کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
5011352 | 1462589 | 2018 | 19 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Stochastic differential calculus for Gaussian and non-Gaussian noises: A critical review
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
سایر رشته های مهندسی
مهندسی مکانیک
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Stochastic differential calculus for Gaussian and non-Gaussian noises: A critical review Stochastic differential calculus for Gaussian and non-Gaussian noises: A critical review](/preview/png/5011352.png)
چکیده انگلیسی
In this paper a review of the literature works devoted to the study of stochastic differential equations (SDEs) subjected to Gaussian and non-Gaussian white noises and to fractional Brownian noises is given. In these cases, particular attention must be paid in treating the SDEs because the classical rules of the differential calculus, as the Newton-Leibnitz one, cannot be applied or are applicable with many difficulties. Here all the principal approaches solving the SDEs are reported for any kind of noise, highlighting the negative and positive properties of each one and making the comparisons, where it is possible.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Communications in Nonlinear Science and Numerical Simulation - Volume 56, March 2018, Pages 198-216
Journal: Communications in Nonlinear Science and Numerical Simulation - Volume 56, March 2018, Pages 198-216
نویسندگان
G. Falsone,