SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Foundations of Stochastic Differential Equations in Infinite Dimensional Spaces
0 references·11 citing·39 second hop
Foundations of Stochastic Differential Equations in Infinite Dimensional Spaces (1984)Foundations of Stochastic Differential Eq…Treatment of uncertain material interfaces in compressible flows (2010)Treatment of uncertain materi…Stochastic finite elements: Computational approaches to stochastic partial differential equations (2008)Stochastic finite elements: C…STOCHASTIC INTEGRATION FOR FRACTIONAL BROWNIAN MOTION IN A HILBERT SPACE (2006)STOCHASTIC INTEGRATION FOR FR…MODELING TERM STRUCTURE DYNAMICS: AN INFINITE DIMENSIONAL APPROACH (2005)MODELING TERM STRUCTURE DYNAM…Uncertainty Quantification with Stochastic Finite Elements (2004)Uncertainty Quantification wi…Space-time continuous solutions to SPDE's driven by a homogeneous Wiener process (1999)Space-time continuous solutio…Parabolic SPDEs driven by Poisson white noise (1998)Parabolic SPDEs driven by Poi…Itô’s Stochastic Calculus and Probability Theory (1996)Itô’s Stochastic Calculus and…Optimal Controls for Stochastic Partial Differential Equations (1990)Optimal Controls for Stochast…Ito’s formula and Levy’s Laplacian (1987)Ito’s formula and Levy’s Lapl…Some interesting processes arising as heavy traffic limits in an M/M/∞ storage process (1986)Some interesting processes ar…Multiple Wiener Integral (1951)On a Formula Concerning Stochastic Differentials (1951)DIFFUSION PROCESSES AND THEIR SAMPLE PATHS (1967)A continuous time approach to the pricing of bonds (1979)Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)Towards a general theory of bond markets (1997)A characterization of hedging portfolios for interest rate contingent claims (2004)Exponential moments for HJM models with jumps (2007)Volatility estimation for stochastic PDEs using high-frequency observations (2019)White noise driven SPDEs with reflection (1993)An introduction to stochastic partial differential equations (2006)Non-linear rough heat equations (2011)Stochastic geometric wave equations with values in compact Riemannian homogeneous spaces (2013)Stochastic heat equation with rough dependence in space (2017)Stochastic Finite Elements: A Spectral Approach (1991)The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations (2002)Polynomial Chaos Expansion of Random Coefficients and the Solution of Stochastic Partial Differential Equations in the Tensor Train Format (2015)Inverse Problems in a Bayesian Setting (2016)Stochastic multi-scale finite element based reliability analysis for laminated composite structures (2017)Structural Reliability Analysis and Prediction (2017)Extremes and related properties of random sequences and processes (1984)Brownian Motion and Stochastic Flow Systems. (1987)A dynamic storage process (1990)Stochastic Differential Equations (2006)The Variation of Certain Speculative Prices (1963)Fractional Brownian Motions, Fractional Noises and Applications (1968)Stochastic Analysis of the Fractional Brownian Motion (1999)Prediction for some processes related to a fractional Brownian motion (2005)Stochastic Differential Equations and Diffusion Processes (1983)Stochastic integration with respect to compensated Poisson random measures on separable Banach spaces (2004)Existence, Uniqueness and Regularity of Parabolic SPDEs Driven by Poisson Random Measure (2005)Stochastic Reaction-diffusion Equations Driven by Jump Processes (2017)MULTI-DIMENSIONAL DIFFUSION PROCESSES (1980)Stochastic partial differential equations and filtering of diffusion processes (1980)Analysis of Brownian functionals (1976)Ito formula for generalized Brownian functionals (2006)Uncertainty Quantification and Weak Approximation of an Elliptic Inverse Problem (2011)Sampling-free linear Bayesian update of polynomial chaos representations (2012)Accelerating Monte Carlo estimation with derivatives of high-level finite element models (2017)
this work references cited by second hop

References

No references inside the corpus for this window.

Cited by

  • 1998Parabolic SPDEs driven by Poisson white noise123 cited
  • 2008Stochastic finite elements: Computational approaches to stochastic partial differential equations98 cited
  • 1999Space-time continuous solutions to SPDE's driven by a homogeneous Wiener process97 cited
  • 2005MODELING TERM STRUCTURE DYNAMICS: AN INFINITE DIMENSIONAL APPROACH86 cited
  • 2004Uncertainty Quantification with Stochastic Finite Elements70 cited
  • 2006STOCHASTIC INTEGRATION FOR FRACTIONAL BROWNIAN MOTION IN A HILBERT SPACE52 cited
  • 1986Some interesting processes arising as heavy traffic limits in an M/M/∞ storage process32 cited
  • 1996Itô’s Stochastic Calculus and Probability Theory28 cited
  • 1990Optimal Controls for Stochastic Partial Differential Equations28 cited
  • 1987Ito’s formula and Levy’s Laplacian24 cited
  • 2010Treatment of uncertain material interfaces in compressible flows14 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work