Nonlinear filtering for reflecting diffusions in random environments via nonparametric estimation.
Kouritzin, Michael A., Sun, Wei, Xiong, Jie (2004)
Electronic Journal of Probability [electronic only]
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Kouritzin, Michael A., Sun, Wei, Xiong, Jie (2004)
Electronic Journal of Probability [electronic only]
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Pierre Del Moral, Nicolas G. Hadjiconstantinou (2010)
ESAIM: Mathematical Modelling and Numerical Analysis
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This special volume of the ESAIM Journal, , contains a collection of articles on probabilistic interpretations of some classes of nonlinear integro-differential equations. The selected contributions deal with a wide range of topics in applied probability theory and stochastic analysis, with applications in a variety of scientific disciplines, including physics, biology, fluid mechanics, molecular chemistry, financial mathematics and bayesian statistics. In this preface, we provide...
Pierre Del Moral, Laurent Miclo (2000)
Séminaire de probabilités de Strasbourg
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Ferrari, P.A., Fontes, L.R.G. (1998)
Electronic Journal of Probability [electronic only]
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Alena Koubková (1995)
Kybernetika
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Frédéric Bernardin, Mireille Bossy, Claire Chauvin, Jean-François Jabir, Antoine Rousseau (2010)
ESAIM: Mathematical Modelling and Numerical Analysis
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This work aims at introducing modelling, theoretical and numerical studies related to a new downscaling technique applied to computational fluid dynamics. Our method consists in building a local model, forced by large scale information computed thanks to a classical numerical weather predictor. The local model, compatible with the Navier-Stokes equations, is used for the small scale computation (downscaling) of the considered fluid. It is inspired by Pope's works on turbulence, and...
Nordenstam, Eric J.G. (2010)
Electronic Journal of Probability [electronic only]
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Kosygina, Elena, Zerner, Martin P.W. (2008)
Electronic Journal of Probability [electronic only]
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Cohen, Jason, Resnick, Sidney, Samorodnitsky, Gennady (1998)
Journal of Applied Mathematics and Stochastic Analysis
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