Almost sure subexponential decay rates of scalar Itô-Volterra equations.
Appleby, John A.D. (2003)
Electronic Journal of Qualitative Theory of Differential Equations [electronic only]
S. Janković (1987)
Matematički Vesnik
Blömker, Dirk, Mohammed, Wael W. (2009)
Electronic Journal of Probability [electronic only]
Kalyanapuram Rangachari Parthasarathy (1991)
Séminaire de probabilités de Strasbourg
Clotilde Fermanian Kammerer, Caroline Lasser (2005)
Journées Équations aux dérivées partielles
Alobaidi, G, Mallier, R. (2009)
Acta Mathematica Universitatis Comenianae. New Series
Yves Frederix, Giovanni Samaey, Dirk Roose (2011)
ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique
We consider multiscale systems for which only a fine-scale model describing the evolution of individuals (atoms, molecules, bacteria, agents) is given, while we are interested in the evolution of the population density on coarse space and time scales. Typically, this evolution is described by a coarse Fokker-Planck equation. In this paper, we consider a numerical procedure to compute the solution of this Fokker-Planck equation directly on the coarse level, based on the estimation of the unknown...
Yves Frederix, Giovanni Samaey, Dirk Roose (2011)
ESAIM: Mathematical Modelling and Numerical Analysis
We consider multiscale systems for which only a fine-scale model describing the evolution of individuals (atoms, molecules, bacteria, agents) is given, while we are interested in the evolution of the population density on coarse space and time scales. Typically, this evolution is described by a coarse Fokker-Planck equation. In this paper, we consider a numerical procedure to compute the solution of this Fokker-Planck equation directly on the coarse level, based on the estimation of the unknown...
Schellhorn, Henry (2006)
Journal of Applied Mathematics and Decision Sciences
Bohdan Maslowski (1987)
Časopis pro pěstování matematiky
Dorogovtsev, Andrej A. (1995)
Journal of Applied Mathematics and Stochastic Analysis
Krystyna Twardowska (1996)
Rendiconti del Seminario Matematico della Università di Padova
Jia-An Yan (1996)
Séminaire de probabilités de Strasbourg
Bohdan Maslowski, Jan Seidler, Ivo Vrkoč (1991)
Mathematica Bohemica
In the present paper integral continuity theorems for solutions of stochastic evolution equations of parabolic type on unbounded time intervals are established. For this purpose, the asymptotic stability of stochastic partial differential equations is investigated, the results obtained being of independent interest. Stochastic evolution equations are treated as equations in Hilbert spaces within the framework of the semigroup approach.
Jan Seidler, Ivo Vrkoč (1990)
Časopis pro pěstování matematiky
Philip Protter, Alain-Sol Sznitman (1983)
Séminaire de probabilités de Strasbourg
Nikeghbali, Ashkan (2006)
Probability Surveys [electronic only]
G. Da Prato, M. Iannelli, L. Tubaro (1982)
Rendiconti del Seminario Matematico della Università di Padova
G. Da Prato, M. Iannelli, L. Tubaro (1984)
Rendiconti del Seminario Matematico della Università di Padova
Mania, Mikhael, Tevzadze, Revaz (2006)
Electronic Communications in Probability [electronic only]