Results 141 to 150 of about 211 (177)

The Law of the Euler Scheme for Stochastic Differential Equations : II. Convergence Rate of the Density

open access: yes, 1995
In the first part of this work~\cite{Bally-Talay-94-1} we have studied the approximation problem of $\ee f(X_T)$ by $\ee f(X_T^n)$, where $(X_t)$ is the solution of a stochastic differential equation, $(X^n_t)$ is defined by the Euler discretization ...
Talay, Denis, Bally, Vlad
core  

Stochastic Chlamydia Dynamics and Optimal Spread. [PDF]

open access: yesBull Math Biol, 2021
Enciso G, Sütterlin C, Tan M, Wan FYM.
europepmc   +1 more source

Translation and dispersion of mass by isotropic Brownian flows

open access: yes
We study the long-term translation and dispersion of a mass distribution carried by an isotropic Brownian flow on . We use the variance of the center of mass as a measure of translation and the mean of the centered spatial second moments as a measure of ...
Zirbel, Craig L.
core  

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