Concept

Stratonovich integral

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Symplectic Dynamical Low Rank approximation of wave equations with random parameters

Fabio Nobile, Eleonora Musharbash

In this paper we propose a dynamical low-rank strategy for the approximation of second order wave equations with random parameters. The governing equation is rewritten in Hamiltonian form and the approximate solution is expanded over a set of

2S

dynamica ...

2017

Stratonovich integral

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Nonparametric estimation for SDE with sparsely sampled paths: An FDA perspective

Regularization of multiplicative SDEs through additive noise

Asymptotic symmetry and asymptotic solutions to Ito stochastic differential equations

Symplectic dynamical low rank approximation of wave equations with random parameters

Integral Convexity And Parabolic Systems

Polynomial Jump-Diffusion Models

Fast Mean Estimation with Sub-Gaussian Rates

On Jump-Diffusive Driving Noise Sources: Some Explicit Results and Applications

Symplectic Dynamical Low Rank approximation of wave equations with random parameters

MATHICSE Technical Report : Symplectic dynamical low rank approximation of wave equations with random parameters

Symplectic dynamical low rank approximation of wave equations with random parameters

Integral Convexity And Parabolic Systems

Symplectic Dynamical Low Rank approximation of wave equations with random parameters

MATHICSE Technical Report : Symplectic dynamical low rank approximation of wave equations with random parameters

Nonparametric estimation for SDE with sparsely sampled paths: An FDA perspective

Asymptotic symmetry and asymptotic solutions to Ito stochastic differential equations

Fast Mean Estimation with Sub-Gaussian Rates

Regularization of multiplicative SDEs through additive noise

Polynomial Jump-Diffusion Models

On Jump-Diffusive Driving Noise Sources: Some Explicit Results and Applications