The following pages link to (Q3707054):
Displaying 50 items.
- The maximum principle for stochastic differential systems with general cost functional (Q254612) (← links)
- Stochastic maximum principle for controlled backward delayed system via advanced stochastic differential equation (Q262025) (← links)
- Comparison theorems for neutral stochastic functional differential equations (Q264458) (← links)
- On the stochastic stability and boundedness of solutions for stochastic delay differential equation of the second order (Q268142) (← links)
- Optimal control of systems with noisy memory and BSDEs with Malliavin derivatives (Q285814) (← links)
- Optimal control for stochastic delay evolution equations (Q315766) (← links)
- An infinite time horizon portfolio optimization model with delays (Q338659) (← links)
- Further results on existence-uniqueness for stochastic functional differential equations (Q365867) (← links)
- A robust weak Taylor approximation scheme for solutions of jump-diffusion stochastic delay differential equations (Q370186) (← links)
- Stability of analytical and numerical solutions of nonlinear stochastic delay differential equations (Q396243) (← links)
- Delay-dependent stability analysis of numerical methods for stochastic delay differential equations (Q425348) (← links)
- Stochastic wave equation of pure jumps: Existence, uniqueness and invariant measures (Q435088) (← links)
- Exponential stability for a class of stochastic reaction-diffusion Hopfield neural networks with delays (Q443037) (← links)
- Delay-dependent exponential stability for uncertain neutral stochastic systems with mixed delays and Markovian jumping parameters (Q444290) (← links)
- Itô type stochastic fuzzy differential equations with delay (Q450807) (← links)
- Pathwise solutions and attractors for retarded SPDEs with time smooth diffusion coefficients (Q476460) (← links)
- Second moment boundedness of linear stochastic delay differential equations (Q478777) (← links)
- A stochastic control problem with delay arising in a pension fund model (Q483928) (← links)
- Existence and uniqueness of solutions to stochastic functional differential equations in infinite dimensions (Q495239) (← links)
- Stability in distribution of stochastic Volterra-Levin equations (Q504447) (← links)
- A class of impulsive stochastic parabolic functional differential equations and their asymptotics (Q520180) (← links)
- Comparison theorem for stochastic functional differential equations and applications (Q523082) (← links)
- \(p\)th moment exponential stability of hybrid stochastic functional differential equations by feedback control based on discrete-time state observations (Q523988) (← links)
- Deterministic and stochastic analysis of a delayed allelopathic phytoplankton model within fluctuating environment (Q534404) (← links)
- A type of general forward-backward stochastic differential equations and applications (Q545411) (← links)
- Convergence and stability of the semi-implicit Euler method for a linear stochastic differential delay equation (Q596201) (← links)
- An approximation scheme for Black-Scholes equations with delays (Q601061) (← links)
- Numerical solutions of stochastic differential delay equations under the generalized Khasminskii-type conditions (Q628907) (← links)
- Vector-valued stochastic delay equations -- a semigroup approach (Q637606) (← links)
- Attraction, stability and robustness for stochastic functional differential equations with infinite delay (Q642627) (← links)
- Generalised theory on asymptotic stability and boundedness of stochastic functional differential equations (Q644282) (← links)
- A diffusion-type process with a given joint law for the terminal level and supremum at an independent exponential time (Q645596) (← links)
- Numerical solutions of neutral stochastic functional differential equations with Markovian switching (Q667989) (← links)
- The existence and asymptotic estimations of solutions to stochastic pantograph equations with diffusion and Lévy jumps (Q668208) (← links)
- MS-stability of the Euler--Maruyama method for stochastic differential delay equations (Q702586) (← links)
- The existence and uniqueness of the solution for nonlinear Kolmogorov equations (Q713330) (← links)
- Stability of fractional neutral stochastic partial integro-differential equations (Q727504) (← links)
- Global attracting set, exponential decay and stability in distribution of neutral SPDEs driven by additive \(\alpha\)-stable processes (Q727926) (← links)
- Stochastic functional differential equations with infinite delay: existence and uniqueness of solutions, solution maps, Markov properties, and ergodicity (Q729902) (← links)
- Stability in distribution of neutral stochastic partial differential delay equations driven by \(\alpha\)-stable process (Q738348) (← links)
- On the equivalence of solutions for a class of stochastic evolution equations in a Banach space (Q744177) (← links)
- Convergent sampling of continuous time hereditary stochastic systems (Q755992) (← links)
- Stochastic control problems with delay (Q811987) (← links)
- Equivalence of \(p\)th moment stability between stochastic differential delay equations and their numerical methods (Q826698) (← links)
- Anticipating stochastic differential systems with memory (Q841479) (← links)
- Delay differential equations driven by Lévy processes: stationarity and Feller properties (Q855685) (← links)
- Exponential stability of equidistant Euler-Maruyama approximations of stochastic differential delay equations (Q859891) (← links)
- Stabilization and destabilization of hybrid systems of stochastic differential equations (Q869073) (← links)
- The existence and uniqueness of the solution for stochastic functional differential equations with infinite delay (Q879135) (← links)
- Discretisation of stochastic control problems for continuous time dynamics with delay (Q885948) (← links)
