✦ LIBER ✦

Non-autonomous stochastic evolution equations and applications to stochastic partial differential equations

✍ Scribed by Mark C. Veraar

Publisher: Springer
Year: 2009
Tongue: English
Weight: 504 KB
Volume: 10
Category: Article
ISSN: 1424-3199
DOI: 10.1007/s00028-009-0041-7

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On non-degenerate quasi-linear stochasti

On non-degenerate quasi-linear stochastic partial differential equations

✍ István Gyöngy 📂 Article 📅 1995 🏛 Springer Netherlands 🌐 English ⚖ 724 KB

Stochastic Green's formula and applicati

Stochastic Green's formula and application to stochastic differential equations

✍ G Adomian; Leon H Sibul 📂 Article 📅 1977 🏛 Elsevier Science 🌐 English ⚖ 183 KB

Difference Methods for Stochastic Partia

Difference Methods for Stochastic Partial Differential Equations

✍ Ch. Roth 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 129 KB 👁 1 views

Backward stochastic differential equatio

Backward stochastic differential equations and applications to optimal control

✍ Shige Peng 📂 Article 📅 1993 🏛 Springer 🌐 English ⚖ 857 KB

Stepanov-like almost automorphy for stoc

Stepanov-like almost automorphy for stochastic processes and applications to stochastic differential equations

✍ Yong-Kui Chang; Zhi-Han Zhao; G.M. N’Guérékata; Ruyun Ma 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 239 KB

Approximation of Multiple Stochastic Int

Approximation of Multiple Stochastic Integrals and Its Application to Stochastic Differential Equations

✍ C.W. Li; X.Q. Liu 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 671 KB

As multiple stochastic integrals are not very easy to simulate, we would like to treat them as solutions of systems of stochastic differential equations and solve them successively and recursively approximated by the stochastic Taylor expansion as a Chen series in terms of a Philip Hall basis or Lyn