Results 141 to 150 of about 208,713 (299)

Simulation of Stochastic Partial Differential Equations and Stochastic Active Contours [PDF]

, 2007
This thesis discusses several aspects of the simulation of stochastic partial differential equations. First, two fast algorithms for the approximation of infinite dimensional Gaussian random fields with given covariance are introduced.
Lang, Annika
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Hyperbolic stochastic partial differential equations driven by boundary noises [PDF]

, 2001
Olivier Lévêque
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Application of stochastic differential equations and real option theory in investment decision problems

, 2011
This thesis contains a discussion of four problems arising from the application of stochastic differential equations and real option theory to investment decision problems in a continuous-time framework.
Chavanasporn, Walailuck
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Strong solutions of semilinear stochastic partial differential equations [PDF]

, 2012
Martina Hofmanová
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Approximate solution to a hybrid model with stochastic volatility: a singular-perturbation strategy

, 2009
We study a hybrid model of Schobel-Zhu-Hull-White-type from a singular-perturbation-analysis perspective. The merit of the paper is twofold: On one hand, we find boundary conditions for the deterministic non-linear degenerate parabolic partial ...
Hendriks, H, Fatima, T, Grzelak, L
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Investigation of stochastic reaction-diffusion partial differential equations and of consistent stochastic differential equation models for one-locus and two-loci population genetics

, 2011
There are two main parts in this work separated into chapters 2 and 3 and chapters 4 and 5, respectively. In the first part, stochastic partial differential equations are derived for the reaction-diffusion process in one, two and three dimensions ...
Dogan, Elife
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How to solve the stochastic partial differential equation that gives a\n Mat\\'ern random field using the finite element method [PDF]

, 2018
Haakon Bakka
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Random attractors for locally monotone stochastic partial differential equations [PDF]

, 2020
Benjamin Gess, Wei Liu, Andre Schenke
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Optimal control for stochastic partial differential equations and viscosity solutions of Bellman equations [PDF]

, 1991
Makiko Nisio
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Onsager-Machlup action functional for stochastic partial differential equations with Levy noise [PDF]

, 2020
Jianyu Hu, Jinqiao Duan
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