Results 141 to 150 of about 58,739 (167)

Stochastic Equations and Stochastic Methods in Partial Differential Equations

2006
In the first part of the paper, basic notions of stochastic analysis and probability theory are recalled, including the concept of stochastic integration, and some basic results of the theory of partial differential equations are reviewed. The second part of the paper is a review of applications of stochastic analysis techniques in deterministic PDE ...
openaire   +1 more source

Stochastic Integrals and Stochastic Functional Equations

SIAM Journal on Applied Mathematics, 1969
openaire   +1 more source

A review on estimation of stochastic differential equations for pharmacokinetic/pharmacodynamic models

Advanced Drug Delivery Reviews, 2013
Sophie Donnet, Adeline Samson
exaly  

A generalized spectral decomposition technique to solve a class of linear stochastic partial differential equations

Computer Methods in Applied Mechanics and Engineering, 2007
Anthony Nouy
exaly  

Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control

SIAM Journal on Control and Optimization, 1999
Zhen Wu
exaly  

A Systematic Method to Model Power Systems as Stochastic Differential Algebraic Equations

IEEE Transactions on Power Systems, 2013
Federico Milano
exaly  

An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations

SIAM Review, 2001
Desmond J Higham
exaly  

The hierarchical and perturbative forms of stochastic Schrödinger equations and their applications to carrier dynamics in organic materials

Wiley Interdisciplinary Reviews: Computational Molecular Science, 2019
Yaling Ke, Yi Zhao
exaly  

Generalized spectral decomposition method for solving stochastic finite element equations: Invariant subspace problem and dedicated algorithms

Computer Methods in Applied Mechanics and Engineering, 2008
Anthony Nouy
exaly  

Fuzzy and Set-Valued Stochastic Differential Equations With Local Lipschitz Condition

IEEE Transactions on Fuzzy Systems, 2015
Marek T Malinowski
exaly