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Stochastic Differential Equations: Theory and Applications
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The article was published on 1974-04-23 and is currently open access. It has received 2537 citations till now. The article focuses on the topics: Stochastic differential equation.read more
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Linear Matrix Inequalities in System and Control Theory
TL;DR: In this paper, the authors present a brief history of LMIs in control theory and discuss some of the standard problems involved in LMIs, such as linear matrix inequalities, linear differential inequalities, and matrix problems with analytic solutions.
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An intertemporal asset pricing model with stochastic consumption and investment opportunities
TL;DR: In this paper, the authors derived a single-beta asset pricing model in a multi-good, continuous-time model with uncertain consumption-goods prices and uncertain investment opportunities.
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PDF methods for turbulent reactive flows
TL;DR: In this article, the authors proposed a joint probability density function (pdf) of the three components of velocity and of the composition variables (species mass fractions and enthalpy) to calculate the properties of turbulent reactive flow fields.
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Advanced spectral methods for climatic time series
Michael Ghil,M. R. Allen,Michael D. Dettinger,Kayo Ide,Dmitri Kondrashov,Michael E. Mann,Andrew W. Robertson,Andrew W. Robertson,A. Saunders,Yudong Tian,F. Varadi,Pascal Yiou +11 more
TL;DR: The connections between time series analysis and nonlinear dynamics, discuss signal-to-noise enhancement, and present some of the novel methods for spectral analysis are described.
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Modeling and performance analysis of BitTorrent-like peer-to-peer networks
Dongyu Qiu,R. Srikant +1 more
TL;DR: This paper presents a simple fluid model and considers the built-in incentive mechanism of BitTorrent and its effect on network performance, and provides numerical results based on both simulations and real traces obtained from the Internet.