A theorem is proved that allows to use approximations for construction of the Karhunen-Loeve model of stochastic process with known correlation function
For the stochastic partial differential equation $\frac{\partial u}{\partial t}=\mathcal L u +u\dot...
We carry on an exploration of Lévy processes, focusing on instrumental definitions that ease our way...
This paper provides an introduction to stochastic calculus and stochastic differential equations, in...
A random process can be represented as a series expansion involving a complete set of deterministic ...
In the paper the simulation of stochastic processes is considered. For this purpose the estimation f...
AbstractLet B1, B2, ... be a sequence of independent, identically distributed random variables, letX...
We prove an analogue of the Stroock–Varadhan theorem for stochastic flows describing a motion of int...
AbstractWe obtain the explicit Karhunen–Loeve decomposition of a Gaussian process generated as the l...
In this paper we present a result on convergence of approximate solutions of stochastic differential...
AbstractIn this paper, we consider the diffusion approximations of some stochastic processes with di...
International audienceThe use of reduced basis has spread to many scientific fields for the last fif...
Differential equations have been used to model physical systems, but in many processes this has not ...
The well known Fokker-Plank-Kolmogorov Equation Method has been developed to study random vibration ...
In this paper, general order conditions and a global convergence proof are given for stochastic Rung...
We propose to approximate a model for repeated measures that incorporated random effects, correlate...
For the stochastic partial differential equation $\frac{\partial u}{\partial t}=\mathcal L u +u\dot...
We carry on an exploration of Lévy processes, focusing on instrumental definitions that ease our way...
This paper provides an introduction to stochastic calculus and stochastic differential equations, in...
A random process can be represented as a series expansion involving a complete set of deterministic ...
In the paper the simulation of stochastic processes is considered. For this purpose the estimation f...
AbstractLet B1, B2, ... be a sequence of independent, identically distributed random variables, letX...
We prove an analogue of the Stroock–Varadhan theorem for stochastic flows describing a motion of int...
AbstractWe obtain the explicit Karhunen–Loeve decomposition of a Gaussian process generated as the l...
In this paper we present a result on convergence of approximate solutions of stochastic differential...
AbstractIn this paper, we consider the diffusion approximations of some stochastic processes with di...
International audienceThe use of reduced basis has spread to many scientific fields for the last fif...
Differential equations have been used to model physical systems, but in many processes this has not ...
The well known Fokker-Plank-Kolmogorov Equation Method has been developed to study random vibration ...
In this paper, general order conditions and a global convergence proof are given for stochastic Rung...
We propose to approximate a model for repeated measures that incorporated random effects, correlate...
For the stochastic partial differential equation $\frac{\partial u}{\partial t}=\mathcal L u +u\dot...
We carry on an exploration of Lévy processes, focusing on instrumental definitions that ease our way...
This paper provides an introduction to stochastic calculus and stochastic differential equations, in...
.png%3Fwidth%3D300&w=3840&q=75)
Add to ORKG