Pages that link to "Item:Q5967093"
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The following pages link to Stochastic differential equations. An introduction with applications. (Q5967093):
Displayed 50 items.
- On increasing risk, inequality and poverty measures: peacocks, lyrebirds and exotic options (Q1657477) (← links)
- Asymptotic behaviors of stochastic periodic differential equation with Markovian switching (Q1659667) (← links)
- Some remarks on infinite horizon stochastic \(H_2/H_\infty\) control with \((x,u,v)\)-dependent noise and Markov jumps (Q1660639) (← links)
- Globally asymptotic stabilization of stochastic nonlinear systems in strict-feedback form (Q1660733) (← links)
- Initial-boundary value problem for the heat equation -- a stochastic algorithm (Q1661575) (← links)
- Resilient control based on disturbance observer for nonlinear singular stochastic hybrid system with partly unknown Markovian jump parameters (Q1661722) (← links)
- Path integration for real options (Q1664189) (← links)
- Stability criterion of linear stochastic systems subject to mixed \(H_2\)/\textit{passivity} performance (Q1666693) (← links)
- Approximating the solution stochastic process of the random Cauchy one-dimensional heat model (Q1669243) (← links)
- Arbitrage and utility maximization in market models with an insider (Q1670397) (← links)
- Lyapunov function computation for autonomous linear stochastic differential equations using sum-of-squares programming (Q1671067) (← links)
- Statistical solutions of hyperbolic conservation laws: foundations (Q1675115) (← links)
- Solving the random Cauchy one-dimensional advection-diffusion equation: numerical analysis and computing (Q1676023) (← links)
- Dimensional flow and fuzziness in quantum gravity: emergence of stochastic spacetime (Q1676118) (← links)
- Extending the deterministic Riemann-Liouville and Caputo operators to the random framework: A mean square approach with applications to solve random fractional differential equations (Q1677783) (← links)
- Quasi-linear PDEs and forward-backward stochastic differential equations: weak solutions (Q1680459) (← links)
- Output-feedback \(H_2 \backslash H_\infty\) consensus control for stochastic time-varying multi-agent systems with \((x,u,v)\)-dependent noises (Q1680668) (← links)
- A model for vortex nucleation in the Ginzburg-Landau equations (Q1685145) (← links)
- Generalized regularized long wave equation with white noise dispersion (Q1685677) (← links)
- Girsanov's transformation based variance reduced Monte Carlo simulation schemes for reliability estimation in nonlinear stochastic dynamics (Q1686588) (← links)
- Partial stochastic asymptotic stability of neutral stochastic functional differential equations with Markovian switching by boundary condition (Q1690891) (← links)
- A transformed path integral approach for solution of the Fokker-Planck equation (Q1691864) (← links)
- Existence of linear strategy equilibrium in insider trading with partial observations (Q1691941) (← links)
- Error analysis of randomized Runge-Kutta methods for differential equations with time-irregular coefficients (Q1692722) (← links)
- Multiscale modeling of diffusion in a crowded environment (Q1693423) (← links)
- Solving a class of random non-autonomous linear fractional differential equations by means of a generalized mean square convergent power series (Q1693640) (← links)
- A multiscale extension of the Margrabe formula under stochastic volatility (Q1693945) (← links)
- A bound on the probability of ruin in Merton's model (Q1695461) (← links)
- Multidimensional investment problem (Q1702880) (← links)
- Improved bridge constructs for stochastic differential equations (Q1703803) (← links)
- Local martingale solutions to the stochastic two layer shallow water equations with multiplicative white noise (Q1706388) (← links)
- Time-homogeneous parabolic Wick-Anderson model in one space dimension: regularity of solution (Q1706672) (← links)
- An exactly solvable multiple stochastic optimal stopping problem (Q1712232) (← links)
- Stochastic epidemic metapopulation models on networks: SIS dynamics and control strategies (Q1715252) (← links)
- Numerical simulation of fractional-order dynamical systems in noisy environments (Q1715699) (← links)
- Stochastic consensus of single-integrator multiagent systems with inherent nonlinear dynamics and measurement noises in directed fixed topologies (Q1718506) (← links)
- Stability analysis of pulse-width-modulated feedback systems with time-varying delays (Q1718932) (← links)
- The high contact principle with reward functions involving initial points (Q1719172) (← links)
- A reliable numerical analysis for stochastic dengue epidemic model with incubation period of virus (Q1720153) (← links)
- Random difference scheme for diffusion advection model (Q1720182) (← links)
- Differentiability of SDEs with drifts of super-linear growth (Q1721995) (← links)
- Turbo warrants under hybrid stochastic and local volatility (Q1724051) (← links)
- A new way of investigating the asymptotic behaviour of a stochastic SIS system with multiplicative noise (Q1726496) (← links)
- Sensor placement for optimal estimation of vector-valued diffusion processes (Q1729054) (← links)
- Stabilization of discrete time stochastic system with input delay and control dependent noise (Q1729098) (← links)
- Stochastic averaging for two-time-scale stochastic partial differential equations with fractional Brownian motion (Q1730386) (← links)
- Optimal time-profiles of public health intervention to shape voluntary vaccination for childhood diseases (Q1731949) (← links)
- Linearization criteria for systems of two second-order stochastic ordinary differential equations (Q1735236) (← links)
- Solving system of linear Stratonovich Volterra integral equations via modification of hat functions (Q1737157) (← links)
- The truncated Milstein method for stochastic differential equations with commutative noise (Q1743967) (← links)