Literatura académica sobre el tema "Stochastic Differential Algebraic Equations"
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Artículos de revistas sobre el tema "Stochastic Differential Algebraic Equations"
Alabert, Aureli y 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.
Texto completoHigueras, I., J. Moler, F. Plo y M. San Miguel. "Urn models and differential algebraic equations". Journal of Applied Probability 40, n.º 2 (junio de 2003): 401–12. http://dx.doi.org/10.1239/jap/1053003552.
Texto completoHigueras, I., J. Moler, F. Plo y M. San Miguel. "Urn models and differential algebraic equations". Journal of Applied Probability 40, n.º 02 (junio de 2003): 401–12. http://dx.doi.org/10.1017/s0021900200019380.
Texto completoPulch, Roland. "Stochastic collocation and stochastic Galerkin methods for linear differential algebraic equations". Journal of Computational and Applied Mathematics 262 (mayo de 2014): 281–91. http://dx.doi.org/10.1016/j.cam.2013.10.046.
Texto completoLi, Xun, Jingtao Shi y 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.
Texto completoCONG, NGUYEN DINH y NGUYEN THI THE. "LYAPUNOV SPECTRUM OF NONAUTONOMOUS LINEAR STOCHASTIC DIFFERENTIAL ALGEBRAIC EQUATIONS OF INDEX-1". Stochastics and Dynamics 12, n.º 04 (10 de octubre de 2012): 1250002. http://dx.doi.org/10.1142/s0219493712500025.
Texto completoLv, Xueqin y Jianfang Gao. "Treatment for third-order nonlinear differential equations based on the Adomian decomposition method". LMS Journal of Computation and Mathematics 20, n.º 1 (2017): 1–10. http://dx.doi.org/10.1112/s1461157017000018.
Texto completoDrăgan, Vasile, Ivan Ganchev Ivanov y Ioan-Lucian Popa. "A Game — Theoretic Model for a Stochastic Linear Quadratic Tracking Problem". Axioms 12, n.º 1 (11 de enero de 2023): 76. http://dx.doi.org/10.3390/axioms12010076.
Texto completoCurry, Charles, Kurusch Ebrahimi–Fard, Simon J. A. Malham y Anke Wiese. "Algebraic structures and stochastic differential equations driven by Lévy processes". Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences 475, n.º 2221 (enero de 2019): 20180567. http://dx.doi.org/10.1098/rspa.2018.0567.
Texto completoNair, Priya y Anandaraman Rathinasamy. "Stochastic Runge–Kutta methods for multi-dimensional Itô stochastic differential algebraic equations". Results in Applied Mathematics 12 (noviembre de 2021): 100187. http://dx.doi.org/10.1016/j.rinam.2021.100187.
Texto completoTesis sobre el tema "Stochastic Differential Algebraic Equations"
Curry, Charles. "Algebraic structures in stochastic differential equations". Thesis, Heriot-Watt University, 2014. http://hdl.handle.net/10399/2791.
Texto completoDabrowski, 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.
Texto completoThis 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
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.
Texto completoTribastone, Mirco. "Scalable analysis of stochastic process algebra models". Thesis, University of Edinburgh, 2010. http://hdl.handle.net/1842/4629.
Texto completoBringuier, Hugo. "Marches quantiques ouvertes". Thesis, Toulouse 3, 2018. http://www.theses.fr/2018TOU30064/document.
Texto completoThis 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
Trenn, Stephan. "Distributional differential algebraic equations". Ilmenau Univ.-Verl, 2009. http://d-nb.info/99693197X/04.
Texto completoBahar, 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.
Texto completoDareiotis, Anastasios Constantinos. "Stochastic partial differential and integro-differential equations". Thesis, University of Edinburgh, 2015. http://hdl.handle.net/1842/14186.
Texto completoAbourashchi, Niloufar. "Stability of stochastic differential equations". Thesis, University of Leeds, 2009. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.509828.
Texto completoZhang, 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.
Texto completoLibros sobre el tema "Stochastic Differential Algebraic Equations"
Nicole, El Karoui y Mazliak Laurent, eds. Backward stochastic differential equations. Harlow: Longman, 1997.
Buscar texto completoVârsan, Constantin. Applications of Lie algebras to hyperbolic and stochastic differential equations. Dordrecht: Kluwer Academic Publishers, 1999.
Buscar texto completoVârsan, 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.
