Search Results - "probability theory"

Introduction to fractional and pseudo-differential equations with singular symbols by Umarov, Sabir

Subjects: “…Encyclopaedia of mathematical sciences. Probability theory.…”
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Stochastic dynamics out of equilibrium : Institut Henri Poincaré, Paris, France 2017 by SpringerLink (Online service)

Subjects: “…Distribution (Probability theory) Congresses.…”
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Advances in superprocesses and nonlinear PDEs by SpringerLink (Online service)

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Anomaly detection in random heterogeneous media : Feynman-Kac formulae, stochastic homogenization and statistical inversion by Simon, Martin (Mathematician)

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Stochastic processes and applications : diffusion processes, the Fokker-Planck and Langevin equations by Pavliotis, Grigorios A.

Contents: “…Stochastic Processes -- Diffusion Processes -- Introduction to Stochastic Differential Equations -- The Fokker-Planck Equation -- Modelling with Stochastic Differential Equations -- The Langevin Equation -- Exit Problems for Diffusions -- Derivation of the Langevin Equation -- Linear Response Theory -- Appendix A Frequently Used Notations -- Appendix B Elements of Probability Theory.…”
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Stochastic optimal control in infinite dimension : dynamic programming and HJB equations by Fabbri, Giorgio, Gozzi, Fausto, Święch, Andrezej

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Stochastic control theory : dynamic programming principle Second edition. by Nishio, Makiko, 1931-

“…Probability theory and stochastic modelling ;…”
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Biology in time and space : a partial differential equation modeling approach by Keener, James P.

Multiscale modeling of pedestrian dynamics by Cristiani, Emiliano

Contents: “…1 An Introduction to the Modeling of Crowd Dynamics -- 2 Problems and Simulations -- 3 Psychological Insights -- 4 An Overview of the Modeling of Crowd Dynamics -- 5 Multiscale Modeling by Time-Evolving Measures -- 6 Basic Theory of Measure-Based Models -- 7 Evolution in Measure Spaces with Wasserstein Distance -- 8 Generalizations of the Multiscale Approach -- 9 Appendices: A Basics of Measure and Probability Theory; B Pseudo-Code for the Multiscale Algorithm.…”
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Multiscale methods : averaging and homogenization by Pavliotis, Grigorios A.

Contents: “…Introduction -- Analysis -- Probability Theory and Stochastic Processes -- Ordinary Differential Equations -- Markov Chains -- Stochastic Differential Equations -- Partial Differential Equations -- Invariant Manifolds for ODEs -- Averaging for Markov Chains -- Averaging for ODEs and SDEs -- Homogenization for ODEs and SDEs -- Homogenization for Elliptic PDEs -- Homogenization for Parabolic PDEs -- Averaging for Linear Transport and Parabolic PDEs -- Invariant Manifolds for ODEs: The Convergence Theorem -- Averaging for Markov Chains: The Convergence Theorem -- Averaging for SDEs: The Convergence Theorem -- Homogenization for SDEs: The Convergence Theorem -- Homogenization for Elliptic PDEs: The Convergence Theorem -- Homogenization for Parabolic PDEs: The Convergence Theorem -- Averaging for Linear Transport and Parabolic PDEs: The Convergence Theorem.…”
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Harnack inequalities for stochastic partial differential equations by Wang, Feng-Yu

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Stochastic parameterizing manifolds and non-markovian reduced equations : stochastic manifolds for nonlinear SPDEs II by Chekroun, Mickaël D., Liu, Honghu, Wang, Shouhong

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Analysis and Geometry of Markov Diffusion Operators by Bakry, D. (Dominique), Gentil, Ivan, Ledoux, Michel, 1958-

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Asymptotic chaos expansions in finance : theory and practice by Nicolay, David

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Stochastic differential equations, backward sdes, partial differential equations

Stochastic Differential Equations, Backward SDEs, Partial Differential Equations /

by Pardoux, E. (Etienne), 1947-, Rășcanu, Aurel, 1950-

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From particle systems to partial differential equations III : Particle Systems and PDEs III, Braga, Portugal, December 2014 by International Conference on Particle Systems and Differential Equations Braga, Portugal, SpringerLink (Online service)

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Stochastic porous media equations by Barbu, Viorel, 1941-, Da Prato, Giuseppe, Röckner, Michael, 1956-

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Partial differential equations and functional analysis : the Philippe Clément festschrift by SpringerLink (Online service)

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Periodic homogenization of elliptic systems by Shen, Zhongwei, 1963-

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From Particle Systems to Partial Differential Equations : Particle Systems and PDEs, Braga, Portugal, December 2012 by SpringerLink (Online service)

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