65c30

Documents about 65c30

• Spectral approximation of a new class of stochastic fractional evolution equations#179065arXiv (OAI)
• Spectral approximation of a new class of stochastic fractional evolution equations#179263arXiv (OAI Expanded)
• Spectral approximation of a new class of stochastic fractional evolution equations#179658arXiv
• Spectral approximation of a new class of stochastic fractional evolution equations#180520arXiv Biology
• Mean Square Error Analysis of Stochastic Runge-Kutta Integrators#1012345arXiv (All)
• Connections between the Föllmer process and the denoising diffusion probabilistic model#920338arXiv (OAI Expanded)
• Connections between the Föllmer process and the denoising diffusion probabilistic model#924570arXiv (All)
• Analysis and Approximation of Stochastic Multiscale Subdiffusion Driven by Fractional Gaussian Noise#796765arXiv (OAI Expanded)
• Analysis and Approximation of Stochastic Multiscale Subdiffusion Driven by Fractional Gaussian Noise#798178arXiv (All)
• Sampling recovery in Bochner spaces and applications to parametric PDEs#984808arXiv (All)
• Scale-Consistent Posterior Dynamics for Diffusion Inverse Problems#611093arXiv (OAI Expanded)
• Scale-Consistent Posterior Dynamics for Diffusion Inverse Problems#612570arXiv (All)
• Mean square error analysis of stochastic gradient and variance-reduced sampling algorithms#999177arXiv (All)
• Numerical approximation for stochastic differential equations with state-dependent fast switching#1012720arXiv (All)
• Analysis of multilevel Monte Carlo path simulation using the Milstein discretisation#927067arXiv (All)
• Convergence of Densities for the Euler--Maruyama Approximation of Brownian-Driven McKean--Vlasov Equations#1014355arXiv (All)
• A weak order 2 Runge-Kutta method for Itô stochastic delay differential equations#619111arXiv (OAI Expanded)
• A weak order 2 Runge-Kutta method for Itô stochastic delay differential equations#620790arXiv (All)
• An Euler scheme for BSDEs via the Wiener chaos decomposition#971737arXiv (All)
• Preservation of Log-Concavity and Convergence of Wasserstein-Fisher-Rao Gradient Flows#1011816arXiv (All)
• Weighted Sub-fractional Brownian Motion: Covariance Structure, Path Properties and Euler Approximation#788603arXiv (OAI Expanded)
• Weighted Sub-fractional Brownian Motion: Covariance Structure, Path Properties and Euler Approximation#792603arXiv (All)
• Approximation of the invariant measure for stochastic Allen-Cahn equation via an explicit fully discrete scheme#155495arXiv (OAI)
• Strong convergence of finite element schemes for the stochastic Landau--Lifshitz--Bloch equation#973075arXiv (All)
• Error Distribution of the Local Linearization Method for Stochastic Differential Equations with Additive Brownian Noise#618982arXiv (OAI Expanded)
• Error Distribution of the Local Linearization Method for Stochastic Differential Equations with Additive Brownian Noise#620661arXiv (All)
• Simulation and inference methods for non-Markovian stochastic biochemical reaction networks#633339arXiv (OAI Expanded)
• Simulation and inference methods for non-Markovian stochastic biochemical reaction networks#635688arXiv (All)
• Mean-Field PhiBE: Continuous-Time Mean-Field Reinforcement Learning from Discrete-Time Data#973233arXiv (All)
• Non-stationary Gaussian random fields on hypersurfaces: Sampling and strong error analysis#627874arXiv (OAI Expanded)
• Non-stationary Gaussian random fields on hypersurfaces: Sampling and strong error analysis#629736arXiv (All)
• Strong convergence rates of tamed exponential Euler schemes for superlinear hyperbolic SPDEs#986497arXiv (All)
• Rate of convergence of a fully discrete structure-preserving midpoint scheme for the stochastic Landau--Lifshitz--Gilbert equation#974035arXiv (All)
• Gevrey class regularity for steady-state incompressible Navier-Stokes equations in parametric domains and related models#799858arXiv (All)
• Convergence analysis of iterative deep learning algorithms for fully nonlinear BSPDEs in non-Markovian utility maximization#419384Spiral