#brownian motion #ito #stochastic differential equation #wiener Introduction to stochastic differential equations Stochastic differential equations (SDEs) are basically inhomogenous ordinary differential equations that depend on an external stochastic process. ...
#ito #stochastic differential equation #wiener Kiyoshi Itô, 93, dies November was a rather sad month in the world of stochastic differential equations. In the 26th we were suppose to be celebrating the birth of one of the best mathematicians in history, Norbert … ...
#Fluid #Stochastic Differential Equation #Simulation Spreading of Viscous Fluid Drops on a Solid Substrate Assisted by Thermal Fluctuations Authors: Benny Davidovitch, Esteban Moro, and Howard A. Stone Journal: Physical Review Letters 95, 244505 (2005). LINK ...
#Stochastic Differential Equation #Simulation #Ito #Finance #Stock Market Boundary preserving semi-analytical numerical algorithms for stochastic differential equations Authors: Esteban Moro and Henri Schurz Journal: SIAM Journal of Scientific Computing, Volume 29 Issue 4, Pages 1525-1549 (2007). LINK | arXiv ...
#Fisher #Front #Simulation #Stochastic #Stochastic Differential Equation Numerical schemes for continuum models of reaction-diffusion systems subject to internal noise Authors: Esteban Moro Journal: Physical Review E (Rapid Communication) 70, 045102 (2004). LINK | arXiv ...
#Fisher #Front #Monte Carlo #Simulation #Stochastic #Stochastic Differential Equation Emergence of pulled fronts in fermionic microscopic particle models Authors: Esteban Moro Phys. Rev. E, Rapid Communication, 68, 025102 (2003). LINK | arXiv ...
#Bifurcation #Convection #Simulation #Stochastic #Stochastic differential equation Defect formation in the Swift-Hohenberg equation Authors: Tobias Galla and Esteban Moro Journal: Phys. Rev. E, Rapid Communication 67, 035101 (2003). LINK | arXiv ...