Relevant bibliographies by topics / Stochastic Differential Algebraic Equations

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Stochastic Differential Algebraic Equations'

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Published: 6 September 2023

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Journal articles on the topic "Stochastic Differential Algebraic Equations"

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Alabert, Aureli, and Marco Ferrante. "Linear stochastic differential-algebraic equations with constant coefficients." Electronic Communications in Probability 11 (2006): 316–35. http://dx.doi.org/10.1214/ecp.v11-1236.

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Higueras, I., J. Moler, F. Plo, and M. San Miguel. "Urn models and differential algebraic equations." Journal of Applied Probability 40, no. 2 (June 2003): 401–12. http://dx.doi.org/10.1239/jap/1053003552.

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The aim of this paper is to study the distribution of colours, {Xn}, in a generalized Pólya urn model with L colours, an urn function and a random environment. In this setting, the number of actions to be taken can be greater than L, and the total number of balls added in each step can be random. The process {Xn} is expressed as a stochastic recurrent equation that fits a Robbins—Monro scheme. Since this process evolves in the (L—1)-simplex, the stability of the solutions of the ordinary differential equation associated with the Robbins—Monro scheme can be studied by means of differential algebraic equations. This approach provides a method of obtaining strong laws for the process {Xn}.
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Higueras, I., J. Moler, F. Plo, and M. San Miguel. "Urn models and differential algebraic equations." Journal of Applied Probability 40, no. 02 (June 2003): 401–12. http://dx.doi.org/10.1017/s0021900200019380.

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The aim of this paper is to study the distribution of colours, { X n }, in a generalized Pólya urn model with L colours, an urn function and a random environment. In this setting, the number of actions to be taken can be greater than L, and the total number of balls added in each step can be random. The process { X n } is expressed as a stochastic recurrent equation that fits a Robbins—Monro scheme. Since this process evolves in the (L—1)-simplex, the stability of the solutions of the ordinary differential equation associated with the Robbins—Monro scheme can be studied by means of differential algebraic equations. This approach provides a method of obtaining strong laws for the process { X n }.
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Pulch, Roland. "Stochastic collocation and stochastic Galerkin methods for linear differential algebraic equations." Journal of Computational and Applied Mathematics 262 (May 2014): 281–91. http://dx.doi.org/10.1016/j.cam.2013.10.046.

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Li, Xun, Jingtao Shi, and Jiongmin Yong. "Mean-field linear-quadratic stochastic differential games in an infinite horizon." ESAIM: Control, Optimisation and Calculus of Variations 27 (2021): 81. http://dx.doi.org/10.1051/cocv/2021078.

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This paper is concerned with two-person mean-field linear-quadratic non-zero sum stochastic differential games in an infinite horizon. Both open-loop and closed-loop Nash equilibria are introduced. The existence of an open-loop Nash equilibrium is characterized by the solvability of a system of mean-field forward-backward stochastic differential equations in an infinite horizon and the convexity of the cost functionals, and the closed-loop representation of an open-loop Nash equilibrium is given through the solution to a system of two coupled non-symmetric algebraic Riccati equations. The existence of a closed-loop Nash equilibrium is characterized by the solvability of a system of two coupled symmetric algebraic Riccati equations. Two-person mean-field linear-quadratic zero-sum stochastic differential games in an infinite horizon are also considered. Both the existence of open-loop and closed-loop saddle points are characterized by the solvability of a system of two coupled generalized algebraic Riccati equations with static stabilizing solutions. Mean-field linear-quadratic stochastic optimal control problems in an infinite horizon are discussed as well, for which it is proved that the open-loop solvability and closed-loop solvability are equivalent.
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CONG, NGUYEN DINH, and NGUYEN THI THE. "LYAPUNOV SPECTRUM OF NONAUTONOMOUS LINEAR STOCHASTIC DIFFERENTIAL ALGEBRAIC EQUATIONS OF INDEX-1." Stochastics and Dynamics 12, no. 04 (October 10, 2012): 1250002. http://dx.doi.org/10.1142/s0219493712500025.

