Results 281 to 290 of about 579,758 (339)

A Hitch-hiker’s Guide to Stochastic Differential Equations

, 2017
In this review, an overview of the recent history of stochastic differential equations (SDEs) in application to particle transport problems in space physics and astrophysics is given. The aim is to present a helpful working guide to the literature and at
R. D. Strauss, F. Effenberger
semanticscholar   +1 more source

Stochastic Differential Equations

1990
A stochastic (ordinary) differential equation (SDE) usually looks like this $$d{X^i}(t) = {\mu _i}(t,X(t))dt + \sum\limits_{j = 1}^d {{\sigma _{ij}}(t,X(t))d{B^j}(t),\quad 1 \leqslant i \leqslant n.} $$ (11.0.1)
Heinrich von Weizsäcker, Gerhard Winkler   +1 more
openaire   +1 more source

Stochastic differential equations

Stochastic differential equations serve as the foundation for many sections of applied sciences, such as mechanics, statistical physics, diffusion theory, cosmology, financial mathematics, economics, etc. The number of works devoted to various issues related to specific equations considered in individual areas of science listed above is very large.
openaire   +2 more sources

Stochastic Differential Equations

2014
Stochastic differential equations describe the time evolution of certain continuous n-dimensional Markov processes. In contrast with classical differential equations, in addition to the derivative of the function, there is a term that describes the random fluctuations that are coded as an Ito integral with respect to a Brownian motion. Depending on how
openaire   +1 more source

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
openaire   +1 more source

The Wiener-Askey Polynomial Chaos for Stochastic Differential Equations

SIAM Journal on Scientific Computing, 2002
Dongbin Xiu, G. Karniadakis
semanticscholar   +1 more source

Stochastic Partial Differential Equations

Computer Vision, 2021
Annika Lang
semanticscholar   +1 more source

Mathematical Control Theory for Stochastic Partial Differential Equations

Probability Theory and Stochastic Modelling, 2021
Qi Lü, Xu Zhang
semanticscholar   +1 more source

Stochastic differential equations : an introduction with applications

, 1987
B. Øksendal
semanticscholar   +1 more source

Numerical Solution of Stochastic Differential Equations

, 1992
P. Kloeden, E. Platen
semanticscholar   +1 more source