On Stochastic Representation of Blow-Ups for Distributed Parameter Systems

DOI10.1007/978-3-319-57099-0_12zbMath1368.65014OpenAlexW2606621293MaRDI QIDQ5274935

Milan Stehlík, Jozef Kisel'ák

Publication date: 7 July 2017

Published in: Lecture Notes in Computer Science (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10533/232527

zbMATH Keywords

Dirichlet problemFokker-Planck equationHilbert spaceblow-upOrnstein-Uhlenbeck processstochastic representationGaussian random field

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Fokker-Planck equations (35Q84)

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Generalized interest rate dynamics and its impacts on finance and pensions

Cites Work

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• Qualitative and quantitative experiment design for phenomenological models - a survey
• Hilbert space of probability density functions based on Aitchison geometry
• Optimal Measurement Methods for Distributed Parameter System Identification
• Identification of spatially discontinuous parameters in second-order parabolic systems by piecewise regularisation
• Probability Theory III

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