Now showing items 1-10 of 43
Computer simulation of the stochastic transport equation
(EMAp - Escola de Matemática Aplicada, 2015)
In this article the numerical approximation of the stochastic transport equation is considered. We propose a new computational scheme for the effective simulation of the solutions of this equation. Results on the convergence ...
Stochastic Continuity Equations-a General Uniqueness Result
(Springer HeidelbergHeidelberg, 2016)
Stochastic Continuity Equations–a General Uniqueness Result
(Springer New York LLC, 2016)
Strong solution of the stochastic Burgers equation
(Taylor & Francis LtdAbingdonInglaterra, 2014)
STOCHASTIC INTEGRATION WITH RESPECT TO THE CYLINDRICAL WIENER PROCESS VIA REGULARIZATION
(World Scientific Publ Co Pte LtdSingaporeSingapura, 2013)
Well-posedness of first order semilinear PDEs by stochastic perturbation
(Pergamon-elsevier Science LtdOxfordInglaterra, 2014)
Global asymptotic stability of solutions of cubic stochastic difference equations
Global almost sure asymptotic stability of solutions of some nonlinear stochastic difference equations with cubic-type main part in their drift and diffusive part driven by square-integrable martingale differences is proven ...