Found 144 Documents (Results 1–100)

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Non relativistic and ultra relativistic limits in 2D stochastic nonlinear damped Klein-Gordon equation. (English)Zbl 1491.35293

Nonlinearity 35, No. 6, 2878-2919 (2022); corrigendum ibid. 35, No. 10, C17-C19 (2022).
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Fractional stochastic Burgers-type equation in Hölder space – wellposedness and approximations. (English)Zbl 1469.58022

MSC:  58J65 60H15 35R11
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MSC:  60H35
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Mathematical simulation of the plate-beam interaction affected by colored noise. (English)Zbl 1480.80002

Altenbach, Holm (ed.) et al., Nonlinear wave dynamics of materials and structures. Cham: Springer. Adv. Struct. Mater. 122, 69-76 (2020).
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Estimation and inference for precision matrices of nonstationary time series. (English)Zbl 1471.62461

MSC:  62M10 62G05 62G10
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Approximation for stochastic wave equations with singular perturbation. (English)Zbl 07594915

Chen, Xiaopeng (ed.) et al., Stochastic PDEs and modelling of multiscale complex system. Hackensack, NJ: World Scientific. Interdiscip. Math. Sci. 20, 195-227 (2019).
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Lattice approximations of semilinear stochastic elliptic equations with reflection. (Chinese. English summary)Zbl 1463.65004

MSC:  65C30 60H15
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Penalization of nonsmooth dynamical systems with noise: ergodicity and asymptotic formulae for threshold crossings probabilities. (English)Zbl 1455.60087

MSC:  60H30 74H50 60H40
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Extinction time of a stochastic predator-prey model by the generalized cell mapping method. (English)Zbl 1493.92049

MSC:  92D25 60H40
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Lattice approximation to the dynamical $$\Phi_{3}^{4}$$ model. (English)Zbl 1393.82014

MSC:  82C28 60H15
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Wong-Zakai approximations and attractors for stochastic reaction-diffusion equations on unbounded domains. (English)Zbl 1379.60074

Reviewer: Anhui Gu (Socorro)
MSC:  60H15 35B40
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MSC:  62P10
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Differential equations with small stochastic additions under Poisson approximation conditions. (English. Russian original)Zbl 1372.60112

Cybern. Syst. Anal. 53, No. 3, 410-416 (2017); translation from Kibern. Sist. Anal. 2017, No. 3, 93-99 (2017).
MSC:  60J25 60H40
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Numerical methods for stochastic partial differential equations with white noise. (English)Zbl 1380.65021

Applied Mathematical Sciences 196. Cham: Springer (ISBN 978-3-319-57510-0/hbk; 978-3-319-57511-7/ebook). xv, 394 p. (2017).
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Complete convergence of stochastic approximation algorithm in $$\mathbb{R}^d$$ under random noises. (English)Zbl 1351.65007

MSC:  65C50 60E15 60F15 62H20 62L10 65C60 60H40
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QWN-first-order Wick differential operators and an associated transport equation. (English)Zbl 1336.60140

MSC:  60H40 46A32
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Wave backscattering by point scatterers in the random paraxial regime. (English)Zbl 1328.60147

MSC:  60H15 35R60 74J20
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Stability of exponential Euler method for stochastic systems under Poisson white noise excitations. (English)Zbl 1310.34106

MSC:  34K50 60H40 34K20 34K28
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MSC:  90C59

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Efficiency of the stochastic approximation method. (English)Zbl 1289.49031

MSC:  49K45 93E25 62L20 60H40
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Discrete approximation to operators in white noise analysis. (English)Zbl 1238.60081

Accardi, Luigi (ed.) et al., Quantum bio-informatics IV. From quantum information to bio-informatics, Tokyo, Japan, March 10–13, 2010. Selected papers based on the presentations at the international conference. Hackensack, NJ: World Scientific (ISBN 978-981-4343-75-6/hbk; 978-981-4343-76-3/ebook). QP-PQ: Quantum Probability and White Noise Analysis 28, 311-319 (2011).
MSC:  60H40
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The passage from digital to analogue in white noise analysis and applications. (English)Zbl 1251.60057

Accardi, Luigi (ed.) et al., Quantum bio-informatics IV. From quantum information to bio-informatics, Tokyo, Japan, March 10–13, 2010. Selected papers based on the presentations at the international conference. Hackensack, NJ: World Scientific (ISBN 978-981-4343-75-6/hbk; 978-981-4343-76-3/ebook). QP-PQ: Quantum Probability and White Noise Analysis 28, 137-143 (2011).
MSC:  60H40
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Steady state analysis of stochastic systems with multiple time delays. (English)Zbl 1227.60081

