Results 11 to 20 of about 208,713 (299)
A Stochastic Partial Differential Equation Model for Limit Order Book Dynamics [PDF]
Social Science Research Network, 2019 We propose an analytically tractable class of models for the dynamics of a limit order book, described as the solution of a stochastic partial differential equation (SPDE) with multiplicative noise.
R. Cont, Marvin S. Müller
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Stability of Stochastic Partial Differential Equations
Axioms, 2023 In this paper, we study the stability of the stochastic parabolic differential equation with dependent coefficients. We consider the stability of an abstract Cauchy problem for the solution of certain stochastic parabolic differential equations in a Hilbert space.
Allaberen Ashyralyev, Ülker Okur
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Understanding the Stochastic Partial Differential Equation Approach to Smoothing [PDF]
Journal of Agricultural Biological and Environmental Statistics, 2019 Correlation and smoothness are terms used to describe a wide variety of random quantities. In time, space, and many other domains, they both imply the same idea: quantities that occur closer together are more similar than those further apart. Two popular
David L. Miller +2 more
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Analysis of a spatially inhomogeneous stochastic partial differential equation epidemic model [PDF]
Journal of Applied Probability, 2018 This work proposes and analyzes a family of spatially inhomogeneous epidemic models. This is our first effort to use stochastic partial differential equations (SPDEs) to model epidemic dynamics with spatial variations and environmental noise.
D. Nguyen, N. Nguyen, G. Yin
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Stochastic partial differential equation models for spatially dependent predator-prey equations [PDF]
Discrete & Continuous Dynamical Systems - B, 2018 Stemming from the stochastic Lotka-Volterra or predator-prey equations, this work aims to model the spatial inhomogeneity by using stochastic partial differential equations (SPDEs). Compared to the classical models, the SPDE model is more versatile.
N. Nguyen, George Yin
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Using Nonlinear Diffusion Model to Identify Music Signals
Advances in Mathematical Physics, 2021 In this paper, combined with the partial differential equation music signal smoothing model, a new music signal recognition model is proposed. Experimental results show that this model has the advantages of the above two models at the same time, which ...
Qiang Li
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Dynamic Behavior of a Stochastic Amensalism Population Model
Journal of Harbin University of Science and Technology, 2022 Aiming at the problem of biased symbiosis dynamics affected by environmental factors, according to the theory of stochastic differential equation, the stochastic biased symbiosis dynamics model is established by introducing white noise, and the dynamic ...
AI Xiao-hui, DENG Wen-bo, LI Peng-zhe
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Multivariate type G Matérn stochastic partial differential equation random fields [PDF]
Journal of The Royal Statistical Society Series B-statistical Methodology, 2016 For many applications with multivariate data, random‐field models capturing departures from Gaussianity within realizations are appropriate. For this reason, we formulate a new class of multivariate non‐Gaussian models based on systems of stochastic ...
D. Bolin, J. Wallin
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Renormalisation of Stochastic Partial Differential Equations
EMS Newsletter, 2020 Summary: We present the main ideas of the renormalisation of stochastic partial differential equations, as it appears in the theory of regularity structures. We informally discuss the regularisation of the noise, the transformation of the canonical model to the renormalised one, the space of the models and the underlying algebraic structure.
Bruned, Yvain +2 more
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Postprocessing for Stochastic Parabolic Partial Differential Equations [PDF]
SIAM Journal on Numerical Analysis, 2007 We investigate the strong approximation of stochastic parabolic partial differential equations with additive noise. We introduce postprocessing in the context of a standard Galerkin approximation, although other spatial discretizations are possible. In time, we follow [G. J. Lord and J. Rougemont, IMA J. Numer. Anal., 24 (2004), pp. 587-604] and use an
Gabriel J. Lord, Tony Shardlow
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