검색결과 : 3건
| No. | Article |
|---|---|
| 1 |
Hermite Spectral Method to 1-D Forward Kolmogorov Equation and Its Application to Nonlinear Filtering Problems Luo X, Yau SST IEEE Transactions on Automatic Control, 58(10), 2495, 2013 |
| 2 |
Differentiability of backward stochastic differential equations in Hilbert spaces with monotone generators Briand P, Confortola F Applied Mathematics and Optimization, 57(2), 149, 2008 |
| 3 |
Ergodicity for nonlinear stochastic equations in variational formulation Barbu V, Prato G Applied Mathematics and Optimization, 53(2), 121, 2006 |