„65C30“
Suchergebnisse
1.000+ Treffer
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Numerical solution of an inverse problem of coefficient recovering for a wave equation by a stochastic projection methods
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Stochastic polynomial chaos based algorithm for solving PDEs with random coefficients
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A note on the asymptotic stability of the semi-discrete method for stochastic differential equations
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Predictable solution for reflected BSDEs when the obstacle is not right-continuous
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BSDE with rcll reflecting barrier driven by a Lévy process
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BSDEs with right upper-semicontinuous reflecting obstacle and stochastic Lipschitz coefficient
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Using maximum cross section method for filtering jump-diffusion random processes
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Maximum cross section method in the filtering problem for continuous systems with Markovian switching
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Statistical analysis of diffusion systems with invariants
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A τ-Power Stochastic Rayleigh Diffusion Model: Computational Aspects, Simulation and Predictive Analysis
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A note on Euler approximations for stochastic differential equations involving the local time at point zero
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Parameters estimation of the Rayleigh diffusion process: Inference aspects and application to real data
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Stochastic Galerkin Reduced Basis Methods for Parametrized Linear Convection−Diffusion−Reaction Equations
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Strong and Weak Approximation of Semilinear Stochastic Evolution Equations
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A second-order weak approximation of SDEs using a Markov chain without Lévy area simulation
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Global sensitivity analysis for a stochastic flow problem
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On solving stochastic differential equations
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A third-order weak approximation of multidimensional Itô stochastic differential equations
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Strong rate of convergence for the Euler–Maruyama approximation of one-dimensional stochastic differential equations involving the local time at point zero
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A second-order discretization for forward-backward SDEs using local approximations with Malliavin calculus