The inverse uncertainty distribution of the solutions to a class of higher-order uncertain differential equations
Fuente:
arXiv
Guardado en:
| Autores principales: | Wang, Qiubao, Wang, Zeman, Liu, Zhong, Han, Zikun, Guo, Xiuying |
|---|---|
| Formato: | Preprint |
| Publicado: |
2024
|
| Materias: | |
| Acceso en línea: | |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Ejemplares similares
Moment inequalities for higher-order (inverse) stochastic dominance
por: Guan, Meng, et al.
Publicado: (2026)
por: Guan, Meng, et al.
Publicado: (2026)
Stationary inverse-Wishart polymers
por: Barraquand, Guillaume, et al.
Publicado: (2025)
por: Barraquand, Guillaume, et al.
Publicado: (2025)
Asymptotics of higher-order conditional tail moments for convolution-equivalently distributed losses
por: Chen, Zhangting, et al.
Publicado: (2025)
por: Chen, Zhangting, et al.
Publicado: (2025)
Invariant submanifolds for solutions to rough differential equations
por: Tappe, Stefan
Publicado: (2024)
por: Tappe, Stefan
Publicado: (2024)
Active operator learning with predictive uncertainty quantification for partial differential equations
por: Winovich, Nick, et al.
Publicado: (2025)
por: Winovich, Nick, et al.
Publicado: (2025)
Euler-Maruyama method for distribution dependent stochastic differential equation driven by multiplicative fractional Brownian motion
por: Shen, Guangjun, et al.
Publicado: (2025)
por: Shen, Guangjun, et al.
Publicado: (2025)
Mild solutions to semilinear rough partial differential equations
por: Tappe, Stefan
Publicado: (2024)
por: Tappe, Stefan
Publicado: (2024)
Weak solutions to distribution-dependent stochastic Volterra equations
por: Bergerhausen, Martin, et al.
Publicado: (2026)
por: Bergerhausen, Martin, et al.
Publicado: (2026)
The reference interval in higher-order stochastic dominance
por: Wang, Ruodu, et al.
Publicado: (2024)
por: Wang, Ruodu, et al.
Publicado: (2024)
Approximation analysis for weak solutions of stochastic partial differential equations
por: Lin, Xi
Publicado: (2025)
por: Lin, Xi
Publicado: (2025)
Stochastic solutions and singular partial differential equations
por: Mendes, R. Vilela
Publicado: (2022)
por: Mendes, R. Vilela
Publicado: (2022)
The Lipschitz continuity of the solution to branched rough differential equations
por: Zou, Jing, et al.
Publicado: (2024)
por: Zou, Jing, et al.
Publicado: (2024)
An addendum to "Mild solutions to semilinear stochastic partial differential equations with locally monotone coefficients"
por: Tappe, Stefan
Publicado: (2022)
por: Tappe, Stefan
Publicado: (2022)
Temporal quadratic and higher order variation for the nonlinear stochastic heat equation and applications to parameter estimation
por: Olivera, Christian, et al.
Publicado: (2025)
por: Olivera, Christian, et al.
Publicado: (2025)
Stochastic partial differential equations associated with Feller processes
por: Song, Jian, et al.
Publicado: (2023)
por: Song, Jian, et al.
Publicado: (2023)
The random periodic solutions for McKean-Vlasov stochastic differential equations
por: Bao, Jianhai, et al.
Publicado: (2024)
por: Bao, Jianhai, et al.
Publicado: (2024)
A note on the continuity in the Hurst index of the solution of rough differential equations driven by a fractional Brownian motion
por: De Vecchi, Francesco C., et al.
Publicado: (2020)
por: De Vecchi, Francesco C., et al.
Publicado: (2020)
Multicritical Schur measures and higher-order analogues of the Tracy-Widom distribution
por: Betea, Dan, et al.
Publicado: (2023)
por: Betea, Dan, et al.
Publicado: (2023)
A higher-order Otto calculus approach to the Gaussian completely monotone conjecture
por: Wang, Guillaume
Publicado: (2024)
por: Wang, Guillaume
Publicado: (2024)
Weak irreducibility of stochastic delay differential equation driven by pure jump noise
por: Yang, Hao, et al.
Publicado: (2025)
por: Yang, Hao, et al.
