Stochastic differential equation analysis for ocean acoustic energy scattering by internal waves

2006 ◽  
Vol 119 (5) ◽  
pp. 3344-3344 ◽  
Author(s):  
Andrey K. Morozov ◽  
John A. Colosi
Keyword(s):  
Differential Equation ◽  
Stochastic Differential Equation ◽  
Internal Waves ◽  
Acoustic Energy ◽  
Energy Scattering ◽  
Equation Analysis

On Approximate Large Deviations for 1D Diffusion

2003 ◽  
Vol 10 (2) ◽  
pp. 381-399
Author(s):  
A. Yu. Veretennikov
Keyword(s):  
Differential Equation ◽  
Exact Solution ◽  
Large Deviations ◽  
Stochastic Differential Equation ◽  
Approximation Scheme ◽  
Sufficient Conditions ◽  
Rate Function ◽  
Euler Approximation ◽  
One Dimensional

Abstract We establish sufficient conditions under which the rate function for the Euler approximation scheme for a solution of a one-dimensional stochastic differential equation on the torus is close to that for an exact solution of this equation.

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