Results 281 to 290 of about 175,748 (328)

Control of Overfitting with Physics. [PDF]

open access: yesEntropy (Basel)
Kozyrev SV, Lopatin IA, Pechen AN.
europepmc   +1 more source

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
openaire   +4 more sources

ON STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS [PDF]

open access: possibleMathematics of the USSR-Sbornik, 1975
In this paper we consider the Cauchy problem for second-order stochastic partial differential equations of parabolic type. We study linear and nonlinear equations for filtering Markov diffusion processes. Theorems on the existence, uniqueness and smoothness of solutions are proved.Bibliography: 21 items.
openaire   +1 more source

Stochastic Partial Differential Equations

1996
In this chapter we will apply the general theory developed in Chapter 2 to solve various stochastic partial differential equations (SPDEs). In fact, as pointed out in Chapter 1, our main motivation for setting up this machinery was to enable us to solve some of the basic SPDEs that appear frequently in applications.
Tusheng Zhang   +3 more
openaire   +2 more sources

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