Stochastic differential equations

Results: 379



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11Mathematical analysis / Distribution / Functional analysis / Lie algebras / Symbol / Table of stars with Bayer designations

April 25, 2013 (last update: March 14, LECTURE NOTES ON THE YAMADA–WATANABE CONDITION FOR THE PATHWISE UNIQUENESS OF SOLUTIONS OF CERTAIN STOCHASTIC DIFFERENTIAL EQUATIONS ¨

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Source URL: fam.tuwien.ac.at

Language: English - Date: 2016-03-14 06:12:30
12Mathematical analysis / Probability / Stochastic processes / Stochastic differential equations / Markov models / Signal processing / Stationary process / Derivative / Spectrum / Normal distribution / OrnsteinUhlenbeck process / Markov chain

STATIONARY TANGENT: THE DISCRETE AND NON-SMOOTH CASE U. KEICH Abstract. In [5] we define a stationary tangent process, or a locally optimal stationary approximation, to a real non-stationary smooth Gaussian process. Thi

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Source URL: www.maths.usyd.edu.au

Language: English - Date: 2002-12-09 16:28:18
13Calculus / Mathematical analysis / Statistical mechanics / Mathematics / Stochastic differential equations / Partial differential equations / Quantum field theory / Regularity structure / KardarParisiZhang equation / Dynamical system / Differential equation / Nonlinear system

Minerva Lecture Series Dates, Times, Locations February, 2014 5:30pm - 7pm Room 507 Math February 28, 2014

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Source URL: www.math.columbia.edu

Language: English - Date: 2014-02-06 14:15:52
14Physics / Mathematical analysis / Stochastic processes / Statistical mechanics / Differential equations / Quantum field theory / Multivariable calculus / Partial differential equation / Brownian motion / Renormalization / Stochastic calculus

XVII Escola Brasileira de Probabilidade Mambucaba, August 4-10, 2013. Program Hour

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Source URL: www.impa.br

Language: English - Date: 2013-07-25 11:03:48
15Mathematical analysis / Mathematics / Probability theory / Markov processes / Stochastic processes / Graph theory / Markov chain / Spectral theory / Ising model / Mixing / Decomposition of spectrum / Spectral theory of ordinary differential equations

Robustness of Markov processes on large networks R.S.MacKay Mathematics Institute and Centre for Complexity Science, University of Warwick, Coventry CV4 7AL, UK

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Source URL: www2.warwick.ac.uk

Language: English - Date: 1970-01-01 18:00:00
16Mathematical analysis / Probability / Statistics / Characteristic function / Probability theory / Normal distribution / Operator theory / Stochastic processes / Differential forms on a Riemann surface / Spectral theory of ordinary differential equations

arXiv:0909.1084v1 [math.PR] 6 SepA CLT for the L2 norm of increments of local times of L´evy processes as time goes to infinity Jay Rosen∗

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Source URL: arxiv.org

Language: English - Date: 2014-01-21 10:16:48
17Probability theory / Mathematical analysis / Stochastic calculus / Stochastic processes / Probability / Equations / Stochastic differential equation / It calculus / Control theory / Method of undetermined coefficients

JOURNAL OF ENVIRONMENTAL HYDROLOGY The Electronic Journal of the International Association for Environmental Hydrology On the World Wide Web at http://www.hydroweb.com

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Source URL: www.hydroweb.com

Language: English - Date: 2009-07-16 12:34:30
18Mathematical analysis / Mathematics / Stochastic differential equations / Analysis / Infinitesimal generator / Limit of a function / Limit superior and limit inferior / Table of stars with Bayer designations / It diffusion

PDF Document

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Source URL: www.math.csi.cuny.edu

Language: English - Date: 2009-05-03 17:58:38
19Probability theory / Stochastic processes / Mathematical analysis / Probability / Statistical mechanics / Lvy processes / Stochastic differential equations / Albert Einstein / Brownian motion / Local time / It diffusion / Wiener process

Acta Math., ), @ 2001 by Institut Mittag-Leflter. All rights reserved Thick points for planar Brownian motion and the ErdSs-Taylor conjecture on random walk by

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Source URL: www.math.csi.cuny.edu

Language: English - Date: 2009-05-03 17:58:33
20Mathematical analysis / Analysis / Mathematical optimization / Operations research / Stochastic optimization / Stochastic programming / Operator theory / Partial differential equations / Differential forms on a Riemann surface / NeumannPoincar operator

Microsoft Word - IBSDM&BI.doc

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Source URL: foibg.com

Language: English - Date: 2015-02-02 08:46:33
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