検索結果 36 件

図書
Hiroshi Kunita.Springer[2019]<MA211-B189>
国立国会図書館全国の図書館
  • 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 diffe......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
図書
Abdon Atangana, Seda İgret ArazSpringer[2022]<MA211-D39>
国立国会図書館全国の図書館
  • 要約等...lling by using stochastics nonlocal differential and integral opera...... with singular and non-singular k......ory, crossover and stochastic behaviours. Fractional stochastic differential equations are therefore ......nfected, death and recovery classes
  • 内容細目...al Differential and Integral Operators Existence and Uniqueness for stochastic differential equations Numerical sche...... for a general Stochastic equation with classical and fractional der......h asymptomatic and quarantined classes
  • 件名Stochastic differential equations Fractional differential equations COVID-19 (Dise......ues Fractional differential equations. Stochastic differential equations.
図書
edited by Tunc AldemirWorld Scientific[2018]<DL211-D8>
国立国会図書館全国の図書館
  • 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...
図書
Santanu Saha RayWorld Scientificc2023
全国の図書館
  • 件名Stochastic differential equations.GBC308336 Stochastic differential equations fast Stochastic integral equations fast Stochastic models fast Stochastic models Stochastic analysis -- Ma......matical models Stochastic integral equations Stochastic differential equations
  • 件名(識別子)Stochastic differential equations.GBC308336 Stochastic differential equations fast Stochastic integral equations fast Stochastic models fast Stochastic models Stochastic analysis -- Ma......matical models Stochastic integral equations Stochastic differential equations
  • 一般注記Includes bibliographical references (p. 271-286) and index
図書
Frederik S. Herzberg.Springer[2013]<MA211-B131>
国立国会図書館全国の図書館
  • 要約等...develops basic stochastic analysis ... and select applica......atural numbers and infinitesimals."--
  • 内容細目..., consistently and accessibly Rad......lly elementary stochastic integrals The ......rsanov theorem and the diffusion ......tô diffusions and associated partial differential equations Excursion to m....... minimal nonstandard analysis.
  • 件名Stochastic analysis. Nonstandard mathematical analysis.
図書
Hendra I. Nurdin, Naoki Yamamoto.Springer[2017]<MC53-B87>
国立国会図書館
  • 要約等...linear algebra and quantum stochastic calculus as th...... point of view and the control-th......ing estimation and filtering, rea......zation theory, and feedback contr......ement process) and coherent feedb......d. Researchers and graduates studying systems and control theory......um probability and stochastics or stochastic control whethe......rmation theory and other quantum-physical discip...
  • 内容細目...Linear Systems and Control Theory......Linear Systems and Control Theory......Toward Systems and Control Theory...... Approximation and Markov Open Qu......s: Description and Physical Examp......s; 2.1 Quantum Stochastic Calculus; 2.1.......ntial Vectors, and Fundamental Pr......pted Processes and Quantum Stochastic Integrals; 2.1......able in Vacuum and the Quantum It......arathy Quantum Stochastic Differential Equation. 2.2 ......of Oscillators and Boson Fields2.3 Equations of Motion: Rea......uadrature Form and Complex Mode F......ity Conditions and Parameterizati......s of the Field and Their Fock Space Representati...
  • タイトル標目Communications and control engineering.
図書
Gen Nakamura and Roland Potthast.IOP Publishing[2015]<MA117-D4>
国立国会図書館
  • 内容細目...through theory and applications ;......ntary topology and compactness ; ......ogonal systems and Fourier expans......Neumann series and compactness ; ......s, eigenvalues and singular value......5. Lax-Milgram and weak solutions......het derivative and calculus in no......pseudo-inverse and Tikhonov regul...... problems 4. A stochastic view of invers......roblems : 4.1. Stochastic estimators bas......d on ensembles and particles ; 4.......polis-Hastings and Gibbs sampler 4.5. Basic stochastic concepts 5. Dy......tems inversion and data assimilat...... Kalman filter and Kalman smoothe......rticle filters and nonlinear Bayesian data assim...
  • 件名Inverse problems (Differential equations) Stochastic processes.
  • タイトル標目IOP expanding physics.
