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Results tagged with stochastic-differential-equations
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user 71105
Stochastic ordinary and partial differential equations generalize the concepts of ordinary and partial differential equations to the setting where the unknown is a stochastic process.
5
votes
2
answers
439
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Is it possible to compare Rough path theory and White noise Theory?
Please accept apology if this question is vague. (Would you please comment rather then downvote, I may be stopped to ask more questions. I will delete my question if required.)
It is related to the l …
- 495
0
votes
1
answer
200
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When and why do we require the condition that :"a subset bounded from below and has no accum...
I have been tyring to understand the first condition given in the link https://en.wikipedia.org/wiki/Regularity_structure for quite some time now, at least a year. I have posted a similar question in …
- 495
5
votes
1
answer
521
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Under what condition we get back path from signatures in rough path theory?
A link to wikipedia for rough pat theory is: https://en.wikipedia.org/wiki/Rough_path
It appears path and signatures has one to one mapping in many cases. I understand that the signature is not depend …
- 495
3
votes
1
answer
225
views
Are Holder Condition and signal to noise ratio (SNR) related?
This question was posted in https://math.stackexchange.com but I got hardly any view. If posting here is an objection please let me know I would delete it immediately.
This question has evolved from …
- 495