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Poisson equation with stochastic source

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#distribution-theory #dirac-delta #poissons-equation #noise #stochastic-pde
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suggested readings for stochastic stability?

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#stochastic-calculus #stability-theory #stochastic-pde
106
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Are there symbolic methods/computing for stochastic processes and stochastic differential equations?

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#stochastic-processes #stochastic-calculus #computer-algebra-systems #symbolic-computation #stochastic-pde
2k
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Expected value of geometric Brownian motion

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#stochastic-processes #stochastic-calculus #stochastic-integrals #stochastic-analysis #stochastic-pde
178
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Stochastic wave equation

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#stochastic-calculus #brownian-motion #stochastic-analysis #stochastic-differential-equations #stochastic-pde
158
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Autocovariance of a stochastic integral

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#derivatives #stochastic-processes #stochastic-calculus #stochastic-analysis #stochastic-pde
57
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Solution to sequence of SDEs

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#stochastic-processes #stochastic-calculus #stochastic-integrals #stochastic-analysis #stochastic-pde
44
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Show that $x\mapsto \operatorname{tr}\left[{\rm D}^2F(x)\left(\Phi(x)Q^{1/2}\right)\left(\Phi(x)Q^{1/2}\right)^\ast\right]$ is Lipschitz continuous

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#functional-analysis #operator-theory #hilbert-spaces #trace #stochastic-pde
1.3k
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Scaling of space-time white noise

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#stochastic-calculus #noise #stochastic-pde
513
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Correlation of two processes that solve a system of SDE's

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#stochastic-processes #stochastic-calculus #correlation #stochastic-differential-equations #stochastic-pde
356
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Generalizing HJB equation for a terminal stopping time

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#stochastic-analysis #optimal-control #hamilton-jacobi-equation #stochastic-pde
35
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the physical problem behind the stochastic flows?

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#stochastic-processes #stochastic-pde
257
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Itō-Stratonovich correction term for SPDEs

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#stochastic-calculus #stochastic-integrals #stochastic-analysis #stochastic-differential-equations #stochastic-pde
44
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semigroup of operator under the norm $L(U,E)$

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#functional-analysis #partial-differential-equations #regularity-theory-of-pdes #semigroup-of-operators #stochastic-pde
576
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Motivation behind stochastic PDEs

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#probability-theory #reference-request #soft-question #stochastic-analysis #stochastic-pde

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