A review on stochastic differential equations for applications in hydrology

From MaRDI portal
Publication:1113194

DOI10.1007/BF01543805zbMath0661.60068MaRDI QIDQ1113194

T. E. Unny, B. A. Bodo, Mary E. Thompson

Publication date: 1987

Published in: Stochastic Hydrology and Hydraulics (Search for Journal in Brave)




Related Items

An error corrected Euler-Maruyama method for stiff stochastic differential equations, Estimation of parameters for diffusion processes with jumps from discrete observations, A stochastic differential equation approach to soil moisture, Management strategies for run-of-river hydropower plants: an optimal switching approach, Adams methods for the efficient solution of stochastic differential equations with additive noise, An improved algorithm for the estimation of the mean first passage time of ordinary stochastic differential equations, Consistency of Bayesian nonparametric inference for discretely observed jump diffusions, Double-implicit and split two-step Milstein schemes for stochastic differential equations, Operator approach in nonlinear stochastic open quantum physics, Stochastic process model for solute transport and the associated transport equation, Parametric estimation for discretely observed stochastic processes with jumps, Probabilistic modeling of aerated lagoons: A comparison of methodologies, Fitting a stochastic partial differential equation to aquifer data, A survey of numerical methods for stochastic differential equations, Unnamed Item, On the shot-noise streamflow model and its applications, A family of fully implicit Milstein methods for stiff stochastic differential equations with multiplicative noise, A stochastic differential equation model for assessing drought and flood risks, Chebyshev spectral collocation method for stochastic delay differential equations, An improved Milstein method for stiff stochastic differential equations, Statistical specification of jumps under semiparametric semimartingale models, The fully implicit stochastic-\(\alpha \) method for stiff stochastic differential equations, Exact solutions and doubly efficient approximations of jump-diffusion itô equations



Cites Work