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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)
Regularity of solutions to linear stochastic Schrodinger equations
(WORLD SCIENTIFIC PUBL CO PTE LTD, 2007)
We develop linear stochastic Schrodinger equations driven by standard cylindrical Brownian motions (LSSs) that unravel quantum master equations in Lindblad form into quantum trajectories. More precisely, this paper establishes ...
Basic properties of nonlinear stochastic Schrodinger equations driven by Brownian motions
(INST MATHEMATICAL STATISTICS, 2008)
The paper is devoted to the study of nonlinear stochastic Schrodinger equations driven by standard cylindrical Brownian motions (NSSEs) arising from the unraveling of quantum master equations. Under the Born-Markov ...
Effective potential for non-coupled stochastic partial differential equations
(Facultad Experimental de Ciencias de la Universidad del Zulia, 2010)
STOCHASTIC INTEGRATION WITH RESPECT TO THE CYLINDRICAL WIENER PROCESS VIA REGULARIZATION
(World Scientific Publ Co Pte LtdSingaporeSingapura, 2013)
NUMERICAL METHOD FOR BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS BY
(Institute of Mathematical Statistics, 2001-05)
We propose a method for numerical approximation of backward stochastic
differential equations. Our method allows the final condition of the equation
to be quite general and simple to implement. It relies on an approximation
of ...