":{"id":"doi:10.1214/ecp.v12-1324","doi":"https://doi.org/10.1214/ecp.v12-1324","is_oa":true,"landing_page_url":"https://doi.org/10.1214/ecp.v12-1324","pdf_url":"https://projecteuclid.org/journals/electronic-communications-in-probability/volume-12/issue-none/Dynamical-properties-and-characterization-of-gradient-drift-diffusions/10.1214/ECP.v12-1324.pdf","source":{"id":"https://openalex.org/S87494164","display_name":"Electronic Communications in Probability","issn_l":"1083-589X","issn":["1083-589X"],"is_oa":true,"is_in_doaj":true,"is_core":true,"listed_in":["anvur-class-a","anvur-scientific","cwts-core","doaj","dongbi-d","jufo-1","norway-1","poland-100","russia-white-list-3"],"host_organization":"https://openalex.org/P4310319881","host_organization_name":"Institute of Mathematical Statistics","host_organization_lineage":["https://openalex.org/P4310319881"],"host_organization_lineage_names":["Institute of Mathematical Statistics"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Electronic Communications in Probability","raw_type":"journal-article"},"volume":null,"type":"article","is_traditional":true,"indexed_in":["arxiv","crossref","datacite","doaj"],"open_access":{"is_oa":true,"oa_status":"gold","oa_url":"https://projecteuclid.org/journals/electronic-communications-in-probability/volume-12/issue-none/Dynamical-properties-and-characterization-of-gradient-drift-diffusions/10.1214/ECP.v12-1324.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5111846760","display_name":"S\u00e9bastien Darses","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I111088046","display_name":"Boston University","ror":"https://ror.org/05qwgg493","country_code":"US","type":"education","lineage":["https://openalex.org/I111088046"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"S\u00e9bastien Darses","raw_affiliation_strings":["Boston University"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Boston University","institution_ids":["https://openalex.org/I111088046"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5075482281","display_name":"Ivan Nourdin","orcid":"https://orcid.org/0000-0002-8742-0723","observed_orcids":["https://orcid.org/0000-0002-8742-0723"]},"institutions":[{"id":"https://openalex.org/I4405264447","display_name":"Universit\u00e9 Pierre-et-Marie-Curie","ror":"https://ror.org/01yvrd251","country_code":"FR","type":"education","lineage":["https://openalex.org/I39804081","https://openalex.org/I4405264447"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"Ivan Nourdin","raw_affiliation_strings":["University Paris VI"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University Paris VI","institution_ids":["https://openalex.org/I4405264447"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":{"value":675,"currency":"USD","value_usd":675},"apc_paid":{"value":675,"currency":"USD","value_usd":675},"fwci":0.8077,"has_fulltext":true,"cited_by_count":5,"citation_normalized_percentile":{"value":0.69254759,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":87,"max":92},"biblio":{"volume":"12","issue":"none","first_page":"390","last_page":"400"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11152","display_name":"Stochastic processes and statistical mechanics","score":0.4657999873161316,"subfield":{"id":"https://openalex.org/subfields/2610","display_name":"Mathematical Physics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T11152","display_name":"Stochastic processes and statistical mechanics","score":0.4657999873161316,"subfield":{"id":"https://openalex.org/subfields/2610","display_name":"Mathematical Physics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.3059000074863434,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10229","display_name":"Geometric Analysis and Curvature Flows","score":0.08269999921321869,"subfield":{"id":"https://openalex.org/subfields/2604","display_name":"Applied Mathematics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/brownian-motion","display_name":"Brownian motion","score":0.7440000176429749},{"id":"https://openalex.org/keywords/stochastic-differential-equations","display_name":"stochastic differential equations","score":0.6029999852180481},{"id":"https://openalex.org/keywords/martingale-problem","display_name":"martingale problem","score":0.8759999871253967},{"id":"https://openalex.org/keywords/diffusion-coefficient","display_name":"diffusion coefficient","score":0.414000004529953},{"id":"https://openalex.org/keywords/drift-vector","display_name":"drift