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Found 179 Documents (Results 1–100)

Monte Carlo method of calculation the derivatives of solution to stationary diffusion equation. (Russian, English) Zbl 1076.65011

Zh. Vychisl. Mat. Mat. Fiz. 43, No. 10, 1517-1529 (2003); translation in Comput. Math. Math. Phys. 43, No. 10, 1459-1471 (2003).
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Stochastic Burgers equation with Lévy space-time white noise. (English) Zbl 1066.76021

Davies, I. M. (ed.) et al., Probabilistic methods in fluids. Proceedings of the Swansea 2002 workshop, Wales, UK, April 14–19, 2002. Singapore: World Scientific (ISBN 981-238-226-7/hbk). 298-323 (2003).
MSC:  76D06 60H15
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Mathematical analysis of a stochastic differential equation arising in the micro-macro modelling of polymeric fluids. (English) Zbl 1081.76006

Davies, I.M. (ed.) et al., Probabilistic methods in fluids. Proceedings of the Swansea 2002 workshop, Wales, UK, April 14–19, 2002. Singapore: World Scientific (ISBN 981-238-226-7/hbk). 205-223 (2003).
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Some properties of Burgers turbulence with white noise initial conditions. (English) Zbl 1081.76036

Davies, I.M. (ed.) et al., Probabilistic methods in fluids. Proceedings of the Swansea 2002 workshop, Wales, UK, April 14–19, 2002. Singapore: World Scientific (ISBN 981-238-226-7/hbk). 161-178 (2003).
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Stochastic Navier-Stokes equations: Loeb space techniques and attractors. (English) Zbl 1145.60316

Davies, I.M. (ed.) et al., Probabilistic methods in fluids. Proceedings of the Swansea 2002 workshop, Wales, UK, April 14–19, 2002. Singapore: World Scientific (ISBN 981-238-226-7/hbk). 97-114 (2003).
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Semilinear stochastic wave equations. (English) Zbl 1088.35084

Davies, I.M. (ed.) et al., Probabilistic methods in fluids. Proceedings of the Swansea 2002 workshop, Wales, UK, April 14–19, 2002. Singapore: World Scientific (ISBN 981-238-226-7/hbk). 84-96 (2003).
MSC:  35R60 60H15 35L70
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Kinks in a stochastic PDE. (English) Zbl 1062.35188

Sri Namachchivaya, N. (ed.) et al., IUTAM symposium on nonlinear stochastic dynamics. Proceedings of the IUTAM symposium, Monticello, IL, USA, Augsut 26–30, 2002. Dordrecht: Kluwer Academic Publishers (ISBN 1-4020-1471-6/hbk). Solid Mech. Appl. 110, 435-443 (2003).
MSC:  35R60 37L55 60H15
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A stochastic variational principle for Burgers equation and its symmetries. (English) Zbl 1066.60059

Rebolledo, Rolando (ed.), Stochastic analysis and mathematical physics II. 4th international ANESTOC workshop in Santiago, Chile, January 5–11, 2000. Basel: Birkhäuser (ISBN 3-7643-6997-3/hbk). Trends in Mathematics, 29-46 (2003).
MSC:  60H15 60H99
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Parabolic Itô equations with nonsmooth nonlinearity and duality approach. (English. Russian original) Zbl 1064.60150

Theory Probab. Appl. 48, No. 1, 45-62 (2003); translation from Teor. Veroyatn. Primen. 48, No. 1, 22-42 (2003).
MSC:  60H15 60H10 35R60
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On the existence of weak solutions for stochastic differential equations with driving \(L^{0}\)-valued measures. (English. Russian original) Zbl 1064.60140

Theory Probab. Appl. 47, No. 4, 637-648 (2002); translation from Teor. Veroyatn. Primen. 47, No. 4, 672-685 (2003).
MSC:  60H10 60H15 60G57
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Quantum stochastic differential equations in view of non-equilibrium thermo field dynamics. (English) Zbl 1059.81100

Accardi, Luigi (ed.) et al., Fundamental aspects of quantum physics. Proceedings of the Japan-Italy joint workshop on quantum open systems, quantum chaos and quantum measurement, Tokyo, Japan, September 27–29, 2001. River Edge, NJ: World Scientific (ISBN 981-238-295-X/hbk). QP–PQ: Quantum Probab. White Noise Anal. 17, 24-47 (2003).
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A note on covariance characterization of some generalized Gaussian random fields. (English) Zbl 1045.60048

González-Barrios, José M. (ed.) et al., Stochastic models. Seventh symposium on probability and stochastic processes, June 23–28, 2002, Mexico City, Mexico. Selected papers. Providence, RI: American Mathematical Society (AMS) (ISBN 0-8218-3466-5/pbk). Contemp. Math. 336, 253-258 (2003).
MSC:  60G60 60G15 60H15
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Phase space path integral representation for the solution of a stochastic Schrödinger equation. (English) Zbl 1045.60069

González-Barrios, José M. (ed.) et al., Stochastic models. Seventh symposium on probability and stochastic processes, June 23–28, 2002, Mexico City, Mexico. Selected papers. Providence, RI: American Mathematical Society (AMS) (ISBN 0-8218-3466-5/pbk). Contemp. Math. 336, 237-252 (2003).
MSC:  60H15 81S40 81S30
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A non-homogeneous wave equation driven by a Poisson process. (English) Zbl 1054.60067

González-Barrios, José M. (ed.) et al., Stochastic models. Seventh symposium on probability and stochastic processes, June 23–28, 2002, Mexico City, Mexico. Selected papers. Providence, RI: American Mathematical Society (AMS) (ISBN 0-8218-3466-5/pbk). Contemp. Math. 336, 203-211 (2003).
MSC:  60H15 35R60
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Noise analysis of nonlinear electrical circuits and devices. (English) Zbl 1045.94544

Antreich, K. (ed.) et al., Modeling, simulation, and optimization of integrated circuits. Proceedings of a conference, Oberwolfach, Germany, November 25–December 1, 2001. Basel: Birkhäuser (ISBN 3-7643-2192-X/hbk). ISNM, Int. Ser. Numer. Math. 146, 269-282 (2003).
MSC:  94C05 60H15
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On Itô’s complex measure condition. (English) Zbl 1046.60056

Athreya, Krishna (ed.) et al., Probability, statistics and their applications: Papers in honor of Rabi Bhattacharya. Beachwood, OH: IMS, Institute of Mathematical Statistics (ISBN 0-940600-55-2/pbk). IMS Lect. Notes, Monogr. Ser. 41, 65-80 (2003).
MSC:  60H15 60J05 60J60
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Stochastic differential equations for driven lattice systems. (English) Zbl 1036.60057

Cheng, S. Y. (ed.) et al., Recent advances in scientific computing and partial differential equations. International conference on the occasion of Stanley Osher’s 60th birthday, December 12–15, 2002, Hong Kong, China. Providence, RI: American Mathematical Society (AMS) (ISBN 0-8218-3155-0/pbk). Contemp. Math. 330, 185-202 (2003).
MSC:  60H15 60K35 82C31
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On the rate of convergence of splitting-up approximations for SPDEs. (English) Zbl 1038.60057

Giné, Evariste (ed.) et al., Stochastic inequalities and applications. Selected papers presented at the Euroconference on “Stochastic inequalities and their applications”, Barcelona, June 18–22, 2002. Basel: Birkhäuser (ISBN 3-7643-2197-0/hbk). Prog. Probab. 56, 301-321 (2003).
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