AbstractThe input-output point of view for the Itô equation to avoid stochastic integration is related to the stochastic-operator approach for a physically reasonable robust mathematical model
Summary. In this paper we describe how stochastic dierential-algebraic equations (SDAEs) arise as a ...
We consider stochastic differential equations for a variable q with multiplicative white and non...
This dissertation studies some problems for stochastic partial differential equations, in particular...
AbstractThe input-output point of view for the Itô equation to avoid stochastic integration is relat...
White noise is often regarded as the informal nonexistent derivative B˙(t) of a Brownian motion B˙(t...
AbstractThe Itô equation is shown to be a singular case of a physical system representable in terms ...
AbstractWhen a system is acted upon by exterior disturbances, its time-development can often be desc...
Differential equations have been used to model physical systems, but in many processes this has not ...
When a system is acted upon by exterior disturbances, its time-development can often be described by...
AbstractA number of important equations of physics are shown to fit into the structure of a nonlinea...
This dissertation focuses on linear stochastic differential equations of anticipating type. Owing to...
The stochastic trapezoidal rule provides the only discretization scheme from the family of implicit ...
An expression is obtained for the likelihood function for the detection of a stochastic signal (diff...
Abstract. In the existing “direct ” white noise theory of nonlinear fil-tering, the state process is...
It is shown that a digital simulation of a noise induced phase transition using an algorithm consist...
Summary. In this paper we describe how stochastic dierential-algebraic equations (SDAEs) arise as a ...
We consider stochastic differential equations for a variable q with multiplicative white and non...
This dissertation studies some problems for stochastic partial differential equations, in particular...
AbstractThe input-output point of view for the Itô equation to avoid stochastic integration is relat...
White noise is often regarded as the informal nonexistent derivative B˙(t) of a Brownian motion B˙(t...
AbstractThe Itô equation is shown to be a singular case of a physical system representable in terms ...
AbstractWhen a system is acted upon by exterior disturbances, its time-development can often be desc...
Differential equations have been used to model physical systems, but in many processes this has not ...
When a system is acted upon by exterior disturbances, its time-development can often be described by...
AbstractA number of important equations of physics are shown to fit into the structure of a nonlinea...
This dissertation focuses on linear stochastic differential equations of anticipating type. Owing to...
The stochastic trapezoidal rule provides the only discretization scheme from the family of implicit ...
An expression is obtained for the likelihood function for the detection of a stochastic signal (diff...
Abstract. In the existing “direct ” white noise theory of nonlinear fil-tering, the state process is...
It is shown that a digital simulation of a noise induced phase transition using an algorithm consist...
Summary. In this paper we describe how stochastic dierential-algebraic equations (SDAEs) arise as a ...
We consider stochastic differential equations for a variable q with multiplicative white and non...
This dissertation studies some problems for stochastic partial differential equations, in particular...
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