Zhu, W. Q. (ed.) et al., IUTAM symposium on nonlinear stochastic dynamics and control. Proceedings of the IUTAM symposium held in Hangzhou, China, May 10–14, 2010. Dordrecht: Springer (ISBN 978-94-007-0731-3/hbk; 978-94-007-0732-0/ebook). IUTAM Bookseries 29, 137-146 (2011).
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Numerical approximations to optimal nonlinear filters. (English)Zbl 1223.93115

Crisan, Dan (ed.) et al., The Oxford handbook of nonlinear filtering. Oxford: Oxford University Press (ISBN 978-0-19-953290-2/hbk). 799-832 (2011).
MSC:  93E11 60J10 93E25

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Asymptotic equivalence for nonparametric regression with multivariate and random design. (English)Zbl 1142.62023

MSC:  62G08 62G20 62B15
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Approximation of stochastic differential equations driven by fractional Brownian motion. (English)Zbl 1143.60320

Dalang, Robert C. (ed.) et al., Seminar on stochastic analysis, random fields and applications V. Proceedings of the 5th seminar, Centro Stefano Franscini, Ascona, Switzerland, May 30 to June 3, 2005. Basel: Birkhäuser (ISBN 978-3-7643-8457-9/hbk). Progress in Probability 59, 227-241 (2008).
MSC:  60H10 60H40 60H05

Infinite dimensional Gegenbauer functionals. (English)Zbl 1155.60028

Bozejko, Marek (ed.) et al., Noncommutative harmonic analysis with applications to probability. Papers presented at the 9th workshop, Bȩdlewo, Poland, September 29–October 10, 2006. Warsaw: Polish Academy of Sciences, Institute of Mathematics. Banach Center Publications 78, 35-45 (2008).

Level-wise approximation of a Markov process associated to the boundary of an infinite tree. (English)Zbl 1132.60055

MSC:  60J10 60H40 35R60
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Quantum Lévy-type Laplacian and associated stochastic differential equations. (English)Zbl 1105.60049

Bożejko, Marek (ed.) et al., Quantum probability. Papers presented at the 25th QP conference on quantum probability and related topics, Będlewo, Poland, June 20–26, 2004. Warsaw: Polish Academy of Sciences, Institute of Mathematics. Banach Center Publications 73, 81-97 (2006).
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On numerical approximation of stochastic Burgers’ equation. (English)Zbl 1116.60027

Kabanov, Yuri (ed.) et al., From stochastic calculus to mathematical finance. The Shiryaev Festschrift. Allmost all papers based on the presentation at the second Bachelier colloquium on stochastic calculus and probability, Meatbief, France, January 9–15, 2005. Berlin: Springer (ISBN 3-540-30782-6/hbk). 1-15 (2006).
MSC:  60H15 93E11

Wavelet orthogonal approximation of fractional generalized random fields on bounded domains. (English)Zbl 1118.60043

Teor. Jmovirn. Mat. Stat. 73, 1-16 (2005) and Theory Probab. Math. Stat., Vol 73, 1-17 (2006).
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White-noise and geometrical optics limits of Wigner-Moyal equation for beam waves in turbulent media. II: Two-frequency formulation. (English)Zbl 1081.78004

MSC:  78A05 60H15
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The mechanochemical stochastic processes of molecular motors. (English)Zbl 1079.92034

MSC:  92C40 60H15 60H30
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A computational procedure to estimate the stochastic dynamic response of large nonlinear FE-models. (English)Zbl 1047.74541

MSC:  74S05 74H15
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On the existence of solutions for amorphous molecular beam epitaxy. (English)Zbl 1027.60063

MSC:  60H15 35R60
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Algebras of operators on holomorphic functions and applications. (English)Zbl 1032.60063

MSC:  60H40 46A32 46G20
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Generation of slow large scales in forced rotating stratified turbulence. (English)Zbl 1009.76040

MSC:  76F45 76U05
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Adaptive data refinement in the spectral stochastic finite element method. (English)Zbl 1093.74563

MSC:  74S05 74S30 65C30 60H15 60H40
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Stochastic dynamics of a vortex loop. Large-scale stirring force. (English)Zbl 1039.76026

Barenghi, C. F. (ed.) et al., Quantized vortex dynamics and superfluid turbulence. Berlin: Springer (ISBN 3-540-42226-9). Lect. Notes Phys. 571, 219-225 (2001).
MSC:  76F55 76A25
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Fast matrix exponent for deterministic or random excitations. (English)Zbl 1011.74028

MSC:  74H15 74H45 74H50
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Backward stochastic differential equations with jumps involving a subdifferential operator. (English)Zbl 0973.60070

MSC:  60H10 60H40 60H20 60J75
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