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88
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SIAMNUM
2010
58
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SIAMNUM 2010
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Long-Run Accuracy of Variational Integrators in the Stochastic Context
14 years 9 months ago
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www.cims.nyu.edu
This paper presents a Lie
Nawaf Bou-Rabee, Houman Owhadi
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141
Voted
CDC
2008
IEEE
157
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Control Systems
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CDC 2008
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Balancing of partially-observed stochastic differential equations
15 years 9 months ago
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biocomputing.mi.fu-berlin.de
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
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