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- 要約等...eatment of (1) stochastic differential equations and (2) diffusion and jump-diffusion......sion processes and jump processes......uous processes and then proceeds ......t solutions of stochastic differential equations define stochastic flows of diffeomorph......lation between stochastic flows and heat equations is discussed. ...... of these heat equations (heat kernels)...... of diffusions and jump-diffusions and shows that the...... types of heat equations and backward heat equations. Thus, in this......tions for heat equations and backward heat equations are constructe......ory of partial differential equations. Researchers and gr...
- 件名Stochastic differential equations.
- 関連情報Probability theory and stochastic modelling
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- 要約等...ty assessment, and methodologies ......a model of its stochastic behavior to model for possibl...
- 内容細目...del Validation and Application {u...... Probabilistic and Deterministic ...... Power Systems Stochastic Differential Equations in Dynamic Rel...... Technique for Stochastic Modeling of Dy......ing of Nuclear and Advanced Techn......gy System Risk and Reliability Sc......OW Methodology and the Considerat......tion, Modeling and Post-Processin...... Deterministic and Probabilistic Safety Analysis...
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- 内容細目... by Lie theory and modular forms ...... Gröbner basis and its applicatio......rentiable maps and data visualiza......ro Ei 著 Models and applications o......d for ordinary differential equations Hayato Chiba 著......nal methods in differential equations Michiaki Onode...... 著 Probability and statistics Fin...... Markov Chains and Markov decisio......Shingo Saito 著 Stochastic process models......gnal detection and model selectio......ssion analysis and its developmen......Ryuei Nishii 著 Stochastic analytical mod......a, abstraction and applications Y......eling of fluid flows by nonlinear S......re mathematics and applied mathematics are insep...
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- 内容細目...ient estimates and Harnack inequalities by stochastic analysis Marc ......sushi Atsuji 著 Stochastic flows and geometric anal......al geometry of stochastic Loewner evolutions Roland Friedrich 著 No......Dirichlet sums and compactificati...... note on rough differential equations with unbounded......nerated groups and an energy of e......olas Juillet 著 Stochastic homogenization......amical systems and iterations by ...... theorems for random groups Takef......dition for Alexandrov spaces Kazu......ical manifolds and affine differential geometry Hiros......imal transport and Ricci curvatur...... metric spaces and Markov chains Yann Ollivier 著...
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- 内容細目... Markov Chains and Dynamical Sour......déric Paccaut and Nicolas Pouyan......of Generalized Stochastic Exponentials / Aleksandar Mijatović, Nika Novak and Mikhail Urusov......oper Integrals and Generalized Or......ck Processes / Andreas Basse-O'Co......Erik Graversen and Jan Pedersen M......sion Processes and Backward Stochastic Differential Equations / Zhongmin Qian and Jiangang Ying ....../ Markus Mocha and Nicholas Westr......ian Excursions and Brownian Loops......ns to Solution Flows of Tanaka's SD...... / Nizar Demni and Taoufik Hmidi ......tween Gaussian and Semicircle Law......tions to Rough Differential Equations with Unbounded Vect...
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国立国会図書館
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- 件名Stochastic analysis. Flows (Differentiable dynamical systems) Stochastic differential equations.
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- 参照...rgodic theorem and Brownian motion Flows driven by roug......ons Techniques and Applications Differential Equations Driven by Rough Paths Differential Topology AN SD......OLIATED SPACES AND ITS APPLICATIONS
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- 件名Stochastic analysis Flows (Differentiable dynamical systems) Stochastic differential equations
- 件名（識別子）Stochastic analysis Flows (Differentiable dynamical systems) Stochastic differential equations
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- 件名Stochastic analysis Flows (Differentiable dynamical systems) Stochastic differential equations
- 件名（識別子）Stochastic analysis Flows (Differentiable dynamical systems) Stochastic differential equations
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- 要約等<jats:p> Random dynamical sy......e generated by stochastic differential equations (sde) on the one hand, and by random differential equations (rde), i.e. randomly parametrized ordinary differential equations on the other hand. Due to confli......ng concepts in stochastic calculus and ergodic theory......earization of random dynamical systems, the clas...
- 件名Modeling and Simulation
- 参照The dichotomy spectrum for random dynamical systems and pitchfork bifu......itive noise A random dynamical sy......perspective on stochastic resonance
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- 参照...R JUMP PROCESS AND ITS SHORT TIME PROPERTIES
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- 参照...Stopping Times and its Applicatio...... of set-valued stochastic differential equations in M-type 2 Banach space
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- 並列タイトル等（連結）Topics on Backward Stochastic Differential Equations and Information-Flow Modeling wit...
- 並列タイトル等Topics on Backward Stochastic Differential Equations and Information-Flow Modeling wit...
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