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ON SOLVING STOCHASTIC INITIAL-VALUE DIFFERENTIAL EQUATIONS
16 references·2 citing·36 second hop
ON SOLVING STOCHASTIC INITIAL-VALUE DIFFERENTIAL EQUATIONS (2003)ON SOLVING STOCHASTIC INITIAL-VALUE DIFFE…Stochastic Finite Element Method (2017)Stochastic Finite Element Met…Stochastic Integration and Differential Equations : A New Approach (2014)Stochastic Integration and Di…SOLVING STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS BASED ON THE EXPERIMENTAL DATA (2003)SOLVING STOCHASTIC PARTIAL DI…On solving elliptic stochastic partial differential equations (2002)On solving elliptic stochasti…Solution of stochastic partial differential equations using Galerkin finite element techniques (2001)Solution of stochastic partia…The bird's eye view on finite element method for structures with large stochastic variations (1999)The bird's eye view on finite…Stochastic finite elements as a bridge between random material microstructure and global response (1999)Stochastic finite elements as…Propagation of probabilistic uncertainty in complex physical systems using a stochastic finite element approach (1999)Propagation of probabilistic …Finite elements for stochastic media problems (1999)Finite elements for stochasti…Stochastic Differential Equations (1998)Stochastic Differential Equat…Spectral techniques for stochastic finite elements (1997)Spectral techniques for stoch…Numerical solution of spectral stochastic finite element systems (1996)Numerical solution of spectra…Numerical solution of stochastic differential equations (1994)Numerical solution of stochas…Stochastic Finite Elements: A Spectral Approach (1991)Stochastic Finite Elements: A…Stochastic Finite Element Analysis of Simple Beams (1983)Stochastic Finite Element Ana…A probabilistic model for spatial distribution of material properties (1976)A probabilistic model for spa…Parametric models for samples of random functions (2015)Parametric models for samples…A priori error estimation for the stochastic perturbation method (2014)A priori error estimation for…ON STATIONARY PROCESSES IN THE PLANE (1954)Fractional Brownian Motions, Fractional Noises and Applications (1968)The stochastic finite element method in structural reliability (1987)Uncertainties in probabilistic numerical analysis of structures and solids-Stochastic finite elements (1997)Maximum entropy approach for modeling random uncertainties in transient elastodynamics (2001)The stochastic finite-element method (1980)Stochastic Differential Equations: An Introduction with Applications. (1987)Uncertainty propagation using Wiener–Haar expansions (2004)Sparse grid collocation schemes for stochastic natural convection problems (2007)A non-adapted sparse approximation of PDEs with stochastic inputs (2011)Structural Reliability under Incomplete Probability Information (1986)Optimal Discretization of Random Fields (1993)Comparison of finite element reliability methods (2002)Uncertainty propagation in CFD using polynomial chaos decomposition (2006)Stochastic finite element methods for partial differential equations with random input data (2014)Verification and Validation in Computational Science and Engineering (1998)On the construction and analysis of stochastic models: Characterization and propagation of the errors associated with limited data (2006)Stochastic model reduction for chaos representations (2007)The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations (2002)Global sensitivity analysis using polynomial chaos expansions (2007)AK-MCS: An active learning reliability method combining Kriging and Monte Carlo Simulation (2011)Option pricing by Esscher transforms. (1995)Estimating quadratic variation using realized variance (2002)Common Failings: How Corporate Defaults Are Correlated (2007)GARCH vs. stochastic volatility: Option pricing and risk management (2002)Portfolio optimization with unobservable Markov-modulated drift process (2005)NONPARAMETRIC FILTERING OF THE REALIZED SPOT VOLATILITY: A KERNEL-BASED APPROACH (2009)Non-Gaussian positive-definite matrix-valued random fields for elliptic stochastic partial differential operators (2005)Long-term behavior of polynomial chaos in stochastic flow simulations (2006)Strong and Weak Error Estimates for Elliptic Partial Differential Equations with Random Coefficients (2012)Dynamic analysis of framed structures with statistical uncertainties (1999)Reliability-based robust design optimization using the eigenvector dimension reduction (EDR) method (2008)Probability density evolution analysis of engineering structures via cubature points (2012)On modelling and pricing weather derivatives (2002)Multiscale Stochastic Volatility Asymptotics (2003)Saving and investing for early retirement: A theoretical analysis☆ (2006)
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70 cited
  • 1999The bird's eye view on finite element method for structures with large stochastic variations49 cited
  • Cited by

    • 2014A priori error estimation for the stochastic perturbation method9 cited
    • 2015Parametric models for samples of random functions8 cited