図書
Catherine Donati-Martin, Antoine Lejay, Alain Rouault, editors.Springerc2012.<MA211-B118>
国立国会図書館
  • 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...... / Nizar Demni and Taoufik Hmidi ......tween Gaussian and Semicircle Law......tions to Rough Differential Equations with Unbounded....../ Renaud Marty and Knut Sølna Time Inversion Pro...
図書
Philip E. ProtterSpringerc2010
全国の図書館
  • 件名Stochastic integrals Martingales (Mathematics) Stochastic differential equations
  • 件名(識別子)Stochastic integrals Martingales (Mathematics) Stochastic differential equations
  • 関連情報Stochastic modelling and applied probability
デジタル記事
2022-11Computers & Mathematics with Applications126p.115-148
全国の図書館
  • 件名Computational Mathematics Computational Theory and Mathematics Modeling and Simulation
  • 参照Stochastic optimization of a mixed movin...
  • 参照... shallow water equations to flood modeling HJB and Fokker-Planck equations for river envi......ement based on stochastic impulse contro...... with discrete and random observation ......for a class of stochastic Volterra equations: Solvability and approximation Stochastic control of sin......ogical Studies and Mathematical M......Photosynthesis and Respiration as......tions of Light and Temperature Fi......n the theories and methods of eco......ow correlation and hydrological s......e Mathematical and Computational Approaches for Stochastic Control of River Environment and Ecology: From ...... Approaches to Stochastic Optimal Control Problems with...
デジタル記事
2005Stochastic Modelling and Applied Probability
全国の図書館
  • 参照ON SURRENDER AND DEFAULT RISKS ......rid Continuous and Periodic Barri......iodic dividend and capital inject......dging for fund and insurance mana......SEL III ACCORD Stochastic modelling with randomized Markov b......cretisation of stochastic differential equations THE PRICING OF OPTIONS WITH STOCHASTIC BOUNDARIES IN A GAUSSIAN ECON...
図書
Philip E. ProtterSpringer2005
全国の図書館
  • 件名Stochastic integrals Martingales (Mathematics) Stochastic differential equations
  • 件名(識別子)Stochastic integrals Martingales (Mathematics) Stochastic differential equations
  • 一般注記...cal references and indexes
図書
Philip E. ProtterSpringerc2004
全国の図書館
  • 件名Stochastic integrals Martingales (Mathematics) Stochastic differential equations
  • 件名(識別子)Stochastic integrals Martingales (Mathematics) Stochastic differential equations
図書
Springerc2008.<YU111-B960>
国立国会図書館
  • 内容細目1. Overview and basic concepts......inear dynamics and deterministic .......1. Integrable and ergodic system......3. Sensitivity and determinism 3.......al experiments and empirical evid......eriodic motion and phase space or......al experiments and empirical evid...... pendulum 5.1. Equations of motion 5.2.......al experiments and empirical evid......ring functions and two-disk colli......al experiments and empirical evid.......2. KAM curves and stochastic acceleration 7....... Fixed points and linear stabili......al experiments and empirical evid......8.4.1. Chaotic and regular oscill......s : resonances and bistability 8.4.5. Suggestion...
図書
Vigirdas MackeviciusISTE Ltd2011
全国の図書館
  • 件名Stochastic analysis
  • 件名(識別子)Stochastic analysis
  • 一般注記Includes bibliographical references and index
デジタル記事
Zhang, Jinping2009-03
全国の図書館
  • 件名...ce Set-valued random variable Set-valued stochastic process Set-va......ral Set-valued differential equation Strong solution
デジタル記事
2010-01Statistics & Probability Letters80 1p.50-56
全国の図書館
  • 件名Statistics, Probability and Uncertainty Statistics and Probability
  • 参照PULLBACK ATTRACTORS FOR DIFFERENTIAL EQUATIONS WITH MULTIPLE VARIABLE DELAYS...
図書
Philip ProtterSpringer-Verlag1992, c1990
全国の図書館
  • 件名Integrals, Stochastic Martingales (Mathematics) Stochastic differential equations
  • 件名(識別子)Integrals, Stochastic Martingales (Mathematics) Stochastic differential equations