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Predictor-corrector methods for a linear stochastic oscillator with additive noise
predictor-corrector method linear stochastic oscillator symplecticity stochastic Hamil-tonian system second moment mean-square convergence
2012/8/7
The predictor-corrector methods P(EC)k with equidistant discretization are applied to the nu-
merical integration of a linear stochastic oscillator. Their ability in preserving the symplecticity, the...
Hitting probabilities for systems of non-linear stochastic heat equations with additive noise
Hitting probabilities systems of non-linear stochastic heat equations space-time white noise capacity Hausdor measure
2009/6/12
We consider a system of d coupled non-linear stochastic heat equations in spatial dimension 1 driven by d-dimensional additive space-time whitenoise. We establish upper and lower bounds on hitting pro...
