CSpace

浏览/检索结果: 共4条,第1-4条 帮助

限定条件                    
已选(0)清除 条数/页:   排序方式:
Numerical computation of probabilities for nonlinear SDEs in high dimension using Kolmogorov equation br 期刊论文
APPLIED MATHEMATICS AND COMPUTATION, 2023, 卷号: 436, 页码: 17
作者:  Flandoli, Franco;  Luo, Dejun;  Ricci, Cristiano
收藏  |  浏览/下载:76/0  |  提交时间:2023/02/07
High dimensional Kolmogorov equation  Numerical solution  Iteration scheme  Gaussian process  
A numerical approach to Kolmogorov equation in high dimension based on Gaussian analysis 期刊论文
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2021, 卷号: 493, 期号: 1, 页码: 29
作者:  Flandoli, Franco;  Luo, Dejun;  Ricci, Cristiano
收藏  |  浏览/下载:178/0  |  提交时间:2021/01/14
Kolmogorov equation  Numerical solution  Iteration schema  Gaussian process  
Piecewise linear approximation for the dynamical Phi(4)(3) model 期刊论文
SCIENCE CHINA-MATHEMATICS, 2020, 卷号: 63, 期号: 2, 页码: 381-410
作者:  Zhu, Rongchan;  Zhu, Xiangchan
收藏  |  浏览/下载:148/0  |  提交时间:2020/05/24
regularity structure  space-time white noise  stochastic partial differential equations  renormalization  
Ergodicity for a class of semilinear stochastic partial differential equations 期刊论文
MATHEMATICAL METHODS IN THE APPLIED SCIENCES, 2019, 页码: 20
作者:  Dong, Zhao;  Zhang, Rangrang
收藏  |  浏览/下载:198/0  |  提交时间:2020/05/24
invariant measures  irreducibility  semilinear partial differential equations  space-time white noise  strong Feller property