Complex behaviour in many systems arises from the stochastic interactions of spatially distributed particles or agents. Stochastic reaction–diffusion processes are widely used to model such behaviour ...
This is a preview. Log in through your library . Abstract This article presents a new modeling strategy in functional data analysis. We consider the problem of estimating an unknown smooth function ...
Mathematics of Computation, Vol. 49, No. 180 (Oct., 1987), pp. 523-542 (20 pages) We present Runge-Kutta methods of high accuracy for stochastic differential ...
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