Displaying similar documents to “Stochastic Taylor expansions and heat kernel asymptotics”

Mild solution of the heat equation with a general stochastic measure

Vadym Radchenko (2009)

Studia Mathematica

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The stochastic heat equation on [0,T]×ℝ driven by a general stochastic measure is investigated. Existence and uniqueness of the solution is established. Hölder regularity of the solution in time and space variables is proved.

Two-stage stochastic programming approach to a PDE-constrained steel production problem with the moving interface

Lubomír Klimeš, Pavel Popela, Tomáš Mauder, Josef Štětina, Pavel Charvát (2017)

Kybernetika

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The paper is concerned with a parallel implementation of the progressive hedging algorithm (PHA) which is applicable for the solution of stochastic optimization problems. We utilized the Message Passing Interface (MPI) and the General Algebraic Modelling System (GAMS) to concurrently solve the scenario-related subproblems in parallel manner. The standalone application combining the PHA, MPI, and GAMS was programmed in C++. The created software was successfully applied to a steel production...

Stochastic differential inclusions

Michał Kisielewicz (1997)

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

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The definition and some existence theorems for stochastic differential inclusions depending only on selections theorems are given.