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We introduce a concept of Lyapunov exponents and Lyapunov spectrum of a stochastic differential algebraic equation (SDAE) of index-1. The Lyapunov exponents are defined samplewise via the induced two-parameter stochastic flow generated by inherent regular stochastic differential equations. We prove that Lyapunov exponents are nonrandom.
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Lv, Xueqin, and Jianfang Gao. "Treatment for third-order nonlinear differential equations based on the Adomian decomposition method." LMS Journal of Computation and Mathematics 20, no. 1 (2017): 1–10. http://dx.doi.org/10.1112/s1461157017000018.

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The Adomian decomposition method (ADM) is an efficient method for solving linear and nonlinear ordinary differential equations, differential algebraic equations, partial differential equations, stochastic differential equations, and integral equations. Based on the ADM, a new analytical and numerical treatment is introduced in this research for third-order boundary-value problems. The effectiveness of the proposed approach is verified by numerical examples.
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Drăgan, Vasile, Ivan Ganchev Ivanov, and Ioan-Lucian Popa. "A Game — Theoretic Model for a Stochastic Linear Quadratic Tracking Problem." Axioms 12, no. 1 (January 11, 2023): 76. http://dx.doi.org/10.3390/axioms12010076.

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In this paper, we solve a stochastic linear quadratic tracking problem. The controlled dynamical system is modeled by a system of linear Itô differential equations subject to jump Markov perturbations. We consider the case when there are two decision-makers and each of them wants to minimize the deviation of a preferential output of the controlled dynamical system from a given reference signal. We assume that the two decision-makers do not cooperate. Under these conditions, we state the considered tracking problem as a problem of finding a Nash equilibrium strategy for a stochastic differential game. Explicit formulae of a Nash equilibrium strategy are provided. To this end, we use the solutions of two given terminal value problems (TVPs). The first TVP is associated with a hybrid system formed by two backward nonlinear differential equations coupled by two algebraic nonlinear equations. The second TVP is associated with a hybrid system formed by two backward linear differential equations coupled by two algebraic linear equations.
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Curry, Charles, Kurusch Ebrahimi–Fard, Simon J. A. Malham, and Anke Wiese. "Algebraic structures and stochastic differential equations driven by Lévy processes." Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences 475, no. 2221 (January 2019): 20180567. http://dx.doi.org/10.1098/rspa.2018.0567.

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We construct an efficient integrator for stochastic differential systems driven by Lévy processes. An efficient integrator is a strong approximation that is more accurate than the corresponding stochastic Taylor approximation, to all orders and independent of the governing vector fields. This holds provided the driving processes possess moments of all orders and the vector fields are sufficiently smooth. Moreover, the efficient integrator in question is optimal within a broad class of perturbations for half-integer global root mean-square orders of convergence. We obtain these results using the quasi-shuffle algebra of multiple iterated integrals of independent Lévy processes.
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Nair, Priya, and Anandaraman Rathinasamy. "Stochastic Runge–Kutta methods for multi-dimensional Itô stochastic differential algebraic equations." Results in Applied Mathematics 12 (November 2021): 100187. http://dx.doi.org/10.1016/j.rinam.2021.100187.

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Dissertations / Theses on the topic "Stochastic Differential Algebraic Equations"

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Curry, Charles. "Algebraic structures in stochastic differential equations." Thesis, Heriot-Watt University, 2014. http://hdl.handle.net/10399/2791.

