Results 71 to 80 of about 134 (133)
Well-posedness for a stochastic 2D Euler equation with transport noise. [PDF]
Stoch Partial Differ Equ, 2023 Lang O, Crisan D.
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A Functional Limit Theorem for Waves Reflected by a Random Medium
, 1996 We introduce a class of distribution-valued stochastic processes that arise in the study of pulse reflection from random media and we analyze their asymptotic properties when they are scaled in a natural way.
George Papanicolaou, Sophie Weinryb
core
Diffusion approximation for hyperbolic stochastic differential equations
In this paper we show an approximation diffusion theorem for a stochastic integral equation on the plane driven by a two-parameter Wiener process. This result is obtained by means of the martingale problem approach for two-parameter processes.60H15 60G60
Nualart, David, Florit, Carme
core
Inverse problems and uncertainty quantification
, 2013 In a Bayesian setting, inverse problems and uncertainty quantification (UQ)— the propagation of uncertainty through a computational (forward) model—are strongly connected. In the form of conditional expectation the Bayesian update becomes computationally
Matthies, Hermann G. +1 more
core
Strong uniqueness for SDEs in Hilbert spaces with non-regular drift
, 2020 We prove pathwise uniqueness for a class of stochastic differential equations (SDE) on a Hilbert space with cylindrical Wiener noise, whose non-linear drift parts are sums of the subdifferential of a convex function and a bounded part. This generalizes a
G Da Prato +3 more
core
Computation of the Response Surface in the Tensor Train data format
, 2014 We apply the Tensor Train (TT) approximation to construct the Polynomial Chaos Expansion (PCE) of a random field, and solve the stochastic elliptic diffusion PDE with the stochastic Galerkin discretization.
Matthies, Hermann G. +3 more
core
A pathwise solution for nonlinear parabolic equations with stochastic perturbations
Open Mathematics, 2003 Iftimie Bogdan, Varsan Constantin
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The hyperbolic Anderson model: moment estimates of the Malliavin derivatives and applications. [PDF]
Stoch Partial Differ Equ, 2022 Balan RM +3 more
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The importance of strictly local martingales; applications to radial Ornstein-Uhlenbeck processes
For a wide class of local martingales (M-t) there is a default function, which is not identically zero only when (M-t) is strictly local, i.e. not a true martingale. This 'default' in the martingale property allows us to characterize the integrability of
core
An order approach to SPDEs with antimonotone terms. [PDF]
Stoch Partial Differ Equ, 2020 Scarpa L, Stefanelli U.
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