scientific article; zbMATH DE number 936525
From MaRDI portal
Publication:4896047
Recommendations
Cited in
(only showing first 100 items - show all)- Generalized spectral decomposition for stochastic nonlinear problems
- Properties of delta functions of a class of observables on white noise functionals
- Generalized stochastic processes in algebras of generalized functions
- Sufficient conditions for the existence of global random attractors for stochastic lattice dynamical systems and applications
- Gradient type noises. II: Systems of stochastic partial differential equations
- Scale transform of discrete stationary signals
- Stochastic partial differential equations. A modeling, white noise functional approach
- Convergence to SPDEs in Stratonovich form
- Parameter identification for singular random fields arising in Burgers' turbulence
- Weighted stochastic Sobolev spaces and bilinear SPDEs driven by space-time white noise
- A stochastic oscillator with time-dependent damping
- A multigrid solver for two-dimensional stochastic diffusion equations.
- White noise analysis for Lévy processes.
- Spectral stochastic homogenization of divergence-type PDEs.
- Exact solutions for stochastic mKdV equations
- Scaling laws for fractional diffusion-wave equations with singular data
- Importance sampling for Kolmogorov backward equations
- An infinite dimensional umbral calculus
- Stochastic equations with an unbounded operator coefficient and multiplicative noise
- Convergence theorems for operators sequences on functionals of discrete-time normal martingales
- A stochastic maximum principle for processes driven by fractional Brownian motion.
- An auto-Bäcklund transformation and exact solutions of stochastic Wick-type Sawada-Kotera equations
- Exact solutions for generalized stochastic Wick-type KdV-mKdV equations
- The stochastic soliton-like solutions of stochastic KdV equations
- Exact solutions for the Wick-type stochastic Schamel-Korteweg-de Vries equation
- Generalized Brownian functionals and the solution to a stochastic partial differential equation
- Growing fractal interfaces in the presence of self-similar hopping surface diffusion
- Modeling uncertainty in steady state diffusion problems via generalized polynomial chaos
- Exact solutions for stochastic KdV equations
- Evolution equation of a stochastic semigroup with white-noise drift.
- Measurements of ordinary and stochastic differential equations.
- Positonic solutions for Wick-type stochastic KdV equations
- Exact solutions of the Wick-type stochastic Kadomtsev-Petviashvili equations
- Stochastic partial differential equations driven by Lévy space-time white noise.
- Scaling limit solution of a fractional Burgers equation.
- On unbiased stochastic Navier-Stokes equations
- Soliton solutions for the Wick-type stochastic KP equation
- Numerical solutions to fractional perturbed Volterra equations
- Transport equations with fractal noise-existence, uniqueness and regularity of the solution
- Finite elements for stochastic media problems
- On the relationship between Wick calculus and stochastic integration in the Lévy white noise analysis
- Fractional white noise functional soliton solutions of a Wick-type stochastic fractional NLSE
- mu-Brownian motion, dualities, diffusions, transforms, and reproducing kernel Hilbert spaces
- On exact special solutions for the stochastic regularized long wave-Burgers equation
- Solutions of a disease model with fractional white noise
- Traveling wave solutions of some important Wick-type fractional stochastic nonlinear partial differential equations
- The deterministic and stochastic solutions of the Schrodinger equation with time conformable derivative in birefrigent fibers
- Travelling wave and optical soliton solutions of the Wick-type stochastic NLSE with conformable derivatives
- Sequential Bayesian experimental design for estimation of extreme-event probability in stochastic input-to-response systems
- Stability analysis of stochastic fractional-order competitive neural networks with leakage delay
- Stochastic parabolic equations with singular potentials
- Large deviation principle for a class of SPDE with locally monotone coefficients
- Stochastic differential calculus for Gaussian and non-Gaussian noises: a critical review
- White noise differential equations for vector-valued white noise functionals
- Wick-type stochastic multi-soliton and soliton molecule solutions in the framework of nonlinear Schrödinger equation
- A stochastic optimal control problem governed by SPDEs via a spatial-temporal interaction operator
- Stochastic integrals and evolution equations with Gaussian random fields
- Exact solutions for a Wick-type stochastic reaction Duffing equation
- Certified offline-free reduced basis (COFRB) methods for stochastic differential equations driven by arbitrary types of noise
- Sheffer homeomorphisms of spaces of entire functions in infinite dimensional analysis
- Numerical solutions of stochastic PDEs driven by arbitrary type of noise
- Numerical methods for stochastic partial differential equations with white noise
- A concise course on stochastic partial differential equations
- The Itô-Ventzell formula and forward stochastic differential equations driven by Poisson random measures
- Explicit solution to the stochastic system of linear algebraic equations \((\alpha _{1}\boldsymbol{A}_{1} + \alpha _{2}\boldsymbol{A}_{2} +\cdots+ \alpha _{m}\boldsymbol{A}_{m})\boldsymbol{x} = \boldsymbol{b}\)
- Computational aspects of the stochastic finite element method
- Stochastic fractional differential equations: modeling, method and analysis
- Travelling wave solutions to the generalized stochastic KdV equation
- White noise functional solutions of Wick-type stochastic generalized Hirota-Satsuma coupled KdV equations
- A risky asset model based on Lévy processes and asymptotically self-similar activity time processes with long-range dependence
- Non-commutative stochastic distributions and applications to linear systems theory
- The generalized well-posedness of the Cauchy problem for an abstract stochastic equation with multiplicative noise
- An Itô formula for a family of stochastic integrals and related Wong-Zakai theorems
- Stochastic soliton-like solutions and theirs stochastic excitations under a (2 + 1)-dimensional stochastic dispersive long wave system
- A modified Jacobi elliptic function expansion method and its application to Wick-type stochastic KdV equation
- Some exact solutions for stochastic mKdV equation
- The stochastic soliton-like solutions of \((2+1)\)-dimensional stochastic Broer-Kaup equation
- New solutions for the Wick-type 2-dimensional stochastic compound KdV equations
- Symbolic computation of exact solutions for the (2 + 1)-dimensional generalized stochastic KP equation
- Jacobian elliptic function expansion solutions for the Wick-type stochastic coupled KdV equations
- Approximate solutions to anticipative stochastic differential equations
- Exact solutions for Wick-type stochastic coupled KdV equations
- Uniformly constructing a series of exact solutions for \((2+1)\)-dimensional stochastic Broer-Kaup system
- Exact solutions for the Wick-type stochastic 2-dimensional KdV equations with dissipation
- Theory and application of stability for stochastic reaction diffusion systems
- Nonstandard limit theorem for infinite variance functionals
- Exact solutions of the Wick-type stochastic mKP equation
- New exact Jacobian elliptic function solutions for Wick-type stochastic KdV equation
- Stochastic exact solutions to (2 + 1)-dimensional stochastic Broer-Kaup equation
- Symmetry reductions and soliton-like solutions for stochastic MKdV equation
- Exact soliton-like solutions for stochastic combined Burgers-KdV equation
- Jacobian elliptic function expansion solutions of nonlinear stochastic equations
- Wiener chaos solutions of linear stochastic evolution equations
- Global \(L_2\)-solutions of stochastic Navier-Stokes equations
- Wick integration with respect to fractional Brownian sheet
- Stochastic steady-state Navier-Stokes equations with additive random noise
- An Itô formula for generalized functionals of a fractional Brownian motion with arbitrary Hurst parameter.
- On multilevel Monte Carlo methods for deterministic and uncertain hyperbolic systems
- Gaussian distributions and applications to stochastic partial differential equations
- scientific article; zbMATH DE number 1639835 (Why is no real title available?)
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4896047)