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We define a new numerical integration scheme for stochastic differential equations driven by Levy processes with uniformly lower mean square remainder than that of the scheme of the same strong order of convergence obtained by truncating the stochastic Taylor series. In doing so we generalize recent results concerning stochastic differential equations driven by Wiener processes. The aforementioned works studied integration schemes obtained by applying an invertible mapping to the stochastic Taylor series, truncating the resulting series and applying the inverse of the original mapping. The shuffle Hopf algebra and its associated convolution algebra play important roles in the their analysis, arising from the combinatorial structure of iterated Stratonovich integrals. It was recently shown that the algebra generated by iterated It^o integrals of independent Levy processes is isomorphic to a quasi-shuffle algebra. We utilise this to consider map-truncate-invert schemes for Levy processes. To facilitate this, we derive a new form of stochastic Taylor expansion from those of Wagner & Platen, enabling us to extend existing algebraic encodings of integration schemes. We then derive an alternative method of computing map-truncate-invert schemes using a single step, resolving diffculties encountered at the inversion step in previous methods.
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Dabrowski, Yoann. "Free entropies, free Fisher information, free stochastic differential equations, with applications to Von Neumann algebras." Thesis, Paris Est, 2010. http://www.theses.fr/2010PEST1015.

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Ce travail étend nos connaissances des entropies libres et des équations différentielles stochastiques (EDS) libres dans trois directions. Dans un premier temps, nous montrons que l'algèbre de von Neumann engendrée par au moins deux autoadjoints ayant une information de Fisher finie n'a pas la propriété $Gamma$ de Murray et von Neumann. C'est un analogue d'un résultat de Voiculescu pour l'entropie microcanonique libre. Dans un second temps, nous étudions des EDS libres à coefficients opérateurs non-bornés (autrement dit des sortes d' EDP stochastiques libres ). Nous montrons la stationnarité des solutions dans des cas particuliers. Nous en déduisons un calcul de la dimension entropique libre microcanonique dans le cas d'une information de Fisher lipschitzienne. Dans un troisième et dernier temps, nous introduisons une méthode générale de résolutions d'EDS libres stationnaires, s'appuyant sur un analogue non-commutatif d'un espace de chemins. En définissant des états traciaux sur cet analogue, nous construisons des dilatations markoviennes de nombreux semigroupes complètement markoviens sur une algèbre de von Neumann finie, en particulier de tous les semigroupes symétriques. Pour des semigroupes particuliers, par exemple dès que le générateur s'écrit sous une forme divergence pour une dérivation à valeur dans la correspondance grossière, ces dilatations résolvent des EDS libres. Entre autres applications, nous en déduisons une inégalité de Talagrand pour l'entropie non-microcanonique libre (relative à une sous-algèbre et une application complètement positive). Nous utilisons aussi ces déformations dans le cadre des techniques de déformations/rigidité de Popa
This works extends our knowledge of free entropies, free Fisher information and free stochastic differential equations in three directions. First, we prove that if a $W^{*}$-probability space generated by more than 2 self-adjoints with finite non-microstates free Fisher information doesn't have property $Gamma$ of Murray and von Neumann (especially is not amenable). This is an analogue of a well-known result of Voiculescu for microstates free entropy. We also prove factoriality under finite non-microstates entropy. Second, we study a general free stochastic differential equation with unbounded coefficients (``stochastic PDE"), and prove stationarity of solutions in well-chosen cases. This leads to a computation of microstates free entropy dimension in case of Lipschitz conjugate variable. Finally, we introduce a non-commutative path space approach to solve general stationary free Stochastic differential equations. By defining tracial states on a non-commutative analogue of a path space, we construct Markov dilations for a class of conservative completely Markov semigroups on finite von Neumann algebras. This class includes all symmetric semigroups. For well chosen semigroups (for instance with generator any divergence form operator associated to a derivation valued in the coarse correspondence) those dilations give rise to stationary solutions of certain free SDEs. Among applications, we prove a non-commutative Talagrand inequality for non-microstate free entropy (relative to a subalgebra $B$ and a completely positive map $eta:Bto B$). We also use those new deformations in conjunction with Popa's deformation/rigidity techniques, to get absence of Cartan subalgebra results
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Ding, Jie. "Structural and fluid analysis for large scale PEPA models, with applications to content adaptation systems." Thesis, University of Edinburgh, 2010. http://hdl.handle.net/1842/7975.

