نتایج جستجو برای: stochastic taylor method

تعداد نتایج: 1746243  

Journal: :Journal of Theoretical Probability 2010

Journal: :Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications 2013

2007
Robert Adler Igor Chueshov Ana Bela Cruzeiro

s of the talks Robert Adler, Technion-Israel Institute of Technology, Israel On quantifying shape, with two applications to stochastic processes I shall discuss some classical Integral and Differential Geometric ways to classify shape, and describe 1. A new class of results about the excursion sets of smooth random fields which uses them. 2. An application of these classifiers to the study of t...

2016
Rainer Buckdahn Ingo Bulla Jin Ma Jianfeng Zhang JIN MA

Abstract. In this paper we study the pathwise stochastic Taylor expansion, in the sense of our previous work [3], for a class of Itô-type random fields in which the di↵usion part is allowed to contain both the random field itself and its spatial derivatives. Random fields of such an “self-exciting” type particularly contains the fully nonlinear stochastic PDEs of curvature driven di↵usion, as w...

Journal: :ESAIM 2023

In this paper we propose and analyze finite element discontinuous Galerkin methods for the one- two-dimensional stochastic Maxwell equations with multiplicative noise. The discrete energy law of semi-discrete DG were studied. Optimal error estimate method is obtained one-dimensional case, case on both rectangular meshes triangular under certain mesh assumptions. Strong Taylor 2.0 scheme used as...

Journal: :نظریه تقریب و کاربرد های آن 0
م فریبرزی عراقی دانشگاه آزاد واحد تهران مرکز ق کاظمی گلیان دانشگاه آزاد واحد شیراز

in this paper , numerical solotion of abel's integral equationby using the taylor expanssion of the unknown functionvia collection method based on sinc is considered...

This paper is concerned with the saddle-path stability of monetary growth rules in a two-country two-sector dynamic stochastic general equilibrium model. Alongside standard features of emerging economies, such as a combination of producer and local currency pricing for exports, fiscal dominance and oil exports, this model also incorporates informal labour and production sectors and examines how...

نمودار تعداد نتایج جستجو در هر سال

با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید