1028 search results - page 2 / 206 » Stochastic Differential Equations |
MOC
2002
13 years 6 months ago
2002
Using the main ideas of Tanaka, the measure-solution {Pt}t of a 3-dimensional spatially homogeneous Boltzmann equation of Maxwellian molecules without cutoff is related to a Poisso...
CDC
2008
IEEE
14 years 27 days ago
2008
IEEE
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 ...
SIAMCO
2000
13 years 6 months ago
2000
We study spectral properties of certain families of linear second-order differential operators arising from linear stochastic differential equations. We construct a basis in the Hi...
Lecture Notes
These lecture notes have been developed over several semesters with the assistance of students in the course. For many (most) results, only incomplete proofs are given. Gaps in the...
MOC
2000
13 years 6 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...