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The stochastic process algebra PEPA is a powerful modelling formalism for concurrent systems, which has enjoyed considerable success over the last decade. Such modelling can help designers by allowing aspects of a system which are not readily tested, such as protocol validity and performance, to be analysed before a system is deployed. However, model construction and analysis can be challenged by the size and complexity of large scale systems, which consist of large numbers of components and thus result in state-space explosion problems. Both structural and quantitative analysis of large scale PEPA models suffers from this problem, which has limited wider applications of the PEPA language. This thesis focuses on developing PEPA, to overcome the state-space explosion problem, and make it suitable to validate and evaluate large scale computer and communications systems, in particular a content adaption framework proposed by the Mobile VCE. In this thesis, a new representation scheme for PEPA is proposed to numerically capture the structural and timing information in a model. Through this numerical representation, we have found that there is a Place/Transition structure underlying each PEPA model. Based on this structure and the theories developed for Petri nets, some important techniques for the structural analysis of PEPA have been given. These techniques do not suffer from the state-space explosion problem. They include a new method for deriving and storing the state space and an approach to finding invariants which can be used to reason qualitatively about systems. In particular, a novel deadlock-checking algorithm has been proposed to avoid the state-space explosion problem, which can not only efficiently carry out deadlock-checking for a particular system but can tell when and how a system structure lead to deadlocks. In order to avoid the state-space explosion problem encountered in the quantitative analysis of a large scale PEPA model, a fluid approximation approach has recently been proposed, which results in a set of ordinary differential equations (ODEs) to approximate the underlying CTMC. This thesis presents an improved mapping from PEPA to ODEs based on the numerical representation scheme, which extends the class of PEPA models that can be subjected to fluid approximation. Furthermore, we have established the fundamental characteristics of the derived ODEs, such as the existence, uniqueness, boundedness and nonnegativeness of the solution. The convergence of the solution as time tends to infinity for several classes of PEPA models, has been proved under some mild conditions. For general PEPA models, the convergence is proved under a particular condition, which has been revealed to relate to some famous constants of Markov chains such as the spectral gap and the Log-Sobolev constant. This thesis has established the consistency between the fluid approximation and the underlying CTMCs for PEPA, i.e. the limit of the solution is consistent with the equilibrium probability distribution corresponding to a family of underlying density dependent CTMCs. These developments and investigations for PEPA have been applied to both qualitatively and quantitatively evaluate the large scale content adaptation system proposed by the Mobile VCE. These analyses provide an assessment of the current design and should guide the development of the system and contribute towards efficient working patterns and system optimisation.
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Tribastone, Mirco. "Scalable analysis of stochastic process algebra models." Thesis, University of Edinburgh, 2010. http://hdl.handle.net/1842/4629.

