Concepedia
Applied Mathematics & Optimization · 1992 · 80 citations · 6 references
Numerical AnalysisEngineeringStochastic CalculusStochastic Differential EquationStochastic Dynamical SystemApproximation MethodFractional StochasticsApproximation TheoryStochastic Differential Equations
6
Numerical Methods for Nonlinear Variational Problems
Roland Glowinski, J. Tinsley Oden · Journal of Applied Mechanics · 1985 · 1.6K citations · Full text
Numerical Analysis, Nonlinear Variational Problems, Variational Analysis +2
Methods of Numerical Mathematics
Bertil Gustafsson, G. I. Marchuk · Mathematics of Computation · 1977 · 624 citations
Numerical Analysis, Spectral Theory, Numerical Method For Partial Differential Equation +11
Introduction to Stochastic Differential Equations.
Rohanin Ahmad, Thomas C. Gard · Journal of the Royal Statistical Society Series C (Applied Statistics) · 1988 · 604 citations
X. Dekker, Engineering, Stochastic Processes +14
Approximation of the Zakaï Equation by the Splitting up Method
Alain Bensoussan, Roland Glowinski, Aurel Răşcanu · SIAM Journal on Control and Optimization · 1990 · 100 citations
Numerical Analysis, Spectral Theory, Zakaï Equation +13
Accurate Evaluation of Stochastic Wiener Integrals with Applications to Scattering in Random Media and to Nonlinear Filtering
G. L. Blankenship, John S. Baras · SIAM Journal on Applied Mathematics · 1981 · 19 citations
Numerical Analysis, Nonlinear Filtering, Engineering +16