Author: E. PardouxPublisher:
ISBN:
Category :
Languages : en
Pages : 22
Book Description
Stochastic Volterra Equations with Anticipating Coefficients
Author: E. PardouxThe General Linear Stochastic Volterra Equation with Anticipating Coefficients
Author: Bernt ØksendalPublisher:
ISBN: 9788255310099
Category :
Languages : en
Pages : 19
Book Description
Anticipating Stochastic Volterra Equations
Author: E. AlòsStochastic Partial Differential Equations
Author: Helge HoldenPublisher: Springer Science & Business Media
ISBN: 1468492152
Category : Mathematics
Languages : en
Pages : 238
Book Description
This book is based on research that, to a large extent, started around 1990, when a research project on fluid flow in stochastic reservoirs was initiated by a group including some of us with the support of VISTA, a research coopera tion between the Norwegian Academy of Science and Letters and Den norske stats oljeselskap A.S. (Statoil). The purpose of the project was to use stochastic partial differential equations (SPDEs) to describe the flow of fluid in a medium where some of the parameters, e.g., the permeability, were stochastic or "noisy". We soon realized that the theory of SPDEs at the time was insufficient to handle such equations. Therefore it became our aim to develop a new mathematically rigorous theory that satisfied the following conditions. 1) The theory should be physically meaningful and realistic, and the corre sponding solutions should make sense physically and should be useful in applications. 2) The theory should be general enough to handle many of the interesting SPDEs that occur in reservoir theory and related areas. 3) The theory should be strong and efficient enough to allow us to solve th,~se SPDEs explicitly, or at least provide algorithms or approximations for the solutions.
Stochastic Analysis and Related Topics II
Author: Hayri KorezliogluPublisher: Springer
ISBN: 3540465960
Category : Mathematics
Languages : en
Pages : 281
Book Description
The Second Silivri Workshop functioned as a short summer school and a working conference, producing lecture notes and research papers on recent developments of Stochastic Analysis on Wiener space. The topics of the lectures concern short time asymptotic problems and anticipative stochastic differential equations. Research papers are mostly extensions and applications of the techniques of anticipative stochastic calculus.
Stochastic Analysis and Mathematical Physics
Author: A.B. CruzeiroPublisher: Springer Science & Business Media
ISBN: 1461201276
Category : Mathematics
Languages : en
Pages : 162
Book Description
This volume represents the outgrowth of an ongoing workshop on stochastic analysis held in Lisbon. The nine survey articles in the volume extend concepts from classical probability and stochastic processes to a number of areas of mathematical physics. It is a good reference text for researchers and advanced students in the fields of probability, stochastic processes, analysis, geometry, mathematical physics, and physics. Key topics covered include: nonlinear stochastic wave equations, completely positive maps, Mehler-type semigroups on Hilbert spaces, entropic projections, and many others.
Handbook of Stochastic Analysis and Applications
Author: D. KannanPublisher: CRC Press
ISBN: 1482294702
Category : Mathematics
Languages : en
Pages : 808
Book Description
An introduction to general theories of stochastic processes and modern martingale theory. The volume focuses on consistency, stability and contractivity under geometric invariance in numerical analysis, and discusses problems related to implementation, simulation, variable step size algorithms, and random number generation.
Well-posedness of Stochastic Volterra Equations with Non-Lipschitz Coefficients
Author: David ScheffelsProbability Theory and Mathematical Statistics. Vol. 2
Author: B. GrigelionisPublisher: Walter de Gruyter GmbH & Co KG
ISBN: 3112319028
Category : Mathematics
Languages : en
Pages : 624
Book Description
No detailed description available for "PROB. TH. MATH. ST. ( GRIGELIONIS) VOL. 2 PROC.5/1989 E-BOOK".
Stochastic Analysis And Applications: Proceedings Of The Fifth Gregynog Symposium
Author: Ian M DaviesPublisher: World Scientific
ISBN: 9814548111
Category :
Languages : en
Pages : 522
Book Description
This volume contains papers which were presented at a meeting entitled “Stochastic Analysis and Applications“ held at Gregynog Hall, Powys, from the 9th — 14th July 1995. The meeting consisted of a mixture of plenary/review talks and special interest sessions covering most of the current areas of activity in stochastic analysis. The meeting was jointly organized by the Department of Mathematics, University of Wales Swansea and the Mathematics Institute, University of Warwick in connection with the Stochastic Analysis year of activity. The papers contained herein are accessible to workers in the field of stochastic analysis and give a good coverage of topics of current interest in the research community.