Exponential growth and Gaussian—like fluctuations of solutions of stochastic differential equations with maximum functionals

Publisher： IOP Publishing

ISSN： 1742-6596

Source： Journal of Physics: Conference Series , Vol.138, Iss.1, 2008-11, pp. : 13-37

Access to resources Favorite

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Efficient Numerical Solution of Stochastic Differential Equations Using Exponential Timestepping

By Jansons K.M.   Lythe G.D.  

Journal of Statistical Physics, Vol. 100, Iss. 5-6, 2000-09 ,pp. : 1097-1109

Springer Publishing Company

Access to resources Recommend Favorite

Non-Gaussian fluctuations in stochastic models with absorbing barriers

By Cianci C.   Di Patti F.   Fanelli D.  

EPL (EUROPHYSICS LETTERS), Vol. 96, Iss. 5, 2011-11 ,pp. : 50011-50011

Edp Sciences

Access to resources Recommend Favorite

Algorithmic Solution of Stochastic Differential Equations

By Schurz Henri  

Algorithms, Vol. 3, Iss. 3, 2010-07 ,pp. : 216-223

MDPI

Access to resources Recommend Favorite

Analytical Solutions for Multi-Time Scale Fractional Stochastic Differential Equations Driven by Fractional Brownian Motion and Their Applications

By Ding Xiao-Li   Nieto Juan J.  

Entropy, Vol. 20, Iss. 1, 2018-01 ,pp. : 63-63

MDPI

Access to resources Recommend Favorite

Exponential Mixing for the 3D Stochastic Navier–Stokes Equations

By Odasso Cyril  

Communications in Mathematical Physics, Vol. 270, Iss. 1, 2007-02 ,pp. : 109-139

Springer Publishing Company

Access to resources Recommend Favorite