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Статті в журналах з теми "Stochastic Differential Algebraic Equations"
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.
Повний текст джерелаHigueras, 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.
Повний текст джерелаHigueras, 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.
Повний текст джерелаPulch, 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.
Повний текст джерелаLi, 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.
Повний текст джерелаCONG, 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.
Повний текст джерелаLv, 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.
Повний текст джерелаDrăgan, 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.
Повний текст джерелаCurry, 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.
Повний текст джерелаNair, 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.
Повний текст джерелаДисертації з теми "Stochastic Differential Algebraic Equations"
Curry, Charles. "Algebraic structures in stochastic differential equations." Thesis, Heriot-Watt University, 2014. http://hdl.handle.net/10399/2791.
Повний текст джерелаDabrowski, 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.
Повний текст джерелаThis 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.
Повний текст джерелаTribastone, Mirco. "Scalable analysis of stochastic process algebra models." Thesis, University of Edinburgh, 2010. http://hdl.handle.net/1842/4629.
Повний текст джерелаBringuier, Hugo. "Marches quantiques ouvertes." Thesis, Toulouse 3, 2018. http://www.theses.fr/2018TOU30064/document.
Повний текст джерелаThis 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.
Повний текст джерелаBahar, 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.
Повний текст джерелаDareiotis, Anastasios Constantinos. "Stochastic partial differential and integro-differential equations." Thesis, University of Edinburgh, 2015. http://hdl.handle.net/1842/14186.
Повний текст джерелаAbourashchi, Niloufar. "Stability of stochastic differential equations." Thesis, University of Leeds, 2009. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.509828.
Повний текст джерелаZhang, 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.
Повний текст джерелаКниги з теми "Stochastic Differential Algebraic Equations"
Nicole, El Karoui, and Mazliak Laurent, eds. Backward stochastic differential equations. Harlow: Longman, 1997.
Знайти повний текст джерелаVârsan, Constantin. Applications of Lie algebras to hyperbolic and stochastic differential equations. Dordrecht: Kluwer Academic Publishers, 1999.
Знайти повний текст джерелаVârsan, 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.
Повний текст джерелаVârsan, Constantin. Applications of Lie Algebras to Hyperbolic and Stochastic Differential Equations. Dordrecht: Springer Netherlands, 1999.
Знайти повний текст джерелаStochastic differential equations. Hauppauge, N.Y: Nova Science Publishers, 2011.
Знайти повний текст джерелаStochastic differential equations. Boston: Pitman Advanced Pub. Program, 1985.
Знайти повний текст джерелаØksendal, Bernt. Stochastic Differential Equations. Berlin, Heidelberg: Springer Berlin Heidelberg, 1992. http://dx.doi.org/10.1007/978-3-662-02847-6.
Повний текст джерелаØksendal, Bernt. Stochastic Differential Equations. Berlin, Heidelberg: Springer Berlin Heidelberg, 1995. http://dx.doi.org/10.1007/978-3-662-03185-8.
Повний текст джерелаØksendal, Bernt. Stochastic Differential Equations. Berlin, Heidelberg: Springer Berlin Heidelberg, 2003. http://dx.doi.org/10.1007/978-3-642-14394-6.
Повний текст джерелаPanik, Michael J. Stochastic Differential Equations. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2017. http://dx.doi.org/10.1002/9781119377399.
Повний текст джерелаЧастини книг з теми "Stochastic Differential Algebraic Equations"
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.
Повний текст джерелаOcone, 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.
Повний текст джерелаVârsan, 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.
Повний текст джерелаJanowicz, 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.
Повний текст джерелаVârsan, 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.
Повний текст джерелаVârsan, 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.
Повний текст джерелаVârsan, 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.
Повний текст джерелаVârsan, 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.
Повний текст джерелаVârsan, 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.
Повний текст джерелаGrigoriu, 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.
Повний текст джерелаТези доповідей конференцій з теми "Stochastic Differential Algebraic Equations"
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.
Повний текст джерелаHUDSON, 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.
Повний текст джерелаBereza, 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.
Повний текст джерелаWang, 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.
Повний текст джерелаMALGRANGE, B. "DIFFERENTIAL ALGEBRAIC GROUPS." In Algebraic Approach to Differential Equations. WORLD SCIENTIFIC, 2010. http://dx.doi.org/10.1142/9789814273244_0007.
Повний текст джерелаBostan, 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.
Повний текст джерелаŻołądek, 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.
Повний текст джерелаAroca, 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.
Повний текст джерелаMA, 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.
Повний текст джерелаTrenn, 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.
Повний текст джерелаЗвіти організацій з теми "Stochastic Differential Algebraic Equations"
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.
Повний текст джерелаKnorrenschild, 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.
Повний текст джерелаYan, Xiaopu. Singularly Perturbed Differential/Algebraic Equations. Fort Belvoir, VA: Defense Technical Information Center, October 1994. http://dx.doi.org/10.21236/ada288365.
Повний текст джерелаAshby, 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.
Повний текст джерелаRabier, 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.
Повний текст джерелаRabier, 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.
Повний текст джерелаChristensen, 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.
Повний текст джерелаOber, 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.
Повний текст джерелаDalang, 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.
Повний текст джерелаJiang, 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.
Повний текст джерела