Results 151 to 160 of about 199,250 (207)

Talagrand concentration inequalities for stochastic partial differential equations

Stochastics and Partial Differential Equations: Analysis and Computations, 2017
One way to define the concentration of measure phenomenon is via Talagrand inequalities, also called transportation-information inequalities. That is, a comparison of the Wasserstein distance from the given measure to any other absolutely continuous ...
D. Khoshnevisan, Andrey Sarantsev
semanticscholar   +1 more source

Mathematical Control Theory for Stochastic Partial Differential Equations

Probability Theory and Stochastic Modelling, 2021
Qi Lü, Xu Zhang
semanticscholar   +1 more source

Stochastic Differential Equations, Backward SDEs, Partial Differential Equations

2014
This research monograph presents results to researchers in stochastic calculus, forward and backward stochastic differential equations, connections between diffusion processes and second order partial differential equations (PDEs), and financial mathematics.
Pardoux, Etienne, Răşcanu, Aurel
openaire   +1 more source

Adaptive Concepts for Stochastic Partial Differential Equations

Journal of Scientific Computing, 2019
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Andreas Prohl, Christian Schellnegger
openaire   +1 more source

Stochastic Partial Differential Equations

2012
A brief discussion on the relevance of stochastic partial differential equations (SPDEs) in Sect. 9.1 is followed by a review of the type of SPDEs studied in the mathematical literature (Sect. 9.2). Section 9.3 shows that SPDEs can be solved by the methods in Chaps. 7 and 8 via time and space discretization.
openaire   +1 more source

Stochastic Partial Differential Equations in Fluid Mechanics

Lecture notes in mathematics, 2023
F. Flandoli, Eliseo Luongo
semanticscholar   +1 more source

Exponential moments for numerical approximations of stochastic partial differential equations

Stochastics and Partial Differential Equations: Analysis and Computations, 2016
Stochastic partial differential equations (SPDEs) have become a crucial ingredient in a number of models from economics and the natural sciences. Many SPDEs that appear in such applications include non-globally monotone nonlinearities. Solutions of SPDEs
Arnulf Jentzen, Primož Pušnik
semanticscholar   +1 more source

Stochastic Partial Differential Equations

2016
So far, we have discussed discrete interface models. Taking their (mesoscopic) continuum limit, as a time evolution of interfaces or some other related physical order parameters, one would expect to obtain stochastic partial differential equations (SPDEs), which are partial differential equations having stochastic terms such as a space-time Gaussian ...
openaire   +1 more source

On martingale solutions of stochastic partial differential equations with Lévy noise

Theory of Probability and Mathematical Statistics, 2021
V. Mandrekar, U. Naik-Nimbalkar
semanticscholar   +1 more source

Stochastic Partial Differential Equations

2007
Preliminaries Introduction Some Examples Brownian Motions and Martingales Stochastic Integrals Stochastic Differential Equations of Ito Type Levy Processes and Stochastic Integrals Stochastic Differential Equations of Levy Type Comments Scalar Equations of First Order Introduction Generalized Ito's Formula Linear Stochastic Equations Quasilinear ...
openaire   +1 more source