vector","score":0.4790000021457672},{"id":"https://openalex.org/keywords/dynamic-characterization","display_name":"dynamic characterization","score":0.6029999852180481}],"concepts":[{"id":"https://openalex.org/C48406656","wikidata":"https://www.wikidata.org/wiki/Q534112","display_name":"Martingale (probability theory)","level":2,"score":0.7065650224685669},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6990670561790466},{"id":"https://openalex.org/C54207081","wikidata":"https://www.wikidata.org/wiki/Q937750","display_name":"Nabla symbol","level":3,"score":0.6020512580871582},{"id":"https://openalex.org/C112401455","wikidata":"https://www.wikidata.org/wiki/Q178036","display_name":"Brownian motion","level":2,"score":0.5526677370071411},{"id":"https://openalex.org/C2780841128","wikidata":"https://www.wikidata.org/wiki/Q5073781","display_name":"Characterization (materials science)","level":2,"score":0.5151735544204712},{"id":"https://openalex.org/C202444582","wikidata":"https://www.wikidata.org/wiki/Q837863","display_name":"Pure mathematics","level":1,"score":0.4570288062095642},{"id":"https://openalex.org/C41608201","wikidata":"https://www.wikidata.org/wiki/Q980509","display_name":"Embedding","level":2,"score":0.43151938915252686},{"id":"https://openalex.org/C37914503","wikidata":"https://www.wikidata.org/wiki/Q156495","display_name":"Mathematical physics","level":1,"score":0.3397260308265686},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.3267279863357544},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.27554720640182495},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.152949720621109},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.0},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.0},{"id":"https://openalex.org/C120665830","wikidata":"https://www.wikidata.org/wiki/Q14620","display_name":"Optics","level":1,"score":0.0},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.0},{"id":"https://openalex.org/C2779557605","wikidata":"https://www.wikidata.org/wiki/Q9890","display_name":"Omega","level":2,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0}],"mesh":[],"locations_count":8,"locations":[{"id":"doi:10.1214/ecp.v12-1324","doi":"https://doi.org/10.1214/ecp.v12-1324","is_oa":true,"landing_page_url":"https://doi.org/10.1214/ecp.v12-1324","pdf_url":"https://projecteuclid.org/journals/electronic-communications-in-probability/volume-12/issue-none/Dynamical-properties-and-characterization-of-gradient-drift-diffusions/10.1214/ECP.v12-1324.pdf","source":{"id":"https://openalex.org/S87494164","display_name":"Electronic Communications in Probability","issn_l":"1083-589X","issn":["1083-589X"],"is_oa":true,"is_in_doaj":true,"is_core":true,"listed_in":["anvur-class-a","anvur-scientific","cwts-core","doaj","dongbi-d","jufo-1","norway-1","poland-100","russia-white-list-3"],"host_organization":"https://openalex.org/P4310319881","host_organization_name":"Institute of Mathematical Statistics","host_organization_lineage":["https://openalex.org/P4310319881"],"host_organization_lineage_names":["Institute of Mathematical Statistics"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Electronic Communications in Probability","raw_type":"journal-article"},{"id":"pmh:oai:arXiv.org:math/0612413","doi":null,"is_oa":true,"landing_page_url":"http://arxiv.org/abs/math/0612413","pdf_url":"https://arxiv.org/pdf/math/0612413","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},{"id":"pmh:oai:orbilu.uni.lu:10993/19290","doi":null,"is_oa":true,"landing_page_url":"https://orbilu.uni.lu/handle/10993/19290","pdf_url":"https://orbilu.uni.lu/bitstream/10993/19290/1/1324-4398-1-PB.pdf","source":{"id":"https://openalex.org/S4306401815","display_name":"Open Repository and Bibliography (University of Luxembourg)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I186903577","host_organization_name":"University of Luxembourg","host_organization_lineage":["https://openalex.org/I186903577"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Electronic Communications in Probability, 12, 390-400 (2007)","raw_type":"http://purl.org/coar/resource_type/c_6501"},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.499.6547","doi":null,"is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.499.6547","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://orbilu.uni.lu/bitstream/10993/19290/1/1324-4398-1-PB.pdf","raw_type":"text"},{"id":"pmh:oai:CULeuclid:euclid.ecp/1465224980","doi":null,"is_oa":false,"landing_page_url":"https://projecteuclid.org/euclid.ecp/1465224980","pdf_url":null,"source":{"id":"https://openalex.org/S4306400787","display_name":"Project