Functional integro-differential stochastic evolution equations in Hilbert space.
Keck, David N., McKibben, Mark A. (2003)
Journal of Applied Mathematics and Stochastic Analysis
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Keck, David N., McKibben, Mark A. (2003)
Journal of Applied Mathematics and Stochastic Analysis
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Pierre Del Moral, Arnaud Doucet, Sumeetpal S. Singh (2010)
ESAIM: Mathematical Modelling and Numerical Analysis
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We design a particle interpretation of Feynman-Kac measures on path spaces based on a backward Markovian representation combined with a traditional mean field particle interpretation of the flow of their final time marginals. In contrast to traditional genealogical tree based models, these new particle algorithms can be used to compute normalized additive functionals “on-the-fly” as well as their limiting occupation measures with a given precision degree that does not depend on the...
Gao, Peng (2009)
International Journal of Mathematics and Mathematical Sciences
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Gao, Peng (2009)
International Journal of Mathematics and Mathematical Sciences
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Montgomery-Smith, Stephen (1998)
Electronic Journal of Probability [electronic only]
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Gomes, D., Valls, C. (2006)
Mathematical Physics Electronic Journal [electronic only]
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Shouchuan Hu, Nikolaos S. Papageorgiou (1994)
Commentationes Mathematicae Universitatis Carolinae
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In this paper we study the convergence properties of the Galerkin approximations to a nonlinear, nonautonomous evolution inclusion and use them to determine the structural properties of the solution set and establish the existence of periodic solutions. An example of a multivalued parabolic p.d.ei̇s also worked out in detail.
Simeonov, Plamen (2000)
Abstract and Applied Analysis
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