Publicado: (2025)
Mild solutions to semilinear stochastic partial differential equations with locally monotone coefficients
por: Tappe, Stefan
Publicado: (2021)
por: Tappe, Stefan
Publicado: (2021)
The dual Yamada-Watanabe theorem for mild solutions to stochastic partial differential equations
por: Tappe, Stefan
Publicado: (2020)
por: Tappe, Stefan
Publicado: (2020)
Some notes on higher order concentration of measure
por: Sambale, Holger
Publicado: (2025)
por: Sambale, Holger
Publicado: (2025)
Asymptotic expansion of the weighted power variation with second order differences of a stochastic differential equation driven by fBm
por: Yamagishi, Hayate
Publicado: (2024)
por: Yamagishi, Hayate
Publicado: (2024)
The Euler-Maruyama method for invariant measures of McKean-Vlasov stochastic differential equations
por: Wang, Zhen, et al.
Publicado: (2026)
por: Wang, Zhen, et al.
Publicado: (2026)
Anticipated backward stochastic Volterra integral equations and their applications to nonzero-sum stochastic differential games
por: Yang, Bixuan, et al.
Publicado: (2025)
por: Yang, Bixuan, et al.
Publicado: (2025)
Central limit theorem for periodic solutions of stochastic differential equations driven by Levy noise
por: Deng, Xinying, et al.
Publicado: (2024)
por: Deng, Xinying, et al.
Publicado: (2024)
Analysis of a class of recursive distributional equations including the resistance of the series-parallel graph
por: Morfe, Peter S.
Publicado: (2025)
por: Morfe, Peter S.
Publicado: (2025)
Time fractional stochastic differential equations driven by pure jump Lévy noise
por: Wu, Peixue, et al.
Publicado: (2020)
por: Wu, Peixue, et al.
Publicado: (2020)
Infinite horizon quadratic backward stochastic differential equations driven by $G$-Brownian motion
por: Lin, Yiqing, et al.
Publicado: (2025)
por: Lin, Yiqing, et al.
Publicado: (2025)
Distance between closed sets and the solutions to stochastic partial differential equations
por: Nakayama, Toshiyuki, et al.
Publicado: (2022)
por: Nakayama, Toshiyuki, et al.
Publicado: (2022)
Asymptotic error distribution of Mittag--Leffler Euler method for a fractional stochastic differential equation
por: Dai, Xinjie, et al.
Publicado: (2026)
por: Dai, Xinjie, et al.
Publicado: (2026)
Randomisation of rough stochastic differential equations
por: Friz, Peter K., et al.
Publicado: (2025)
por: Friz, Peter K., et al.
Publicado: (2025)
Ergodic theorem for the differential equations with interaction
por: Dorogovtsev, A. A., et al.
Publicado: (2025)
por: Dorogovtsev, A. A., et al.
Publicado: (2025)
Airy kernel determinant solutions to the KdV equation and integro-differential Painlevé equations
por: Cafasso, Mattia, et al.
Publicado: (2020)
por: Cafasso, Mattia, et al.
Publicado: (2020)
Global pathwise solutions of an abstract stochastic equation
por: Lin, Y. -X., et al.
Publicado: (2024)
por: Lin, Y. -X., et al.
Publicado: (2024)
Inverse problems for stochastic partial differential equations
por: Lü, Qi, et al.
Publicado: (2024)
por: Lü, Qi, et al.
Publicado: (2024)
Stability equivalence for stochastic differential equations, stochastic differential delay equations and their corresponding Euler-Maruyama methods in $G$-framework
por: Lu, Wen
Publicado: (2024)
por: Lu, Wen
Publicado: (2024)
Uniqueness of inverse random source problems for stochastic heat and wave equations
por: Wang, Xu, et al.
Publicado: (2025)
por: Wang, Xu, et al.
Publicado: (2025)
Explicit numerical approximations for McKean-Vlasov stochastic differential equations in finite and infinite time
por: Cui, Yuanping, et al.
Publicado: (2024)
por: Cui, Yuanping, et al.
Publicado: (2024)
Ejemplares similares
-
Moment inequalities for higher-order (inverse) stochastic dominance
por: Guan, Meng, et al.
Publicado: (2026) -
Stationary inverse-Wishart polymers
por: Barraquand, Guillaume, et al.
Publicado: (2025) -
Asymptotics of higher-order conditional tail moments for convolution-equivalently distributed losses
por: Chen, Zhangting, et al.
Publicado: (2025) -
Invariant submanifolds for solutions to rough differential equations
por: Tappe, Stefan
Publicado: (2024) -
Active operator learning with predictive uncertainty quantification for partial differential equations
por: Winovich, Nick, et al.
Publicado: (2025)