Keywords: تحول Girsanov; 60H15; Stochastic heat equation; White noise; Fractional noise; Girsanov transformation; Transportation inequality;
مقالات ISI تحول Girsanov (ترجمه نشده)
مقالات زیر هنوز به فارسی ترجمه نشده اند.
در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
Keywords: تحول Girsanov; primary, 60F10, 35Q40, 60J65Bernstein process; Large deviation principle; Girsanov transformation; Rate function; Schrödinger operator
Characterising the path-independent property of the Girsanov density for degenerated stochastic differential equations
Keywords: تحول Girsanov; 60H10; 35Q53; Degenerated stochastic differential equations (SDEs); Girsanov transformation; Non-Lipschitz SDEs with jumps; Semi-linear partial integro-differential equation of parabolic type;
Girsanov's transformation based variance reduced Monte Carlo simulation schemes for reliability estimation in nonlinear stochastic dynamics
Keywords: تحول Girsanov; Importance sampling; Variance reduction; Girsanov transformation; Time variant reliability;
Pruning of CRT-sub-trees
Keywords: تحول Girsanov; 05C05; 60J80; 60J27Pruning; Branching process; Galton–Watson process; Random tree; CRT; Tree-valued process; Girsanov transformation
A generalized Girsanov transformation of finite state stochastic processes in discrete time
Keywords: تحول Girsanov; Backward stochastic difference equations (BSDEs); Girsanov transformation; Signed measures
Comparison theorem, Feynman–Kac formula and Girsanov transformation for BSDEs driven by GG-Brownian motion
Keywords: تحول Girsanov; GG-expectation; Backward SDEs; Comparison theorem; Feynman–Kac formula; Girsanov transformation
A martingale transformation for superprocesses
Keywords: تحول Girsanov; 60J68Superprocess; Martingale transformation; Girsanov transformation; Extinction probability
A Girsanov particle filter in nonlinear engineering dynamics
Keywords: تحول Girsanov; Stochastic filtering; Local linearization; Girsanov transformation; State and parameter estimations; Weak Monte Carlo simulations
Killed Brownian motion and inequalities among solutions of the Schrödinger equation
Keywords: تحول Girsanov; 58J65; 58J32Brownian motion; Brunn–Minkowski inequality; Girsanov transformation; Schrödinger equation
Weak forms of the locally transversal linearization (LTL) technique for stochastically driven nonlinear oscillators
Keywords: تحول Girsanov; Weak stochastic solutions; Transversal linearization; Girsanov transformation; Ito–Taylor expansions; Monte Carlo simulation; Nonlinear oscillators
Efficient stochastic sensitivity analysis of discrete event systems
Keywords: تحول Girsanov; Parameter sensitivity analysis; Stochastic dynamics of reaction networks; Girsanov transformation
An importance sampling procedure for estimating failure probabilities of non-linear dynamic systems subjected to random noise
Keywords: تحول Girsanov; First-passage probability; Importance sampling; Dynamic systems; Girsanov transformation
A note on jump-type Fleming-Viot processes
Keywords: تحول Girsanov; Jump-type Fleming-Viot process; Selection; Girsanov transformation; Duality;
Absolute continuity/singularity and relative entropy properties for probability measures induced by diffusions on infinite time intervals
Keywords: تحول Girsanov; Relative entropy; Absolute continuity; Girsanov transformation; Diffusion processes;