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The performance modelling of large-scale systems using discrete-state approaches is fundamentally hampered by the well-known problem of state-space explosion, which causes exponential growth of the reachable state space as a function of the number of the components which constitute the model. Because they are mapped onto continuous-time Markov chains (CTMCs), models described in the stochastic process algebra PEPA are no exception. This thesis presents a deterministic continuous-state semantics of PEPA which employs ordinary differential equations (ODEs) as the underlying mathematics for the performance evaluation. This is suitable for models consisting of large numbers of replicated components, as the ODE problem size is insensitive to the actual population levels of the system under study. Furthermore, the ODE is given an interpretation as the fluid limit of a properly defined CTMC model when the initial population levels go to infinity. This framework allows the use of existing results which give error bounds to assess the quality of the differential approximation. The computation of performance indices such as throughput, utilisation, and average response time are interpreted deterministically as functions of the ODE solution and are related to corresponding reward structures in the Markovian setting. The differential interpretation of PEPA provides a framework that is conceptually analogous to established approximation methods in queueing networks based on meanvalue analysis, as both approaches aim at reducing the computational cost of the analysis by providing estimates for the expected values of the performance metrics of interest. The relationship between these two techniques is examined in more detail in a comparison between PEPA and the Layered Queueing Network (LQN) model. General patterns of translation of LQN elements into corresponding PEPA components are applied to a substantial case study of a distributed computer system. This model is analysed using stochastic simulation to gauge the soundness of the translation. Furthermore, it is subjected to a series of numerical tests to compare execution runtimes and accuracy of the PEPA differential analysis against the LQN mean-value approximation method. Finally, this thesis discusses the major elements concerning the development of a software toolkit, the PEPA Eclipse Plug-in, which offers a comprehensive modelling environment for PEPA, including modules for static analysis, explicit state-space exploration, numerical solution of the steady-state equilibrium of the Markov chain, stochastic simulation, the differential analysis approach herein presented, and a graphical framework for model editing and visualisation of performance evaluation results.
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Bringuier, Hugo. "Marches quantiques ouvertes." Thesis, Toulouse 3, 2018. http://www.theses.fr/2018TOU30064/document.

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Cette thèse est consacrée à l'étude de modèles stochastiques associés aux systèmes quantiques ouverts. Plus particulièrement, nous étudions les marches quantiques ouvertes qui sont les analogues quantiques des marches aléatoires classiques. La première partie consiste en une présentation générale des marches quantiques ouvertes. Nous présentons les outils mathématiques nécessaires afin d'étudier les systèmes quantiques ouverts, puis nous exposons les modèles discrets et continus des marches quantiques ouvertes. Ces marches sont respectivement régies par des canaux quantiques et des opérateurs de Lindblad. Les trajectoires quantiques associées sont quant à elles données par des chaînes de Markov et des équations différentielles stochastiques avec sauts. La première partie s'achève avec la présentation de quelques pistes de recherche qui sont le problème de Dirichlet pour les marches quantiques ouvertes et les théorèmes asymptotiques pour les mesures quantiques non destructives. La seconde partie rassemble les articles rédigés durant cette thèse. Ces articles traîtent les sujets associés à l'irréductibilité, à la dualité récurrence-transience, au théorème central limite et au principe de grandes déviations pour les marches quantiques ouvertes à temps continu
This thesis is devoted to the study of stochastic models derived from open quantum systems. In particular, this work deals with open quantum walks that are the quantum analogues of classical random walks. The first part consists in giving a general presentation of open quantum walks. The mathematical tools necessary to study open quan- tum systems are presented, then the discrete and continuous time models of open quantum walks are exposed. These walks are respectively governed by quantum channels and Lindblad operators. The associated quantum trajectories are given by Markov chains and stochastic differential equations with jumps. The first part concludes with discussions over some of the research topics such as the Dirichlet problem for open quantum walks and the asymptotic theorems for quantum non demolition measurements. The second part collects the articles written within the framework of this thesis. These papers deal with the topics associated to the irreducibility, the recurrence-transience duality, the central limit theorem and the large deviations principle for continuous time open quantum walks
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Trenn, Stephan. "Distributional differential algebraic equations." Ilmenau Univ.-Verl, 2009. http://d-nb.info/99693197X/04.

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Bahar, Arifah. "Applications of stochastic differential equations and stochastic delay differential equations in population dynamics." Thesis, University of Strathclyde, 2005. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.415294.

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Dareiotis, Anastasios Constantinos. "Stochastic partial differential and integro-differential equations." Thesis, University of Edinburgh, 2015. http://hdl.handle.net/1842/14186.

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In this work we present some new results concerning stochastic partial differential and integro-differential equations (SPDEs and SPIDEs) that appear in non-linear filtering. We prove existence and uniqueness of solutions of SPIDEs, we give a comparison principle and we suggest an approximation scheme for the non-local integral operators. Regarding SPDEs, we use techniques motivated by the work of De Giorgi, Nash, and Moser, in order to derive global and local supremum estimates, and a weak Harnack inequality.
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Abourashchi, Niloufar. "Stability of stochastic differential equations." Thesis, University of Leeds, 2009. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.509828.

