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ansobol sde [30 articles]

最近 ansobol さんのライブラリに追加された論文の中から タグ sde. You can also see everyone's sde.
  • An elementary approach to Stochastic Differential Equations using the infinitesimals
    (22 Jul 2008)
    by Vieri Benci, Stefano Galatolo, Marco Ghimenti
    posted to brownian-motion nonstandard-analysis sde by ansobol on 2008-07-23 11:05:00 as **
  • Weak approximation of stochastic partial differential equations: the non linear case
    (8 Apr 2008)
    by Arnaud Debussche
    posted to numerical sde by ansobol on 2008-04-10 06:20:36 as **
  • Stochastic Dynamical Structure (SDS) of Nonequilibrium Processes in the Absence of Detailed Balance. III: potential function in local stochastic dynamics and in steady state of Boltzmann-Gibbs type distribution function
    (2 Apr 2008)
    by P Ao
    posted to sde by ansobol on 2008-04-10 05:53:16 as **
  • Stochastic Dynamical Structure (SDS) of Nonequilibrium Processes in the Absence of Detailed Balance. II: construction of SDS with nonlinear force and multiplicative noise
    (31 Mar 2008)
    by P Ao
    posted to sde by ansobol on 2008-04-10 05:52:48 as **
  • Structure of Stochastic Dynamics near Fixed Points
    (13 Jun 2005)
    by Chulan Kwon, Ping Ao, David J Thouless
    posted to boltzmann sde by ansobol on 2008-04-10 05:52:00 as **
  • Boltzmann-Gibbs Preserving Stochastic Variational Integrator
    (28 Jan 2008)
    by Nawaf Bou-Rabee, Houman Owhadi
    posted to langevin sde symplectic-integrator by ansobol on 2008-01-31 08:54:55 as **
  • Time discretization and Markovian iteration for coupled FBSDEs
    (21 Jan 2008)
    by Christian Bender, Jianfeng Zhang
    posted to fbm numerical sde by ansobol on 2008-01-22 06:42:34 as **
  • Stochastic integration based on simple, symmetric random walks
    (23 Dec 2007)
    by Tamás Szabados, Balázs Székely
    posted to brownian-motion discrete random-walk sde by ansobol on 2007-12-28 08:52:13 as **
  • Constrained BSDE and Viscosity Solutions of Variation Inequalities
    (3 Dec 2007)
    by Shige Peng, Mingyu Xu
    posted to sde viscosity-solution by ansobol on 2007-12-04 19:16:38 as **
  • On the stochastic Burgers equation with some applications to turbulence and astrophysics
    (5 Nov 2007)
    by Andrew Neate, Aubrey Truman
    posted to burgers sde by ansobol on 2007-11-06 09:37:48 as **
  • Closed-Form Likelihood Expansions for Multivariate Diffusions
    The Annals of Statistics
    by Yacine Aït-Sahalia
    posted to sde by ansobol on 2007-11-05 19:23:00 as ** along with 1 person Borelli
  • Stochastic Lie group integrators
    (16 Oct 2007)
    by Simon JA Malham, Anke Wiese
    posted to lie-group numeric sde by ansobol on 2007-10-18 19:29:42 as ** along with 1 person and 1 group jn221 Numerics
  • On the Relationship between Mutual Information and Minimum Mean-Square Errors in Stochastic Dynamical Systems
    (5 Oct 2007)
    by Francisco J Piera, Patricio Parada
    posted to dynamical-system entropy information ito sde by ansobol on 2007-10-09 20:59:29 as **
  • Analysis of equilibrium states of Markov solutions to the 3D Navier-Stokes equations driven by additive noise
    (20 Sep 2007)
    by Marco Romito
    posted to dynamical-system hyperbolic-system navier-stokes random sde by ansobol on 2007-09-21 09:11:53 as **
  • Generalized solutions of the Cauchy problem for the Navier-Stokes system and diffusion processes
    (7 Sep 2007)
    by S Albeverio, Ya
    posted to diffusion navier-stokes sde by ansobol on 2007-09-10 19:48:55 as **
  • Runge-Kutta Methods for Stochastic Differential Equations
    Annals of Numer. Math., Vol. 1 (1994), pp. 63-78.
