Titlebook: Nonlinear Stochastic PDEs; Hydrodynamic Limit a Tadahisa Funaki,Wojbor A. Woyczynski Conference proceedings 1996 Springer-Verlag New York,

可以任性

extemporaneous

Sharp Asymptotics of Diffusion Processes with Small Parameter and Applications to Metastable Behavio expectation of the first exit time of these diffusions from a bounded domain As an application, we study metastable behavior of these processes. The results include the case where the limit jump process becomes irreducible.

培養(yǎng)

構(gòu)想

貧窮地活

https://doi.org/10.1007/978-1-4613-8468-7Parameter; Rang; differential equation; diffusion process; partial differential equation

要控制

978-1-4613-8470-0Springer-Verlag New York, Inc. 1996

Genome

認(rèn)識

灌輸

restrain

Nonlinear Filtering of Stochastic Navier-Stokes EquationWe describe an infinite dimensional nonlinear analog of the Kalman filter for turbulent fields. Nonlinear filtering theory of Stochastic Navier-Stokes equation is described using measure-valued solutions to the infinite dimensional, Fujisaki-Kallianpur-Kunita and the Zakai equations.