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SIAMNUM
2010
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12 years 11 months ago
Long-Run Accuracy of Variational Integrators in the Stochastic Context
This paper presents a Lie
Nawaf Bou-Rabee, Houman Owhadi
CDC
2008
IEEE
157views Control Systems» more  CDC 2008»
13 years 11 months ago
Balancing of partially-observed stochastic differential equations
Abstract— We study Balanced Truncation for stochastic differential equations. In doing so, we adopt ideas from large deviations theory and discuss notions of controllability and ...
Carsten Hartmann, Christof Schütte