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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 ...
Effective potential for non-coupled stochastic partial differential equations
(Facultad Experimental de Ciencias de la Universidad del Zulia, 2010)
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)
Stochastic integration in Hilbert spaces with respect to cylindrical martingale-valued measures
(2021)
In this work we introduce a theory of stochastic integration for operator-valued integrands with respect to some classes of cylindrical martingale-valued measures in Hilbert spaces.
The integral is constructed via the ...
Well-posedness of first order semilinear PDEs by stochastic perturbation
(Pergamon-elsevier Science LtdOxfordInglaterra, 2014)