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Zhang, Qi. "Stationary solutions of stochastic partial differential equations and infinite horizon backward doubly stochastic differential equations." Thesis, Loughborough University, 2008. https://dspace.lboro.ac.uk/2134/34040.

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In this thesis we study the existence of stationary solutions for stochastic partial differential equations. We establish a new connection between solutions of backward doubly stochastic differential equations (BDSDEs) on infinite horizon and the stationary solutions of the SPDEs. For this, we prove the existence and uniqueness of the L2ρ (Rd; R1) × L2ρ (Rd; Rd) valued solutions of BDSDEs with Lipschitz nonlinear term on both finite and infinite horizons, so obtain the solutions of initial value problems and the stationary weak solutions (independent of any initial value) of SPDEs. Also the L2ρ (Rd; R1) × L2ρ (Rd; Rd) valued BDSDE with non-Lipschitz term is considered. Moreover, we verify the time and space continuity of solutions of real-valued BDSDEs, so obtain the stationary stochastic viscosity solutions of real-valued SPDEs. The connection of the weak solutions of SPDEs and BDSDEs has independent interests in the areas of both SPDEs and BSDEs.
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Books on the topic "Stochastic Differential Algebraic Equations"

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Nicole, El Karoui, and Mazliak Laurent, eds. Backward stochastic differential equations. Harlow: Longman, 1997.

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Vârsan, Constantin. Applications of Lie algebras to hyperbolic and stochastic differential equations. Dordrecht: Kluwer Academic Publishers, 1999.

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Vârsan, Constantin. Applications of Lie Algebras to Hyperbolic and Stochastic Differential Equations. Dordrecht: Springer Netherlands, 1999. http://dx.doi.org/10.1007/978-94-011-4679-1.

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Vârsan, Constantin. Applications of Lie Algebras to Hyperbolic and Stochastic Differential Equations. Dordrecht: Springer Netherlands, 1999.

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Stochastic differential equations. Hauppauge, N.Y: Nova Science Publishers, 2011.

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Stochastic differential equations. Boston: Pitman Advanced Pub. Program, 1985.

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Øksendal, Bernt. Stochastic Differential Equations. Berlin, Heidelberg: Springer Berlin Heidelberg, 1992. http://dx.doi.org/10.1007/978-3-662-02847-6.

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Øksendal, Bernt. Stochastic Differential Equations. Berlin, Heidelberg: Springer Berlin Heidelberg, 1995. http://dx.doi.org/10.1007/978-3-662-03185-8.

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Øksendal, Bernt. Stochastic Differential Equations. Berlin, Heidelberg: Springer Berlin Heidelberg, 2003. http://dx.doi.org/10.1007/978-3-642-14394-6.

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Panik, Michael J. Stochastic Differential Equations. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2017. http://dx.doi.org/10.1002/9781119377399.

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Book chapters on the topic "Stochastic Differential Algebraic Equations"

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Winkler, R. "Stochastic Differential Algebraic Equations in Transient Noise Analysis." In Scientific Computing in Electrical Engineering, 151–56. Berlin, Heidelberg: Springer Berlin Heidelberg, 2006. http://dx.doi.org/10.1007/978-3-540-32862-9_22.

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Ocone, Daniel, and Etienne Pardoux. "A Lie algebraic criterion for non-existence of finite dimensionally computable filters." In Stochastic Partial Differential Equations and Applications II, 197–204. Berlin, Heidelberg: Springer Berlin Heidelberg, 1989. http://dx.doi.org/10.1007/bfb0083947.

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Vârsan, Constantin. "Finitely Generated over Orbits Lie Algebras and Algebraic Representation of the Gradient System." In Applications of Lie Algebras to Hyperbolic and Stochastic Differential Equations, 49–75. Dordrecht: Springer Netherlands, 1999. http://dx.doi.org/10.1007/978-94-011-4679-1_4.

