scientific article; zbMATH DE number 2065125
zbMATH Open1043.65009MaRDI QIDQ4459787FDOQ4459787
Authors: David Meintrup, Georg Denk, Stefan Schäffler 
Publication date: 18 May 2004
Title of this publication is not available (Why is that?)
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noisefractional Brownian motionnumerical experimentsmodelingcircuit simulationelectronic circuitsstochastic differential-algebraic equations\(1/f\)-noiseflicker noise
Brownian motion (60J65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Implicit ordinary differential equations, differential-algebraic equations (34A09) Ordinary differential equations and systems with randomness (34F05) Generalized stochastic processes (60G20) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Self-similar stochastic processes (60G18)
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- Some stability results for semilinear stochastic heat equation driven by a fractional noise
- A tabular source approach to modelling and simulating device and circuit noise in the time domain
- A least square-type procedure for parameter estimation in stochastic differential equations with additive fractional noise
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- Mild solutions for a class of fractional SPDEs and their sample paths
- Numerical schemes for rough parabolic equations
- A Milstein-type scheme without Lévy area terms for SDEs driven by fractional Brownian motion
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- On Besov regularity and local time of the solution to the stochastic heat equation
- Transportation cost-information inequality for a stochastic heat equation driven by fractional-colored noise
- Periodic noise analysis of electric circuits: artifacts, singularities and a numerical method
- Euler scheme for fractional delay stochastic differential equations by rough paths techniques
- Sample paths of the solution to the fractional-colored stochastic heat equation
- On the convergence rate of the splitting-up scheme for rough partial differential equations
- Optimal pointwise approximation of stochastic differential equations driven by fractional Brownian motion
- Sharp space-time regularity of the solution to stochastic heat equation driven by fractional-colored noise
- Stochastic heat equation with Burgers term driven by fractional noises with two reflecting walls
- Modelling and simulation of transient noise in circuit simulation
- Multilevel Monte Carlo for stochastic differential equations with additive fractional noise
- Two-step simulation of slat noise
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