    by K Burrage, E Platen
    posted to numerical sde by ansobol on 2007-06-29 13:03:43 as ** along with 1 person Borelli
  • Optimal pointwise approximation of stochastic differential equations driven by fractional Brownian motion
    (18 Jun 2007)
    by Andreas Neuenkirch
    posted to fbm sde by ansobol on 2007-06-19 06:49:35 as **
  • Existence and Stability for Fokker-Planck equations with log-concave reference measure
    (19 Apr 2007)
    by Luigi Ambrosio, Giuseppe Savare, Lorenzo Zambotti
    posted to fokker-planck markov-process sde transport by ansobol on 2007-04-22 08:20:29 as **
  • Stochastic Differential Equations: An Introduction with Applications (Universitext)
    (22 December 2005)
    by Bernt Oksendal
    posted to sde by ansobol on 2007-04-11 18:51:18 as ** along with 4 people Borelli alexv nmdang felixmiguelc
  • Numerical Solution of Stochastic Differential Equations (Stochastic Modelling and Applied Probability)
    (28 November 2000)
    by Peter E Kloeden, Eckhard Platen
    posted to algorithm numerical probability sde by ansobol on 2007-04-11 18:49:43 as ** along with 3 people Borelli nmdang felixmiguelc
  • An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations
    SIAM Review, Vol. 43, No. 3. (2001), pp. 525-546.
    by Desmond
    posted to numerical sde by ansobol on 2007-03-20 19:46:40 as ** along with 3 people Borelli jjray Guff32
  • The Numerical Algorithms and simulations for BSDEs
    (28 Nov 2006)
    by Shige Peng, Mingyu Xu
    posted to algorithm discrete finance sde by ansobol on 2006-11-29 10:16:56 as ** along with 1 person gane5h
  • Statistical Aspects of the Fractional Stochastic Calculus
    (11 Sep 2006)
    by Ciprian A Tudor, Frederi G Viens
    posted to fbm probability-course sde stochastic-calculus by ansobol on 2006-09-12 09:46:31 as **
  • [cond-mat/0408507] Stochastic nonlinear differential equation generating 1/f noise
    posted to 1f-noise probability sde by ansobol on 2006-08-19 18:11:14 as ** along with 1 person proportional
  • From Random Matrices to Stochastic Operators
    (19 Jul 2006)
    by Alan Edelman, Brian D Sutton
    posted to discrete finite-difference matrix numerical random random-matrix sde by ansobol on 2006-07-20 14:00:48 as ** along with 2 people RMT proportional
  • On the absolute continuity of Lévy processes with drift
    (30 Jun 2006)
    by Ivan Nourdin, Thomas Simon
    posted to levy sde by ansobol on 2006-07-03 09:26:15 as **
  • Linear Stochastic Differential Equations Driven by a Fractional Brownian Motion with Hurst Parameter less than 1/2
    (28 Mar 2006)
    by Jorge A Leon, Jaime San Martin
    posted to brownian-motion fbm sde by ansobol on 2006-03-30 06:07:06 as **
  • Non-negativity preserving numerical algorithms for stochastic differential equations
    (30 Sep 2005)
    by Esteban Moro, Henri Schurz
    posted to algorithm numerical sde by ansobol on 2005-10-04 18:52:56 as **
  • Recursive computation of the invariant measure of a stochastic differential equation driven by a Lévy process
    (30 Sep 2005)
    by Fabien Panloup
    posted to levy-process sde by ansobol on 2005-10-04 18:52:39 as **
  • Stochastic Differential Equations: A Wiener Chaos Approach
    (27 April 2005)
    by SV Lototsky, BL Rozovskii
    posted to brownian-motion sde wiener-chaos by ansobol on 2005-04-29 07:32:44 as **
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