Texto completoVârsan, Constantin. Applications of Lie Algebras to Hyperbolic and Stochastic Differential Equations. Dordrecht: Springer Netherlands, 1999.
Buscar texto completoStochastic differential equations. Hauppauge, N.Y: Nova Science Publishers, 2011.
Buscar texto completoStochastic differential equations. Boston: Pitman Advanced Pub. Program, 1985.
Buscar texto completoØksendal, Bernt. Stochastic Differential Equations. Berlin, Heidelberg: Springer Berlin Heidelberg, 1992. http://dx.doi.org/10.1007/978-3-662-02847-6.
Texto completoØksendal, Bernt. Stochastic Differential Equations. Berlin, Heidelberg: Springer Berlin Heidelberg, 1995. http://dx.doi.org/10.1007/978-3-662-03185-8.
Texto completoØksendal, Bernt. Stochastic Differential Equations. Berlin, Heidelberg: Springer Berlin Heidelberg, 2003. http://dx.doi.org/10.1007/978-3-642-14394-6.
Texto completoPanik, Michael J. Stochastic Differential Equations. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2017. http://dx.doi.org/10.1002/9781119377399.
Texto completoCapítulos de libros sobre el tema "Stochastic Differential Algebraic Equations"
Winkler, R. "Stochastic Differential Algebraic Equations in Transient Noise Analysis". En 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.
Texto completoOcone, Daniel y Etienne Pardoux. "A Lie algebraic criterion for non-existence of finite dimensionally computable filters". En Stochastic Partial Differential Equations and Applications II, 197–204. Berlin, Heidelberg: Springer Berlin Heidelberg, 1989. http://dx.doi.org/10.1007/bfb0083947.
Texto completoVârsan, Constantin. "Finitely Generated over Orbits Lie Algebras and Algebraic Representation of the Gradient System". En 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.
Texto completoJanowicz, Maciej, Joanna Kaleta, Filip Krzyżewski, Marian Rusek y Arkadiusz Orłowski. "Homotopy Analysis Method for Stochastic Differential Equations with Maxima". En Computer Algebra in Scientific Computing, 233–44. Cham: Springer International Publishing, 2015. http://dx.doi.org/10.1007/978-3-319-24021-3_18.
Texto completoVârsan, Constantin. "Gradient Systems in a Lie Algebra". En 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.
Texto completoVârsan, Constantin. "Introduction". En 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.
Texto completoVârsan, Constantin. "Representation of a Gradient System". En 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.
Texto completoVârsan, Constantin. "Applications". En 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.
Texto completoVârsan, Constantin. "Stabilization and Related Problems". En 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.
Texto completoGrigoriu, Mircea. "Stochastic Algebraic Equations". En Springer Series in Reliability Engineering, 337–78. London: Springer London, 2012. http://dx.doi.org/10.1007/978-1-4471-2327-9_8.
Texto completoActas de conferencias sobre el tema "Stochastic Differential Algebraic Equations"
Gerdin, Markus y Johan Sjoberg. "Nonlinear Stochastic Differential-Algebraic Equations with Application to Particle Filtering". En Proceedings of the 45th IEEE Conference on Decision and Control. IEEE, 2006. http://dx.doi.org/10.1109/cdc.2006.377135.
Texto completoHUDSON, R. L. "ALGEBRAIC STOCHASTIC DIFFERENTIAL EQUATIONS AND A FUBINI THEOREM FOR SYMMETRISED DOUBLE QUANTUM STOCHASTIC PRODUCT INTEGRALS". En Proceedings of the Third International Conference. WORLD SCIENTIFIC, 2001. http://dx.doi.org/10.1142/9789812810267_0007.
Texto completoBereza, Robert, Oscar Eriksson, Mohamed R. H. Abdalmoaty, David Broman y Hakan Hjalmarsson. "Stochastic Approximation for Identification of Non-Linear Differential-Algebraic Equations with Process Disturbances". En 2022 IEEE 61st Conference on Decision and Control (CDC). IEEE, 2022. http://dx.doi.org/10.1109/cdc51059.2022.9993085.
Texto completoWang, Keyou y Mariesa L. Crow. "Numerical simulation of Stochastic Differential Algebraic Equations for power system transient stability with random loads". En 2011 IEEE Power & Energy Society General Meeting. IEEE, 2011. http://dx.doi.org/10.1109/pes.2011.6039188.
