• شماره ركورد كنفرانس
    3502
  • عنوان مقاله

    SDE Representation for Some Classes of Homogeneous Brownian Flows

  • Author/Authors
    M Alvand Department of Mathematical Sciences - Isfahan University of Thechnology , H. R. Z Zangeneh Department of Mathematical Sciences - Isfahan University of Thechnology
  • كليدواژه
    Brownian flows , stochastic differential equations , Cholesky decomposition , spatially homogeneous flows , isotropic flows
  • سال انتشار
    شهريور 1393
  • عنوان كنفرانس
    چهل و پنجمين كنفرانس رياضي ايران
  • زبان مدرك
    انگليسي
  • چكيده لاتين
    For some spatially homogeneous Brownian ows on some well-known manifolds, we find explicit stochastic differential equation representation to describe this flows. The description will help theoretical study and simulations of such flows.
  • كشور
    ايران
  • تعداد صفحه 2
    4
  • از صفحه
    1
  • تا صفحه
    4