Smooth random functions, random ODEs, and Gaussian processes
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- A Brownian-Motion Model for the Eigenvalues of a Random Matrix
- A Century of Interplay Between Taylor Series, Fourier Series and Brownian Motion
- A course on rough paths. With an introduction to regularity structures
- A simple construction of certain diffusion processes
- An interpretation of stochastic differential equations as ordinary differential equations which depend on the sample point
- Asymptotic theory of mixing stochastic ordinary differential equations
- Brownian motion. With an appendix by Oded Schramm and Wendelin Werner
- Computing with functions in spherical and polar geometries. I. The sphere
- Differential equations driven by rough signals
- Exploring ODEs
- Extension of Chebfun to periodic functions
- Free energy of a nonuniform system. I: Interfacial free energy
- Gaussian processes for machine learning.
- Mathematical Analysis of Random Noise
- Modeling the fractal geometry of arctic melt ponds using the level sets of random surfaces
- Noise-induced transitions. Theory and applications in physics, chemistry, and biology
- Numerical methods for stochastic computations. A spectral method approach.
- Numerical methods for stochastic partial differential equations with white noise
- On the Convergence of Ordinary Integrals to Stochastic Integrals
- On the gap between deterministic and stochastic ordinary differential equations
- On the relation between ordinary and stochastic differential equations
- Random Fourier Series with Applications to Harmonic Analysis. (AM-101)
- Random Ordinary Differential Equations and Their Numerical Solution
- Random wavefunctions and percolation
- Regular and irregular semiclassical wavefunctions
- Smooth approximation of stochastic differential equations
- Solving periodic semilinear stiff PDEs in 1D, 2D and 3D with exponential integrators
- Stochastic differential equations. An introduction with applications.
- Stochastic methods. A handbook for the natural and social sciences
- The ordinary differential equation approach to asymptotically efficient schemes for solution of stochastic differential equations
- The statistical analysis of a random, moving surface
Cited in
(13)- The Laurent-Horner method for validated evaluation of Chebyshev expansions
- Feedforward control for a manipulator with flexure joints using a Lagrangian neural network
- Enhancing predictive capabilities in data-driven dynamical modeling with automatic differentiation: Koopman and neural ODE approaches
- Representation of conformal maps by rational functions
- Efficient reduced-rank methods for Gaussian processes with eigenfunction expansions
- Brownian bridge expansions for Lévy area approximations and particular values of the Riemann zeta function
- Principled interpolation of Green's functions learned from data
- Building hierarchies of semiclassical Jacobi polynomials for spectral methods in annuli
- Low rank approximation in the computation of first kind integral equations with TauToolbox
- Solving Laplace problems with corner singularities via rational functions
- FEAST for differential eigenvalue problems
- Enclosing Chebyshev expansions in linear time
- Eight Perspectives on the Exponentially Ill-Conditioned Equation $\varepsilon y - x y' + y = 0$
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