Stochastic differential equation

Results: 319



#Item
191Physics / Scattering / Differential equation

JOURNAL OF GEOPHYSICAL RESEARCH, VOL. 108, NO. D15, 4484, doi:[removed]2002JD003288, 2003 Modeling lidar waveforms with time-dependent stochastic radiative transfer theory for remote estimations of forest structure Svetl

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Source URL: cybele.bu.edu

Language: English - Date: 2003-08-25 11:40:12
192Differential equations / Partial differential equations / Multivariable calculus / Stochastic differential equation / Martin Hairer / Ordinary differential equation / Nonlinear system / Kardar–Parisi–Zhang equation / Navier–Stokes equations / Calculus / Mathematical analysis / Mathematics

The Work of Martin Hairer Martin Hairer has made a major breakthrough in the study of stochastic partial differential equations by creating a new theory that provides tools for attacking problems that up to now had seeme

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Source URL: www.mathunion.org

Language: English - Date: 2014-08-16 15:21:46
193Differential equations / Numerical analysis / Stochastic processes / Stochastic calculus / Stochastic differential equation / Partial differential equation / Navier–Stokes equations / Normal distribution / Spectral method / Statistics / Mathematical analysis / Calculus

STOCHASTIC MODELING Stochastic Computational Fluid Mechanics Stochastic simulations in computational fluid dynamics let researchers model uncertainties

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Source URL: www.cfm.brown.edu

Language: English - Date: 2007-03-07 14:00:43
194Stochastic processes / Stochastic calculus / Exponentials / Log-normal distribution / Normal distribution / E / Central limit theorem / Stochastic differential equation / Random walk / Statistics / Mathematical analysis / Probability theory

Random Walks John Norstad [removed] http://www.norstad.org January 28, 2005

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Source URL: www.norstad.org

Language: English - Date: 2011-11-03 12:39:04
195Differential equations / Functional analysis / Stochastic calculus / Fourier analysis / Generalized functions / Partial differential equation / Convolution / Path integral formulation / Distribution / Mathematical analysis / Mathematics / Calculus

A stochastic modeling methodology based on weighted Wiener chaos and Malliavin calculus Xiaoliang Wana , Boris Rozovskiib , and George Em Karniadakisb,1 a Program in Applied and Computational Mathematics, Princeton Univ

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Source URL: www.cfm.brown.edu

Language: English - Date: 2009-08-25 11:34:41
196Orthogonal polynomials / Stochastic processes / Fourier analysis / Polynomials / Polynomial chaos / Gaussian quadrature / Dirac delta function / Partial differential equation / Hermite polynomials / Mathematical analysis / Statistics / Mathematics

SIAM J. SCI. COMPUT. Vol. 28, No. 3, pp. 901–928 c 2006 Society for Industrial and Applied Mathematics 

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Source URL: www.cfm.brown.edu

Language: English - Date: 2006-12-28 17:28:08
197Mathematical analysis / Stochastic differential equation / Linear programming / Convex optimization / Nonlinear programming / Optimization problem / Itō diffusion / Firefly algorithm / Mathematical optimization / Operations research / Mathematics

Global optimization of robust chance constrained problems Panos Parpas∗, Ber¸c Rustem∗ , Efstratios N. Pistikopoulos† March 30, 2007 Abstract

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Source URL: www.doc.ic.ac.uk

Language: English - Date: 2009-08-13 13:43:50
198Differential equations / Applied mathematics / Stochastic calculus / Operations research / Computational science / Stochastic differential equation / Stochastic / Numerical analysis / Bellman equation / Mathematics / Statistics / Mathematical optimization

Appendix A: Component Software Architecture 1 Introduction We outline the design of a component-based software architecture that analyses and values industrial investment projects. We use the contingent claim, or real o

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Source URL: www.doc.ic.ac.uk

Language: English - Date: 2002-05-24 04:44:48
199Stochastic processes / Time series analysis / STAR model / Autoregressive conditional heteroskedasticity / Nonlinear system / Logistic function / Stochastic volatility / Differential equation / Economic model / Statistics / Econometrics / Non-linear systems

Smooth Transition ARMAX Models in Twinkle. (Version[removed]Alexios Ghalanos May 25, 2014 Contents

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Source URL: bytebucket.org

Language: English - Date: 2014-09-18 03:31:51
200Differential equations / Stochastic calculus / Stochastic differential equation / Partial differential equation / Thorn / Polynomial chaos / Brownian motion / Mathematical optimization / Anglo-Saxon runes / Statistics / Stochastic processes / Probability theory

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Source URL: users.cms.caltech.edu

Language: English - Date: 2013-05-07 23:06:19
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