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Janowicz, Maciej, Joanna Kaleta, Filip Krzyżewski, Marian Rusek, and Arkadiusz Orłowski. "Homotopy Analysis Method for Stochastic Differential Equations with Maxima." In Computer Algebra in Scientific Computing, 233–44. Cham: Springer International Publishing, 2015. http://dx.doi.org/10.1007/978-3-319-24021-3_18.

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Vârsan, Constantin. "Gradient Systems in a Lie Algebra." In Applications of Lie Algebras to Hyperbolic and Stochastic Differential Equations, 5–23. Dordrecht: Springer Netherlands, 1999. http://dx.doi.org/10.1007/978-94-011-4679-1_2.

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Vârsan, Constantin. "Introduction." In Applications of Lie Algebras to Hyperbolic and Stochastic Differential Equations, 1–4. Dordrecht: Springer Netherlands, 1999. http://dx.doi.org/10.1007/978-94-011-4679-1_1.

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Vârsan, Constantin. "Representation of a Gradient System." In Applications of Lie Algebras to Hyperbolic and Stochastic Differential Equations, 25–48. Dordrecht: Springer Netherlands, 1999. http://dx.doi.org/10.1007/978-94-011-4679-1_3.

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Vârsan, Constantin. "Applications." In Applications of Lie Algebras to Hyperbolic and Stochastic Differential Equations, 77–115. Dordrecht: Springer Netherlands, 1999. http://dx.doi.org/10.1007/978-94-011-4679-1_5.

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Vârsan, Constantin. "Stabilization and Related Problems." In Applications of Lie Algebras to Hyperbolic and Stochastic Differential Equations, 117–95. Dordrecht: Springer Netherlands, 1999. http://dx.doi.org/10.1007/978-94-011-4679-1_6.

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Grigoriu, Mircea. "Stochastic Algebraic Equations." In Springer Series in Reliability Engineering, 337–78. London: Springer London, 2012. http://dx.doi.org/10.1007/978-1-4471-2327-9_8.

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Conference papers on the topic "Stochastic Differential Algebraic Equations"

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Gerdin, Markus, and Johan Sjoberg. "Nonlinear Stochastic Differential-Algebraic Equations with Application to Particle Filtering." In Proceedings of the 45th IEEE Conference on Decision and Control. IEEE, 2006. http://dx.doi.org/10.1109/cdc.2006.377135.

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HUDSON, R. L. "ALGEBRAIC STOCHASTIC DIFFERENTIAL EQUATIONS AND A FUBINI THEOREM FOR SYMMETRISED DOUBLE QUANTUM STOCHASTIC PRODUCT INTEGRALS." In Proceedings of the Third International Conference. WORLD SCIENTIFIC, 2001. http://dx.doi.org/10.1142/9789812810267_0007.

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Bereza, Robert, Oscar Eriksson, Mohamed R. H. Abdalmoaty, David Broman, and Hakan Hjalmarsson. "Stochastic Approximation for Identification of Non-Linear Differential-Algebraic Equations with Process Disturbances." In 2022 IEEE 61st Conference on Decision and Control (CDC). IEEE, 2022. http://dx.doi.org/10.1109/cdc51059.2022.9993085.

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Wang, Keyou, and Mariesa L. Crow. "Numerical simulation of Stochastic Differential Algebraic Equations for power system transient stability with random loads." In 2011 IEEE Power & Energy Society General Meeting. IEEE, 2011. http://dx.doi.org/10.1109/pes.2011.6039188.

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MALGRANGE, B. "DIFFERENTIAL ALGEBRAIC GROUPS." In Algebraic Approach to Differential Equations. WORLD SCIENTIFIC, 2010. http://dx.doi.org/10.1142/9789814273244_0007.

