Results 141 to 150 of about 195,324 (154)

Numerical approach for solving stochastic Volterra–Fredholm integral equations by stochastic operational matrix

Computers and Mathematics With Applications, 2012
Morteza Khodabin
exaly  

Strong Approximation of Iterated Ito and Stratonovich Stochastic Integrals Based on Generalized Multiple Fourier Series. Application to Numerical Solution of Ito SDEs and Semilinear SPDEs (Extended Version). arXiv:2003.14184v16 [math.PR], 2021, 675 pp.

2021
openaire   +1 more source

Mean-square approximation of iterated Ito and Stratonovich stochastic integrals of multiplicities 1 to 6 from the Taylor-Ito and Taylor-Stratonovich expansions using Legendre polynomials. arXiv:1801.00231v14 [math.PR], 2021, 79 pp. Section 6 is extended.

2021
openaire   +1 more source

A Safety Analysis Method With Correlation of States for Integrated Modular Avionics Systems Based on an Extended Generalized Stochastic Petri Net

2016
Rongbin Han, Shihai Wang
openaire   +1 more source

Stochastic response determination and optimization of a class of nonlinear electromechanical energy harvesters: A Wiener path integral approach

Probabilistic Engineering Mechanics, 2018
Ioannis Petromichelakis, Apostolos F Psaros   +1 more
exaly  

The time-dependent j-flux method for stochastic simulations of multistage bimolecular photoinduced electron transfer within the extended integral encounter theory

AIP Conference Proceedings, 2018
openaire   +1 more source

An efficient computational method for solving nonlinear stochastic Itô integral equations: Application for stochastic problems in physics

Journal of Computational Physics, 2015
Mohammad Hossein Heydari, Carlo Cattani
exaly  

Integrated mission reliability modeling for multistate manufacturing systems considering heterogeneous feedstocks based on extended stochastic flow manufacturing network

Reliability Engineering & System Safety
Jinyong Yao, Zhanfei Gao, Yihai He, Chong Peng   +3 more
openaire   +1 more source

Well-posedness and regularity of backward stochastic Volterra integral equations

Probability Theory and Related Fields, 2007
Jiongmin Yong
exaly  

Efficient stochastic thermostatting of path integral molecular dynamics

Journal of Chemical Physics, 2010
Michele Ceriotti, Michele Parrinello, Thomas E Markland   +2 more
exaly