Results 131 to 140 of about 58,739 (167)

Stochastic partial differential equations

2014
Second order stochastic partial differential equations are discussed from a rough path point of view. In the linear and finite-dimensional noise case we follow a Feynman–Kac approach which makes good use of concentration of measure results, as those obtained in Sect. 11.2.
Peter K. Friz, Martin Hairer
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A Stochastic Integral Equation

SIAM Journal on Applied Mathematics, 1970
We investigate a stochastic integral equation of the form $x'(s) = y'(s) + \int_0^\alpha {K(s,t)dx(t)} $, where $y( s )$ is a process with orthogonal increments on the interval $T_\alpha = [0,\alpha ]$ and $K(s,t)$ is a continuous Fredholm or Volterra kernel on $T_\alpha \times T_\alpha $.
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Stochastic differential equations

2011
In this chapter we present some basic results on stochastic differential equations, hereafter shortened to SDEs, and we examine the connection to the theory of parabolic partial differential equations.
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Stochastically Forced Burgers Equation

1994
One of the first attempts to arrive at the statistical theory of turbulent fluid motion was the proposal by Burgers of his celebrated equation, which in one space dimension is $$ {\partial _t}{u_t}(x) = v\partial _x^2{u_t}(x) - {u_t}(x){\partial _x}{u_t}(x) $$ (1) where u t (x) is the velocity field and v is the viscosity.
Bertini L, CANCRINI, NICOLETTA, Jona Lasinio G.   +2 more
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MULTIVALUED STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS VIA BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONS

Stochastics and Dynamics, 2008
In this paper, we establish by means of Yosida approximation, the existence and uniqueness of the solution of a backward doubly stochastic differential equation whose coefficient contains the subdifferential of a convex function. We will use this result to prove the existence of stochastic viscosity solution for some multivalued parabolic stochastic ...
Boufoussi, B., Mrhardy, N.
openaire   +2 more sources

Stochastic Navier-Stokes Equations

Acta Applicandae Mathematicae, 1995
A survey of some results concerning the theory of stochastic Navier- Stokes equations is presented. The author gives a brief review of the deterministic theory of Navier-Stokes equations and then proves existence and uniqueness theorems for stochastic Navier-Stokes equations.
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Stochastic Equations Of Motion

2006
We have already observed that the full phase space description of a system of N particles (taking all 6N coordinates and velocities into account) requires the solution of the deterministic Newton (or Schrödinger) equations of motion, while the time evolution of a small subsystem is stochastic in nature.
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Trading Stochastic Equation

2019
The agent’s trading behavior is a typical stochastic process. The fluctuation and drift of the trading process are affected by many factors, including macro environmental factors and factors of the agent itself, thus forming an intricate network of internal and external factors.
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Stochastic growth equations and reparametrization invariance

Reviews of Modern Physics, 1996
Matteo Marsili, Amos Maritan, Flavio Toigo   +2 more
exaly  

The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations

SIAM Journal of Scientific Computing, 2002
Dongbin Xiu
exaly