Pages that link to "Item:Q5493560"

The following pages link to Stochastic Differential Equations: A Wiener Chaos Approach (Q5493560):

Displaying 22 items.

• The stochastic linear quadratic optimal control problem in Hilbert spaces: a polynomial chaos approach (Q325340) (← links)
• Solution of stochastic nonlinear time fractional PDEs using polynomial chaos expansion combined with an exponential integrator (Q666765) (← links)
• Finite-time blowup and existence of global positive solutions of a semi-linear SPDE (Q980998) (← links)
• Itô-Wiener chaos expansion with exact residual and correlation, variance inequalities (Q1374847) (← links)
• Time-homogeneous parabolic Wick-Anderson model in one space dimension: regularity of solution (Q1706672) (← links)
• An approximate formula for calculating the expectations of functionals from random processes based on using the Wiener chaos expansion (Q2026638) (← links)
• Global existence and finite time blow-up for a stochastic non-local reaction-diffusion equation (Q2149477) (← links)
• Classical and generalized solutions of fractional stochastic differential equations (Q2219503) (← links)
• Certified offline-free reduced basis (COFRB) methods for stochastic differential equations driven by arbitrary types of noise (Q2291860) (← links)
• The asymptotic error of chaos expansion approximations for stochastic differential equations (Q2326537) (← links)
• Numerical solutions of stochastic PDEs driven by arbitrary type of noise (Q2328016) (← links)
• Efficient numerical schemes for the solution of generalized time fractional Burgers type equations (Q2413278) (← links)
• Solving stochastic optimal control problems by a Wiener chaos approach (Q2510585) (← links)
• On distribution free Skorokhod-Malliavin calculus (Q2629199) (← links)
• Wiener-Poisson chaos expansion and numerical solutions of the Heath-Jarrow-Morton interest rate model (Q2629200) (← links)
• Chaos expansions: applications to a generalized eigenvalue problem for the Malliavin derivative (Q3074597) (← links)
• Sparse tensor discretizations of high-dimensional parametric and stochastic PDEs (Q3100349) (← links)
• A Wiener Chaos Approach to Hyperbolic SPDEs (Q3168703) (← links)
• The Stochastic Dirichlet Problem Driven by the Ornstein–Uhlenbeck Operator: Approach by the Fredholm Alternative for Chaos Expansions (Q3168707) (← links)
• Total variation flow perturbed by gradient linear multiplicative noise (Q4638555) (← links)
• Nonhomogeneous First-order Linear Malliavin Type Differential Equation (Q4914484) (← links)
• Harmonic analysis tools for stochastic magnetohydrodynamics equations in Besov spaces (Q5507468) (← links)