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Found 307 Documents (Results 1–100)

Stochastic partial differential equations with additive Gaussian noise. Analysis and inference. (English) Zbl 1515.60020

Singapore: World Scientific (ISBN 978-981-12-6445-0/hbk; 978-981-12-6447-4/ebook). xi, 192 p. (2023).
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Asymptotic expansion for a Black-Scholes model with small noise stochastic jump-diffusion interest rate. (English) Zbl 1499.91168

Ugolini, Stefania (ed.) et al., Geometry and invariance in stochastic dynamics. Selected papers based on the presentations at the the conference on random transformations and invariance in stochastic dynamics, Verona, Italy, March 25–29, 2019. Cham: Springer. Springer Proc. Math. Stat. 378, 47-57 (2021).
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Piecewise polynomial approximation of probability density functions with application to uncertainty quantification for stochastic PDEs. (English) Zbl 1455.62157

D’Elia, Marta (ed.) et al., Quantification of uncertainty: improving efficiency and technology. QUIET. Selected contributions based on the presentations at the international workshop, Trieste, Italy, July 18–21, 2017. Cham: Springer. Lect. Notes Comput. Sci. Eng. 137, 101-127 (2020).
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Surrogate-based ensemble grouping strategies for embedded sampling-based uncertainty quantification. (English) Zbl 1455.62158

D’Elia, Marta (ed.) et al., Quantification of uncertainty: improving efficiency and technology. QUIET. Selected contributions based on the presentations at the international workshop, Trieste, Italy, July 18–21, 2017. Cham: Springer. Lect. Notes Comput. Sci. Eng. 137, 41-66 (2020).
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Exact variations for stochastic heat equations with piecewise constant coefficients and application to parameter estimation. (English) Zbl 1454.60100

Theory Probab. Math. Stat. 100, 77-106 (2020) and Teor. Jmovirn. Mat. Stat. 100, 75-101 (2019).
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A short introduction to piecewise deterministic Markov samplers. (English) Zbl 1442.82023

Giacomin, Giambattista (ed.) et al., Stochastic dynamics out of equilibrium. Lecture notes from the IHP trimester, Institut Henri Poincaré (IHP), Paris, France, April – July, 2017. Cham: Springer. Springer Proc. Math. Stat. 282, 375-390 (2019).
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Adaptive importance sampling with forward-backward stochastic differential equations. (English) Zbl 1442.82020

Giacomin, Giambattista (ed.) et al., Stochastic dynamics out of equilibrium. Lecture notes from the IHP trimester, Institut Henri Poincaré (IHP), Paris, France, April – July, 2017. Cham: Springer. Springer Proc. Math. Stat. 282, 265-281 (2019).
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Time-like graphical models. (English) Zbl 1437.62005

Memoirs of the American Mathematical Society 1262. Providence, RI: American Mathematical Society (AMS) (ISBN 978-1-4704-3685-8/pbk; 978-1-4704-5416-6/ebook). vii, 170 p. (2019).
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Advanced spatial modeling with stochastic partial differential equations using R and INLA. (English) Zbl 1418.62011

Boca Raton, FL: CRC Press (ISBN 978-1-138-36985-6/hbk; 978-0-429-03189-2/ebook). xiii, 283 p. (2019).
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