Equations différentielles stochastiques singulièrement perturbées

Equations différentielles stochastiques singulièrement perturbées PDF Author: Nils Berglund
Publisher:
ISBN:
Category :
Languages : fr
Pages : 256

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LNM

LNM PDF Author:
Publisher:
ISBN:
Category : Probabilities
Languages : en
Pages : 548

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Contents of 1-14 (1966/67-1978/79) in v. 15 (1979/80).

Proceedings

Proceedings PDF Author: J. Azema
Publisher:
ISBN:
Category : Computers
Languages : en
Pages : 648

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Calcul Des Probabilities

Calcul Des Probabilities PDF Author: Jean-Michel Bismut
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Category : Mathematical statistics
Languages : en
Pages : 332

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Solutions faibles d'équations différentielles stochastiques et problèmes de martingales

Solutions faibles d'équations différentielles stochastiques et problèmes de martingales PDF Author: Mohamed Traki (auteur d'une thèse de sciences.)
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Category :
Languages : fr
Pages : 80

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Exposes

Exposes PDF Author: J. Azema
Publisher: Séminaire de Probabilités
ISBN:
Category : Mathematics
Languages : en
Pages : 568

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contribution à la théorie des équations différentielles stochastiques et aux temps locaux

contribution à la théorie des équations différentielles stochastiques et aux temps locaux PDF Author: Youssef Ouknine
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Languages : en
Pages :

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Stochastic Differential and Difference Equations

Stochastic Differential and Difference Equations PDF Author: Imre Csiszár
Publisher: Springer Science & Business Media
ISBN: 9780817639716
Category : Mathematics
Languages : en
Pages : 384

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Periodically Correlated Solutions to a Class of Stochastic Difference Equations.- On Nonlinear SDE'S whose Densities Evolve in a Finite-Dimensional Family.- Composition of Skeletons and Support Theorems.- Invariant Measure for a Wave Equation on a Riemannian Manifold.- Ergodic Distributed Control for Parameter Dependent Stochastic Semilinear Systems.- Dirichlet Forms, Caccioppoli Sets and the Skorohod Equation Masatoshi Fukushima.- Rate of Convergence of Moments of Spall's SPSA Method.- General Setting for Stochastic Processes Associated with Quantum Fields.- On a Class of Semilinear Stochastic Partial Differential Equations.- Parallel Numerical Solution of a Class of Volterra Integro-Differential Equations.- On the Laws of the Oseledets Spaces of Linear Stochastic Differential Equations.- On Stationarity of Additive Bilinear State-space Representation of Time Series.- On Convergence of Approximations of Ito-Volterra Equations.- Non-isotropic Ornstein-Uhlenbeck Process and White Noise Analysis.- Stochastic Processes with Independent Increments on a Lie Group and their Selfsimilar Properties.- Optimal Damping of Forced Oscillations Discrete-time Systems by Output Feedback.- Forecast of Lévy's Brownian Motion as the Observation Domain Undergoes Deformation.- A Maximal Inequality for the Skorohod Integral.- On the Kinematics of Stochastic Mechanics.- Stochastic Equations in Formal Mappings.- On Fisher's Information Matrix of an ARMA Process.- Statistical Analysis of Nonlinear and NonGaussian Time Series.- Bilinear Stochastic Systems with Long Range Dependence in Continuous Time.- On Support Theorems for Stochastic Nonlinear Partial Differential Equations.- Excitation and Performance in Continuous-time Stochastic Adaptive LQ-control.- Invariant Measures for Diffusion Processes in Conuclear Spaces.- Degree Theory on Wiener Space and an Application to a Class of SPDEs.- On the Interacting Measure-Valued Branching Processes.

Approximation et simulation d'équations différentielles stochastiques singulières

Approximation et simulation d'équations différentielles stochastiques singulières PDF Author: Thi Thao Nguyen (auteur d'une thèse de mathématiques))
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Category :
Languages : fr
Pages : 109

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EQUATIONS DIFFERENTIELLES STOCHASTIQUES MULTIVOQUES UNIDIMENSIONNELLES

EQUATIONS DIFFERENTIELLES STOCHASTIQUES MULTIVOQUES UNIDIMENSIONNELLES PDF Author: CHRISTINE.. MAROIS-BLOTTIAUX
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Languages : fr
Pages :

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