Stochastic differential equations

Results: 379



#Item
61Equations / Stochastic processes / Differential equations / Dynamical systems / Statistical mechanics / Stochastic differential equation / Optimal control / Partial differential equation / Hamilton–Jacobi–Bellman equation / Mathematical analysis / Mathematics / Calculus

Stochastic Differential Equations: Models and Numerics 1 Jesper Carlsson Kyoung-Sook Moon Anders Szepessy Ra´

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Source URL: people.kth.se

Language: English - Date: 2010-02-02 10:04:51
62Mathematics / Constructible universe / Envelope / Partial differential equation / Local martingale / Stochastic differential equation / Itō diffusion / Heat equation / Statistics / Differential equations / Mathematical analysis

Stochastic Target Games and Dynamic Programming via Regularized Viscosity Solutions∗ Bruno Bouchard† Marcel Nutz‡

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Source URL: www.math.columbia.edu

Language: English - Date: 2015-02-12 17:31:06
63Ordinary differential equations / Stochastic processes / Mathematics / Veracity / Method of undetermined coefficients / Equations / Differential equation / Logical truth

A Cellular Automaton for a Solvable Boltzmann Equation

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Source URL: www.complex-systems.com

Language: English - Date: 2013-03-26 14:30:37
64Numerical analysis / Stochastic processes / Monte Carlo methods / Differential equations / Polynomial chaos / Partial differential equation / Markov chain / Importance sampling / Stochastic / Statistics / Mathematics / Probability and statistics

Modeling of physical systems underspecified by data Daniel M. Tartakovsky Department of Mechanical & Aerospace Engineering University of California, San Diego

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Source URL: computerlectures.pnnl.gov

Language: English - Date: 2010-09-27 09:26:44
65Theory of computation / Control theory / Integer sequences / Stochastic differential equations / Binomial coefficient / Kalman filter / Mathematics / Algebra / Recurrence relation

Sequences Generated by Neuronal Automata with Memory

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Source URL: www.complex-systems.com

Language: English - Date: 2013-03-26 14:33:17
66Stochastic processes / Urn problem / Partial differential equations / Ordinary differential equation / Stochastic differential equation / Calculus / Mathematical analysis / Differential equations

January 20, 2003 Analytic Urns Philippe Flajolet, INRIA Rocquencourt, F. With Kim Gabarro and Helmut Pekari, Barcelona

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Source URL: algo.inria.fr

Language: English - Date: 2003-01-20 13:16:08
67Technology / Control theory / Stochastic differential equations / Business / Mathematical optimization / Logistics / Manufacturing / Stockpile

Medium-term rail planning at Rio Tinto Iron Ore

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Source URL: www.mssanz.org.au

Language: English - Date: 2013-01-15 22:25:08
68Partial differential equations / Differential equations / Stochastic processes / Weinan E / Molecular dynamics / Navier–Stokes equations / Multigrid method / Multiscale modeling / Patch dynamics / Calculus / Mathematics / Mathematical analysis

Multiscale Modeling and Computation Weinan E and Bjorn Engquist M

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Source URL: croucher.math.ust.hk

Language: English - Date: 2005-05-02 21:37:15
69Sinc function / Cellular automaton / Continuous function / Dynamical system / Fourier analysis / Stochastic differential equations / Spectral theory of ordinary differential equations / Dirac delta function / Mathematical analysis / Mathematics / Signal processing

Cellular Automata and Continuous Functions: Negative Results

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Source URL: www.complex-systems.com

Language: English - Date: 2012-10-10 16:17:58
70Systems / Systems theory / Anosov diffeomorphism / Ergodic theory / Hyperbolic set / Mathematical analysis / Geodesic / Constructible universe / Structure / Dynamical systems / Hyperbolic geometry / Geometry

Submitted to the Annals of Probability arXiv: math.DS:SMOOTH APPROXIMATION OF STOCHASTIC DIFFERENTIAL EQUATIONS By David Kelly∗,‡ and Ian Melbourne†

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Source URL: www.dtbkelly.com

Language: English - Date: 2014-12-13 17:24:18
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