Texto completoMALGRANGE, B. "DIFFERENTIAL ALGEBRAIC GROUPS". En Algebraic Approach to Differential Equations. WORLD SCIENTIFIC, 2010. http://dx.doi.org/10.1142/9789814273244_0007.
Texto completoBostan, Alin, Frédéric Chyzak, Bruno Salvy, Grégoire Lecerf y Éric Schost. "Differential equations for algebraic functions". En the 2007 international symposium. New York, New York, USA: ACM Press, 2007. http://dx.doi.org/10.1145/1277548.1277553.
Texto completoŻołądek, Henryk. "Polynomial Riccati equations with algebraic solutions". En Differential Galois Theory. Warsaw: Institute of Mathematics Polish Academy of Sciences, 2002. http://dx.doi.org/10.4064/bc58-0-17.
Texto completoAroca, J. M., J. Cano, R. Feng y X. S. Gao. "Algebraic general solutions of algebraic ordinary differential equations". En the 2005 international symposium. New York, New York, USA: ACM Press, 2005. http://dx.doi.org/10.1145/1073884.1073891.
Texto completoMA, YUJIE y XIAO-SHAN GAO. "POLYNOMIAL SOLUTIONS OF ALGEBRAIC DIFFERENTIAL EQUATIONS". En Proceedings of the Fifth Asian Symposium (ASCM 2001). WORLD SCIENTIFIC, 2001. http://dx.doi.org/10.1142/9789812799661_0010.
Texto completoTrenn, Stephan y Benjamin Unger. "Delay regularity of differential-algebraic equations". En 2019 IEEE 58th Conference on Decision and Control (CDC). IEEE, 2019. http://dx.doi.org/10.1109/cdc40024.2019.9030146.
Texto completoInformes sobre el tema "Stochastic Differential Algebraic Equations"
Gear, C. W. Differential algebraic equations, indices, and integral algebraic equations. Office of Scientific and Technical Information (OSTI), abril de 1989. http://dx.doi.org/10.2172/6307619.
Texto completoKnorrenschild, M. Differential-algebraic equations as stiff ordinary differential equations. Office of Scientific and Technical Information (OSTI), mayo de 1989. http://dx.doi.org/10.2172/6980335.
Texto completoYan, Xiaopu. Singularly Perturbed Differential/Algebraic Equations. Fort Belvoir, VA: Defense Technical Information Center, octubre de 1994. http://dx.doi.org/10.21236/ada288365.
Texto completoAshby, S. F., S. L. Lee, L. R. Petzold, P. E. Saylor y E. Seidel. Computing spacetime curvature via differential-algebraic equations. Office of Scientific and Technical Information (OSTI), enero de 1996. http://dx.doi.org/10.2172/221033.
Texto completoRabier, Patrick J. y Werner C. Rheinboldt. On Impasse Points of Quasilinear Differential Algebraic Equations. Fort Belvoir, VA: Defense Technical Information Center, junio de 1992. http://dx.doi.org/10.21236/ada252643.
Texto completoRabier, Patrick J. y Werner C. Rheinboldt. A Geometric Treatment of Implicit Differential-Algebraic Equations. Fort Belvoir, VA: Defense Technical Information Center, mayo de 1991. http://dx.doi.org/10.21236/ada236991.
Texto completoChristensen, S. K. y G. Kallianpur. Stochastic Differential Equations for Neuronal Behavior. Fort Belvoir, VA: Defense Technical Information Center, junio de 1985. http://dx.doi.org/10.21236/ada159099.
Texto completoOber, Curtis C., Roscoe Bartlett, Todd S. Coffey y Roger P. Pawlowski. Rythmos: Solution and Analysis Package for Differential-Algebraic and Ordinary-Differential Equations. Office of Scientific and Technical Information (OSTI), febrero de 2017. http://dx.doi.org/10.2172/1364461.
Texto completoDalang, Robert C. y N. Frangos. Stochastic Hyperbolic and Parabolic Partial Differential Equations. Fort Belvoir, VA: Defense Technical Information Center, julio de 1994. http://dx.doi.org/10.21236/ada290372.
Texto completoJiang, Bo, Roger Brockett, Weibo Gong y Don Towsley. Stochastic Differential Equations for Power Law Behaviors. Fort Belvoir, VA: Defense Technical Information Center, enero de 2012. http://dx.doi.org/10.21236/ada577839.
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