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CCECE
2009
IEEE
14 years 1 months ago
Estimation of boundary properties using stochastic differential equations
The inverse diffusion problems deal with the estimation of many crucial parameters such as the diffusion coefficient, source properties, and boundary conditions. Such algorithms ...
Ashraf Atalla, Aleksandar Jeremic
BMCBI
2007
167views more  BMCBI 2007»
13 years 6 months ago
A stochastic differential equation model for transcriptional regulatory networks
Background: This work explores the quantitative characteristics of the local transcriptional regulatory network based on the availability of time dependent gene expression data se...
Adriana Climescu-Haulica, Michelle D. Quirk
AMC
2008
94views more  AMC 2008»
13 years 6 months ago
Modeling and inversion of net ecological exchange data using an Ito stochastic differential equation approach
A system of stochastic differential equations is studied describing a compartmental carbon transfer model that includes uncertainties arising in the model from environmental and p...
Luther White, Yiqi Luo
SIAMREV
2010
132views more  SIAMREV 2010»
13 years 1 months ago
A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
In this paper we propose and analyze a Stochastic-Collocation method to solve elliptic Partial Differential Equations with random coefficients and forcing terms (input data of the...
Ivo Babuska, Fabio Nobile, Raúl Tempone

Lecture Notes
746views
15 years 5 months ago
Martingales, Diffusions and Financial Mathematics
The notes cover several topics such as Measure Theory, Discrete Time Martingales, Discrete Time Option Pricing, Continuous Time, Martingales, Stochastic Integrals, Stochastic Calcu...
A.W. van der Vaart