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Elsevier电子期刊(37)
在“
Elsevier电子期刊
”中,
命中:
37
条,耗时:0.0279904 秒
在所有数据库中总计命中:
80
条
1.
A high-order discontinuous Galerkin method for Itô stochastic ordinary differential
equation
s
作者:
Mahboub Baccouch
;
mbaccouch@unomaha.edu" class="auth_mail" title="E-mail the corresponding author
;
Bryan Johnson
关键词:
60H10
;
60H35
;
65C20
;
65C30
;
65L20
;
65L60
刊名:Journal of Computational and Applied Mathematics
出版年:2016
2.
Wong-
Zakai
approximation of solutions to reflecting stochastic differential
equation
s on domains in Euclidean spaces
作者:
Shigeki Aida
;
Kosuke Sasaki
关键词:
Wong&ndash
;
Zakai
approximation
;
Reflecting stochastic differential
equation
;
Strong convergence
刊名:Stochastic Processes and their Applications
出版年:2013
3.
Almost sure convergence of a Galerkin approximation for SPDEs of
Zakai
type driven by square integrable martingales
作者:
Annika Lang
;
annika.lang@sam.math.ethz.ch
关键词:
Finite element method
;
Stochastic partial differential
equation
;
Martingale
;
Galerkin method
;
Zakai
equation
;
Advection&ndash
;
diffusion
equation
刊名:Journal of Computational and Applied Mathematics
出版年:2012
4.
Optimal Nudging in Particle Filters
作者:
N. Lingala
a
;
N. Sri Namachchivaya
a
;
navam@illinois.edu
;
N. Perkowski
b
;
H.C. Yeong
a
关键词:
Zakai
equation
;
particle filter
;
multi-scale dynamics
;
homogenization
;
optimal control
;
importance sampling
刊名:Procedia IUTAM
出版年:2013
5.
An It? formula for a family of stochastic integrals and related Wong-
Zakai
theorems
作者:
Paolo Da Pelo
a
;
dapelo@dm.uniba.it
;
Alberto Lanconelli
a
;
lanconelli@dm.uniba.it
;
Aurel I. Stan
b
;
stan.7@osu.edu
关键词:
60H10
;
60H30
;
60H05
刊名:Stochastic Processes and their Applications
出版年:2013
6.
Itô's formula in UMD Banach spaces and regularity of solutions of the
Zakai
equation
作者:
Z. Brzeź
;
niak
;
J.M.A.M. van Neerven
;
M.C. Veraar
;
L. Weis
关键词:
Stochastic integration in Banach spaces
;
UMD spaces
;
Itô
;
formula
;
Stochastic evolution
equation
s
;
Zakai
equation
;
Non-autonomous
equation
s
;
Wong–
;
Zakai
approximation
刊名:Journal of Differential
Equation
s
出版年:2008
7.
A
Zakai
equation
derivation of the extended Kalman filter
作者:
Robert J. Elliott
;
Simon Haykin
关键词:
Extended Kalman filter
;
Bayes’
;
rule
;
Zakai
equation
;
Discrete time
刊名:Automatica
出版年:2010
8.
On absolutely continuous compensators and nonlinear filtering
equation
s in default risk models
作者:
Umut ?etin
关键词:
Azé
;
ma supermartingale
;
Default indicator
;
Absolutely continuous compensators
;
Pricing of default risk
;
Nonlinear filtering
;
Zakai
equation
;
Kushner&ndash
;
Stratonovich
equation
刊名:Stochastic Processes and their Applications
出版年:2012
9.
Electrode kinetics parameters estimation using
Zakai
equation
作者:
A. Mendelson
;
R. Tenno
关键词:
Nonlinear filtering
;
Zakai
equation
;
Parameter estimation
;
Electrode kinetics
;
Numerical analysis
刊名:Journal of Process Control
出版年:2009
10.
Mean square convergence of a semidiscrete scheme for SPDEs of
Zakai
type driven by square integrable martingales
作者:
Annika
;
Lang
;
;
lang@math.uni-mannheim.de
关键词:
Euler&ndash
;
Maruyama scheme
;
Stochastic partial differential
equation
s
;
Zakai
equation
;
Numerical scheme
;
Lé
;
vy process
;
Mean square convergence
刊名:Procedia Computer Science
出版年:2010
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