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Stochastic Differential Equations

1991
In previous chapters stochastic differential equations have been mentioned several times in an informal manner. For instance, if M is a continuous local martingale, its exponential e(M) satisfies the equality $$\mathcal{E}{(M)_t} = 1 + \int_0^t {\mathcal{E}{{(M)}_s}} d{M_s};$$ this can be stated: e(M) is a solution to the stochastic differential
Daniel Revuz, Marc Yor
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On stochastic differential equations

Memoirs of the American Mathematical Society, 1951
openaire   +1 more source

A stochastic agent-based model of the SARS-CoV-2 epidemic in France

Nature Medicine, 2020
Nicolas Hoertel, Carlos Blanco, Frédéric Limosin   +2 more
exaly  

Detection methods for stochastic gravitational-wave backgrounds: a unified treatment

Living Reviews in Relativity, 2017
Joseph D Romano, Neil Cornish
exaly  

Stochastic Geometry for Modeling, Analysis, and Design of Multi-Tier and Cognitive Cellular Wireless Networks: A Survey

IEEE Communications Surveys and Tutorials, 2013
Hesham ElSawy, Ekram Hossain, Martin Haenggi   +2 more
exaly  

IQ-TREE: A Fast and Effective Stochastic Algorithm for Estimating Maximum-Likelihood Phylogenies

Molecular Biology and Evolution, 2015
Lam-Tung Nguyen, Heiko A Schmidt, Arndt von Haeseler   +2 more
exaly  

Stochastic differential equation

Metrika, 1986
openaire   +1 more source

Stochastic phase-change neurons

Nature Nanotechnology, 2016
Angeliki Pantazi, Manuel Le Gallo, Abu Sebastian   +2 more
exaly  

Slime mould algorithm: A new method for stochastic optimization

Future Generation Computer Systems, 2020
Hui-Ling Chen, Mingjing Wang, Ali Asghar Heidari   +2 more
exaly  

Stochastic models of intracellular transport

Reviews of Modern Physics, 2013
Paul Bressloff, Jay M Newby
exaly