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Bostan, Alin, Frédéric Chyzak, Bruno Salvy, Grégoire Lecerf, and Éric Schost. "Differential equations for algebraic functions." In the 2007 international symposium. New York, New York, USA: ACM Press, 2007. http://dx.doi.org/10.1145/1277548.1277553.

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Żołądek, Henryk. "Polynomial Riccati equations with algebraic solutions." In Differential Galois Theory. Warsaw: Institute of Mathematics Polish Academy of Sciences, 2002. http://dx.doi.org/10.4064/bc58-0-17.

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Aroca, J. M., J. Cano, R. Feng, and X. S. Gao. "Algebraic general solutions of algebraic ordinary differential equations." In the 2005 international symposium. New York, New York, USA: ACM Press, 2005. http://dx.doi.org/10.1145/1073884.1073891.

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MA, YUJIE, and XIAO-SHAN GAO. "POLYNOMIAL SOLUTIONS OF ALGEBRAIC DIFFERENTIAL EQUATIONS." In Proceedings of the Fifth Asian Symposium (ASCM 2001). WORLD SCIENTIFIC, 2001. http://dx.doi.org/10.1142/9789812799661_0010.

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Trenn, Stephan, and Benjamin Unger. "Delay regularity of differential-algebraic equations." In 2019 IEEE 58th Conference on Decision and Control (CDC). IEEE, 2019. http://dx.doi.org/10.1109/cdc40024.2019.9030146.

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Reports on the topic "Stochastic Differential Algebraic Equations"

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Gear, C. W. Differential algebraic equations, indices, and integral algebraic equations. Office of Scientific and Technical Information (OSTI), April 1989. http://dx.doi.org/10.2172/6307619.

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Knorrenschild, M. Differential-algebraic equations as stiff ordinary differential equations. Office of Scientific and Technical Information (OSTI), May 1989. http://dx.doi.org/10.2172/6980335.

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Yan, Xiaopu. Singularly Perturbed Differential/Algebraic Equations. Fort Belvoir, VA: Defense Technical Information Center, October 1994. http://dx.doi.org/10.21236/ada288365.

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Ashby, S. F., S. L. Lee, L. R. Petzold, P. E. Saylor, and E. Seidel. Computing spacetime curvature via differential-algebraic equations. Office of Scientific and Technical Information (OSTI), January 1996. http://dx.doi.org/10.2172/221033.

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Rabier, Patrick J., and Werner C. Rheinboldt. On Impasse Points of Quasilinear Differential Algebraic Equations. Fort Belvoir, VA: Defense Technical Information Center, June 1992. http://dx.doi.org/10.21236/ada252643.

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Rabier, Patrick J., and Werner C. Rheinboldt. A Geometric Treatment of Implicit Differential-Algebraic Equations. Fort Belvoir, VA: Defense Technical Information Center, May 1991. http://dx.doi.org/10.21236/ada236991.

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Christensen, S. K., and G. Kallianpur. Stochastic Differential Equations for Neuronal Behavior. Fort Belvoir, VA: Defense Technical Information Center, June 1985. http://dx.doi.org/10.21236/ada159099.

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Ober, Curtis C., Roscoe Bartlett, Todd S. Coffey, and Roger P. Pawlowski. Rythmos: Solution and Analysis Package for Differential-Algebraic and Ordinary-Differential Equations. Office of Scientific and Technical Information (OSTI), February 2017. http://dx.doi.org/10.2172/1364461.

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Dalang, Robert C., and N. Frangos. Stochastic Hyperbolic and Parabolic Partial Differential Equations. Fort Belvoir, VA: Defense Technical Information Center, July 1994. http://dx.doi.org/10.21236/ada290372.

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Jiang, Bo, Roger Brockett, Weibo Gong, and Don Towsley. Stochastic Differential Equations for Power Law Behaviors. Fort Belvoir, VA: Defense Technical Information Center, January 2012. http://dx.doi.org/10.21236/ada577839.

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