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Results 1 to 25 of 285

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Coupled Ito equations of continuous quantum state measurement and estimationDIOSI, Lajos; KONRAD, Thomas; SCHERER, Artur et al.Journal of physics. A, mathematical and general. 2006, Vol 39, Num 40, issn 0305-4470, L575-L581Article

Parabolic Ito Equations with Mixed in Time ConditionsDOKUCHAEV, Nikolai.Stochastic analysis and applications. 2008, Vol 26, Num 3, pp 562-576, issn 0736-2994, 15 p.Article

Three-level description of the domino cellular automatonCZECHOWSKI, Zbigniew; BIALECKI, Mariusz.Journal of physics. A, Mathematical and theoretical (Print). 2012, Vol 45, Num 15, issn 1751-8113, 155101.1-155101.19Article

Stability radii of some stochastic differential equationsMOROZAN, T.Stochastics and stochastics reports (Print). 1995, Vol 54, Num 3-4, pp 281-291, issn 1045-1129Article

Stochastic self-stabilizationMAO, X.Stochastics and stochastics reports (Print). 1996, Vol 57, Num 1-2, pp 57-70, issn 1045-1129Article

State-feedback control of systems with multiplicative noise via linear matrix inequalitiesEL GHAOUI, L.Systems & control letters. 1995, Vol 24, Num 3, pp 223-228, issn 0167-6911Article

A finite fuel stochastic control problem on a finite time horizonWEERASINGHE, A. P. N.SIAM journal on control and optimization. 1992, Vol 30, Num 6, pp 1395-1408, issn 0363-0129Article

The parametrix method approach to diffusions in a turbulent Gaussian environmentKOMOROWSKI, T.Stochastic processes and their applications. 1998, Vol 74, Num 2, pp 165-193, issn 0304-4149Article

Stochastic differential calculus, the moyal *-product, and noncommutative geometryDIMAKIS, A; MÜLLER-HOISSEN, F.letters in mathematical physics. 1993, Vol 28, Num 2, pp 123-137, issn 0377-9017Article

A Backlund transformation and nonlinear superposition formula of a higher-order Ito equationXING-BIAO HU.Journal of physics. A, mathematical and general. 1993, Vol 26, Num 21, pp 5895-5903, issn 0305-4470Article

Action functional for a diffusion process with discontinuous driftKOROSTELEV, A. P; LEONOV, S. L; CHOBANYAN, S. A et al.Theory of probability and its applications. 1992, Vol 37, Num 3, pp 543-550, issn 0040-585XArticle

Convergence of the stochastic quantization method. IIGNATYUK, I. A; MALYSHEV, V. A; SIDORAVICHIUS, V et al.Theory of probability and its applications. 1992, Vol 37, Num 2, pp 209-221, issn 0040-585XConference Paper

Relations between the sample and moment Lyapunov exponentsNGUYEN HUU DU; TRAN VAN NHUNG.Stochastics and stochastics reports (Print). 1991, Vol 37, Num 4, pp 201-211, issn 1045-1129Article

Skorohod and Stratonovich line integrals in the planeSOLE, J. L; UTZET, F.Stochastic processes and their applications. 1991, Vol 39, Num 2, pp 239-262, issn 0304-4149Article

A simple proof of the existence of a solution of Itô's equation with monotone coefficientsKRYLOV, N. V; SURGAILIS, D.Theory of probability and its applications. 1990, Vol 35, Num 3, pp 583-587, issn 0040-585XArticle

On perturbed nonlinear Itô type stochastic integrodifferential equationsJOVANOVIC, Miljana; JANKOVIC, Svetlana.Journal of mathematical analysis and applications. 2002, Vol 269, Num 1, pp 301-316, issn 0022-247XArticle

REARRANGEMENTS CONVEXES DES TRAJECTOIRES DE PROCESSU STOCHASTIQUES = CONVEX REARRAGEMENTS OF STOCHASTIC PROCESSESThilly, Emmanuel; Davydov, Youri.1999, 108 p.Thesis

A note on monotone iterative technique for one-dimensional stochastic differential equationsXIAODONG DING; XIAOJUN SUN.Stochastic analysis and applications. 1998, Vol 16, Num 1, pp 65-81, issn 0736-2994Article

Extrapolation methods for the weak approximation of ito diffusionsKLOEDEN, P. E; PLATEN, E; HOFMANN, N et al.SIAM journal on numerical analysis. 1995, Vol 32, Num 5, pp 1519-1534, issn 0036-1429Article

Stochastic Burgers' equationADOMIAN, G.Mathematical and computer modelling. 1995, Vol 22, Num 8, pp 103-105, issn 0895-7177Article

Maximal Lyapunov exponent and rotation numbers for two coupled oscillators driven by real noiseSRI NAMACHCHIVAYA, N; VAN ROESSEL, H. J.Journal of statistical physics. 1993, Vol 71, Num 3-4, pp 549-567, issn 0022-4715Article

Transition probability density of a certain diffusion process concentrated on a finite spatial intervalMILIAN, A.Journal of applied probability. 1992, Vol 29, Num 2, pp 334-342, issn 0021-9002Article

A consistent closure method for non-linear random vibrationGRIGORIU, M.International journal of non-linear mechanics. 1991, Vol 26, Num 6, pp 857-866, issn 0020-7462Article

On homogeneous chaosCUTLAND, N; SIU-AH NG.Mathematical proceedings of the Cambridge Philosophical Society. 1991, Vol 110, Num 2, pp 353-363, issn 0305-0041Article

Stochastic differential equations with singular driftRUTKOWSKI, M.Statistics & probability letters. 1990, Vol 10, Num 3, pp 225-229, issn 0167-7152Article

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