Search Results - "Rozovskii, B. L"

Wiener Chaos Solutions of Linear Stochastic Evolution Equations by Lototsky, S. V., Rozovskii, B. L.

“…A new method is described for constructing a generalized solution of a stochastic evolution equation. Existence, uniqueness, regularity and a probabilistic…”
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On unbiased stochastic Navier–Stokes equations by Mikulevicius, R., Rozovskii, B. L.

“…A random perturbation of a deterministic Navier–Stokes equation is considered in the form of an SPDE with Wick type nonlinearity. The nonlinear term of the…”
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Global L2-Solutions of Stochastic Navier-Stokes Equations by Mikulevicius, R., Rozovskii, B. L.

“…This paper concerns the Cauchy problem in Rdfor the stochastic Navier-Stokes equation ∂tu=Δ u-( u,∇) u-∇ p+ f( u)+[(σ,∇) u-∇ p̃+ g( u)]⚬ Ẇ, u(0)= u0, div u =…”
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Wick-Malliavin approximation to nonlinear stochastic partial differential equations: analysis and simulations by Venturi, D., Wan, X., Mikulevicius, R., Rozovskii, B. L., Karniadakis, G. E.

“…Approximating nonlinearities in stochastic partial differential equations (SPDEs) via the Wick product has often been used in quantum field theory and…”
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On asymptotic properties of maximum likelihood estimators for parabolic stochastic PDE's by HUEBNER, M, ROZOVSKII, B. L

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Recursive nonlinear filter for a continuous discrete-time model: separation of parameters and observations by Lototsky, S.V., Rozovskii, B.L.

“…A new nonlinear filtering algorithm is proposed for the model where the state is a randomly perturbed nonlinear dynamical system and the measurements are made…”
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Strong Solutions of Stochastic Generalized Porous Media Equations: Existence, Uniqueness, and Ergodicity by Prato, G. Da, Röckner, Michael, Rozovskii, B. L., Wang, Feng-yu

“…Explicit conditions are presented for the existence, uniqueness, and ergodicity of the strong solution to a class of generalized stochastic porous media…”
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On distribution free Skorokhod–Malliavin calculus by Mikulevicius, R., Rozovskii, B. L.

“…The starting point of the current paper is a sequence of uncorrelated random variables. The distribution functions of these variables are assumed to be given…”
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A novel approach to detection of intrusions in computer networks via adaptive sequential and batch-sequential change-point detection methods by Tartakovsky, A.G., Rozovskii, B.L., Blazek, R.B., Hongjoong Kim

“…Large-scale computer network attacks in their final stages can readily be identified by observing very abrupt changes in the network traffic. In the early…”
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On unbiased stochastic Navier-Stokes equation by Mikulevicius, R, Rozovskii, B. L

“…A random perturbation of a deterministic Navier-Stokes equation is considered in the form of an SPDE with Wick type nonlinearity. The nonlinear term of the…”
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Wick–Malliavin approximation to nonlinear stochastic partial differential equations: analysis and simulations by Venturi, D., Wan, X., Mikulevicius, R., Rozovskii, B. L., Karniadakis, G. E.

“…Approximating nonlinearities in stochastic partial differential equations (SPDEs) via the Wick product has often been used in quantum field theory and…”
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On generalized Malliavin calculus by Lototsky, S.V., Rozovskii, B.L., Seleši, D.

“…The Malliavin derivative, the divergence operator (Skorokhod integral), and the Ornstein–Uhlenbeck operator are extended from the traditional Gaussian setting…”
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Uniqueness and absolute continuity of weak solutions for parabolic SPDE's by Mikulevičius, R., Rozovskii, B. L.

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On distribution free Skorokhod-Malliavin calculus by Mikulevicius, R, Rozovskii, B. L

“…The starting point of the current paper is a sequence of uncorrelated random variables. The distribution functions of these variables are assumed to be given…”
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Separation of observations and parameters in nonlinear filtering by Mikulevicius, R., Rozovskii, B.L.

“…Proposes a spectral approach to nonlinear filtering. It is based on the Wiener chaos decomposition on the probability space generated by the observations. This…”
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A Note on Generalized Malliavin Calculus by Lototsky, S. V, Rozovskii, B. L, Seleši, D

“…The Malliavin derivative, divergence operator, and the Ornstein-Uhlenbeck operator are extended from the traditional Gaussian setting to generalized processes…”
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Global L_2-solutions of stochastic Navier-Stokes equations by Mikulevicius, R, Rozovskii, B. L

“…Annals of Probability 2005, Vol. 33, No. 1, 137-176 This paper concerns the Cauchy problem in R^d for the stochastic Navier-Stokes equation \partial_tu=\Delta…”
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A Unified Approach to Stochastic Evolution Equations Using the Skorokhod Integral by Lototsky, S. V, Rozovskii, B. L

“…We study stochastic evolution equations driven by Gaussian noise. The key features of the model are that the operators in the deterministic and stochastic…”
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Stochastic evolution equations by Krylov, N. V., Rozovskii, B. L.

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Stochastic Parabolic Equations of Full Second Order by Lototsky, S. V, Rozovskii, B. L

“…A procedure is described for defining a generalized solution for stochastic differential equations using the Cameron-Martin version of the Wiener Chaos…”
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