Euclid (Cornell University)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Text"},{"id":"pmh:oai:HAL:hal-00120426v1","doi":null,"is_oa":true,"landing_page_url":"https://hal.science/hal-00120426","pdf_url":null,"source":{"id":"https://openalex.org/S4306402512","display_name":"HAL","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I4405252976","host_organization_name":"Centre pour la Communication Scientifique Directe","host_organization_lineage":["https://openalex.org/I4405252976"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"2006","raw_type":"info:eu-repo/semantics/preprint"},{"id":"pmh:oai:HAL:hal-00204546v1","doi":null,"is_oa":false,"landing_page_url":"https://hal.science/hal-00204546","pdf_url":null,"source":{"id":"https://openalex.org/S4306402512","display_name":"HAL","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I4405252976","host_organization_name":"Centre pour la Communication Scientifique Directe","host_organization_lineage":["https://openalex.org/I4405252976"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Electronic Communications in Probability, 2007, 12 (37), pp.390-400","raw_type":"info:eu-repo/semantics/article"},{"id":"doi:10.48550/arxiv.math/0612413","doi":"https://doi.org/10.48550/arxiv.math/0612413","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.math/0612413","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Preprint"}],"best_oa_location":{"id":"doi:10.1214/ecp.v12-1324","doi":"https://doi.org/10.1214/ecp.v12-1324","is_oa":true,"landing_page_url":"https://doi.org/10.1214/ecp.v12-1324","pdf_url":"https://projecteuclid.org/journals/electronic-communications-in-probability/volume-12/issue-none/Dynamical-properties-and-characterization-of-gradient-drift-diffusions/10.1214/ECP.v12-1324.pdf","source":{"id":"https://openalex.org/S87494164","display_name":"Electronic Communications in Probability","issn_l":"1083-589X","issn":["1083-589X"],"is_oa":true,"is_in_doaj":true,"is_core":true,"listed_in":["anvur-class-a","anvur-scientific","cwts-core","doaj","dongbi-d","jufo-1","norway-1","poland-100","russia-white-list-3"],"host_organization":"https://openalex.org/P4310319881","host_organization_name":"Institute of Mathematical Statistics","host_organization_lineage":["https://openalex.org/P4310319881"],"host_organization_lineage_names":["Institute of Mathematical Statistics"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Electronic Communications in Probability","raw_type":"journal-article"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W2083650671.pdf","grobid_xml":"https://content.openalex.org/works/W2083650671.grobid-xml"},"referenced_works_count":15,"referenced_works":["https://openalex.org/W140231913","https://openalex.org/W286964292","https://openalex.org/W1530927473","https://openalex.org/W1554577510","https://openalex.org/W1580561995","https://openalex.org/W1607063699","https://openalex.org/W1981763541","https://openalex.org/W1998102429","https://openalex.org/W2001868151","https://openalex.org/W2008539029","https://openalex.org/W2047087270","https://openalex.org/W2130347245","https://openalex.org/W2151832703","https://openalex.org/W2167857476","https://openalex.org/W6723988814"],"related_works":["https://openalex.org/W7098565307","https://openalex.org/W6907390048","https://openalex.org/W2021620551","https://openalex.org/W1567926941","https://openalex.org/W7099170157","https://openalex.org/W2899838772","https://openalex.org/W2019186091","https://openalex.org/W2506267577","https://openalex.org/W2015899923","https://openalex.org/W2160255978"],"abstract_inverted_index":{"We":[0,22],"study":[1],"the":[2,6,27,35,56,59],"dynamical":[3],"properties":[4],"of":[5,41,58],"Brownian":[7],"diffusions":[8],"having":[9],"$\\sigma\\,{\\rm":[10],"Id}$":[11],"as":[12,19],"diffusion":[13],"coefficient":[14],"matrix":[15],"and":[16,54],"$b=\\nabla":[17],"U$":[18],"drift":[20],"vector.":[21],"characterize":[23],"this":[24],"class":[25],"through":[26],"equality":[28],"$D^2_+=D^2_-$,":[29],"where":[30],"$D_{+}$":[31],"(resp.":[32,37],"$D_-$)":[33],"denotes":[34],"forward":[36],"backward)":[38],"stochastic":[39],"derivative":[40],"Nelson's":[42],"type.":[43],"Our":[44],"proof":[45],"is":[46],"based":[47],"on":[48,55],"a":[49],"remarkable":[50],"identity":[51],"for":[52],"$D_+^2-D_-^2$":[53],"use":[57],"martingale":[60],"problem.":[61]},"counts_by_year":[{"year":2021,"cited_by_count":1}],"updated_date":"2026-11-04T10:54:05.112534","created_date":"2016-06-24T00:00:00"}
