Author: Nils Berglund
Publisher:
ISBN:
Category :
Languages : fr
Pages : 256
Book Description
Equations différentielles stochastiques singulièrement perturbées
LNM
Author:
Publisher:
ISBN:
Category : Probabilities
Languages : en
Pages : 548
Book Description
Contents of 1-14 (1966/67-1978/79) in v. 15 (1979/80).
Publisher:
ISBN:
Category : Probabilities
Languages : en
Pages : 548
Book Description
Contents of 1-14 (1966/67-1978/79) in v. 15 (1979/80).
Proceedings
Author: J. Azema
Publisher:
ISBN:
Category : Computers
Languages : en
Pages : 648
Book Description
Publisher:
ISBN:
Category : Computers
Languages : en
Pages : 648
Book Description
Calcul Des Probabilities
Author: Jean-Michel Bismut
Publisher:
ISBN:
Category : Mathematical statistics
Languages : en
Pages : 332
Book Description
Publisher:
ISBN:
Category : Mathematical statistics
Languages : en
Pages : 332
Book Description
Solutions faibles d'équations différentielles stochastiques et problèmes de martingales
Author: Mohamed Traki (auteur d'une thèse de sciences.)
Publisher:
ISBN:
Category :
Languages : fr
Pages : 80
Book Description
Publisher:
ISBN:
Category :
Languages : fr
Pages : 80
Book Description
Exposes
Author: J. Azema
Publisher: Séminaire de Probabilités
ISBN:
Category : Mathematics
Languages : en
Pages : 568
Book Description
Publisher: Séminaire de Probabilités
ISBN:
Category : Mathematics
Languages : en
Pages : 568
Book Description
contribution à la théorie des équations différentielles stochastiques et aux temps locaux
Author: Youssef Ouknine
Publisher:
ISBN:
Category :
Languages : en
Pages :
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages :
Book Description
Stochastic Differential and Difference Equations
Author: Imre Csiszár
Publisher: Springer Science & Business Media
ISBN: 9780817639716
Category : Mathematics
Languages : en
Pages : 384
Book Description
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.
Publisher: Springer Science & Business Media
ISBN: 9780817639716
Category : Mathematics
Languages : en
Pages : 384
Book Description
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
Author: Thi Thao Nguyen (auteur d'une thèse de mathématiques))
Publisher:
ISBN:
Category :
Languages : fr
Pages : 109
Book Description
Publisher:
ISBN:
Category :
Languages : fr
Pages : 109
Book Description
EQUATIONS DIFFERENTIELLES STOCHASTIQUES MULTIVOQUES UNIDIMENSIONNELLES
Author: CHRISTINE.. MAROIS-BLOTTIAUX
Publisher:
ISBN:
Category :
Languages : fr
Pages :
Book Description
Publisher:
ISBN:
Category :
Languages : fr
Pages :
Book Description