1028 search results - page 12 / 206 » Stochastic Differential Equations |
SIAMNUM
2010
13 years 1 months ago
2010
We present and analyze an algorithm to solve numerically BSDEs based on Picard's iterations and on a sequential control variate technique. Its convergence is geometric. Moreov...
DATE
2010
IEEE
13 years 11 months ago
2010
IEEE
We model and verify analog designs in the presence of noise and process variation using an automated theorem prover, MetiTarski. Due to the statistical nature of noise, we propose ...
CMA
2010
13 years 4 months ago
2010
Abstract. Previous work [51] showed how to solve time-fractional diffusion equations by particle tracking. This paper extends the method to the case where the order of the fraction...
SIAMMA
2010
13 years 1 months ago
2010
In this note, we prove the periodic homogenization for a family of nonlinear nonlocal "elliptic" equations with oscillatory coefficients. Such equations include, but are ...
TSP
2011
13 years 1 months ago
2011
Abstract—We introduce an extended family of continuous-domain stochastic models for sparse, piecewise-smooth signals. These are specified as solutions of stochastic differential...