Stochastic linearization of nonlinear point dissipative systems.

Reneke, James A.

Displaying similar documents to “Stochastic linearization of nonlinear point dissipative systems.”

Identification of linear stochastic systems based on partial information.

Ahmed, N.U., Radaideh, S.M. (1995)

Journal of Applied Mathematics and Stochastic Analysis

Similarity:

Robust high-gain observer for nonlinear closed-loop stochastic systems.

Poznyak, A.S., Martínez-Guerra, R., Osorio-Cordero, A. (2000)

Mathematical Problems in Engineering

Similarity:

Probabilistic methods for semilinear partial differential equations. Applications to finance

Dan Crisan, Konstantinos Manolarakis (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

Similarity:

With the pioneering work of [Pardoux and Peng, (1990) 55–61; Pardoux and Peng, (1992) 200–217]. We have at our disposal stochastic processes which solve the so-called . These processes provide us with a Feynman-Kac representation for the solutions of a class of nonlinear partial differential equations (PDEs) which appear in many applications in the field of Mathematical Finance. Therefore there is a great interest among both practitioners and theoreticians...