7 search results - page 1 / 2 » Upper Error Bounds for Approximations of Stochastic Differen... |
DAGSTUHL
2004
13 years 7 months ago
2004
DAGSTUHL
2004
13 years 7 months ago
2004
The topic of the talk were the time approximation of quasi linear stochastic partial differential equations of parabolic type. The framework were in the setting of stochastic evolu...
CDC
2010
IEEE
13 years 17 days ago
2010
IEEE
We address the consensus-based distributed linear filtering problem, where a discrete time, linear stochastic process is observed by a network of sensors. We assume that the consen...
MOC
2000
13 years 5 months ago
2000
We study the pathwise (strong) approximation of scalar stochastic differential equations with respect to the global error in the L2-norm. For equations with additive noise we estab...
DAGSTUHL
2004
13 years 7 months ago
2004
We study algorithms for approximation of the mild solution of stochastic heat equations on the spatial domain ]0, 1[ d . The error of an algorithm is defined in L2-sense. We derive...