The following pages link to (Q3998788):
Displayed 50 items.
- Controllability of second-order semilinear impulsive stochastic neutral functional evolution equations (Q1955151) (← links)
- Approximate probability distributions for stochastic systems: Maximum entropy method (Q1965197) (← links)
- Mean square integral inequalities for generalized convex stochastic processes via beta function (Q1981845) (← links)
- Mixed fractional heat equation driven by fractional Brownian sheet and Lévy process (Q1993166) (← links)
- Numerical schemes for ordinary delay differential equations with random noise (Q2008511) (← links)
- Cauchy problem for stochastic non-autonomous evolution equations governed by noncompact evolution families (Q2029745) (← links)
- Non-autonomous stochastic evolution equations of parabolic type with nonlocal initial conditions (Q2033949) (← links)
- Stochastic continuum approach to high-cycle fatigue: modelling stress history as a stochastic process (Q2063408) (← links)
- Coupled system of second-order stochastic neutral differential inclusions driven by Wiener process and Poisson jumps (Q2084688) (← links)
- Exponential stability and stabilization of fractional stochastic degenerate evolution equations in a Hilbert space: subordination principle (Q2085627) (← links)
- Approximate controllability for a new class of stochastic functional differential inclusions with infinite delay (Q2090576) (← links)
- Convergence and stability of exponential integrators for semi-linear stochastic pantograph integro-differential equations with jump (Q2123633) (← links)
- Mean-square convergence and stability of two-step Milstein methods for stochastic differential equations with Poisson jumps (Q2125924) (← links)
- New generalized mean square stochastic fractional operators with applications (Q2128259) (← links)
- Some properties of \(\eta\)-convex stochastic processes (Q2131489) (← links)
- Quantum Hermite-Hadamard type integral inequalities for convex stochastic processes (Q2142794) (← links)
- Asymptotic stability of fractional order (1,2] stochastic delay differential equations in Banach spaces (Q2145435) (← links)
- Stability of a non-Lipschitz stochastic Riemann-Liouville type fractional differential equation driven by Lévy noise (Q2154894) (← links)
- Sobolev-type nonlocal conformable stochastic differential equations (Q2169275) (← links)
- Approximate controllability of nonlocal problem for non-autonomous stochastic evolution equations (Q2230378) (← links)
- Some existence results for systems of impulsive stochastic differential equations (Q2232079) (← links)
- Hermite-Hadamard, Jensen, and fractional integral inequalities for generalized \(p\)-convex stochastic processes (Q2240182) (← links)
- Infinite-delayed stochastic impulsive differential systems with Poisson jumps (Q2243060) (← links)
- A fractional Bihari inequality and some applications to fractional differential equations and stochastic equations (Q2243948) (← links)
- Almost sure exponential stability of numerical solutions for stochastic delay differential equations with jumps (Q2251752) (← links)
- Stochastic \(g\)-fractional integrals and their bounds for convex stochastic processes (Q2279809) (← links)
- Existence results for systems of coupled impulsive neutral functional differential equations driven by a fractional Brownian motion and a Wiener process (Q2283937) (← links)
- Compensated \(\theta\)-Milstein methods for stochastic differential equations with Poisson jumps (Q2301275) (← links)
- Existence results for second-order stochastic differential inclusions driven by Lévy noise (Q2313476) (← links)
- On the initial value problem of fractional stochastic evolution equations in Hilbert spaces (Q2351677) (← links)
- The development of stochastic space transformation and diagrammatic perturbation techniques in subsurface hydrology (Q2366819) (← links)
- Rate of convergence of local linearization schemes for random differential equations (Q2391028) (← links)
- Approximate controllability for a semilinear stochastic evolution system with infinite delay in \(L_p\) space (Q2400493) (← links)
- Existence results for impulsive neutral second-order stochastic evolution equations with nonlocal conditions (Q2450476) (← links)
- Mean-square dissipativity of several numerical methods for stochastic differential equations with jumps (Q2451764) (← links)
- Numerical methods for nonlinear stochastic differential equations with jumps (Q2486675) (← links)
- Non-Gaussian positive-definite matrix-valued random fields for elliptic stochastic partial differential operators (Q2495556) (← links)
- A random Euler scheme for Carathéodory differential equations (Q2519725) (← links)
- The local linearization method for numerical integration of random differential equations (Q2568632) (← links)
- Mean-square contractivity of stochastic \(\vartheta\)-methods (Q2656022) (← links)
- An Euler–Poisson scheme for Lévy driven stochastic differential equations (Q2804429) (← links)
- Existence and stability results for semilinear systems of impulsive stochastic differential equations with fractional Brownian motion (Q2821905) (← links)
- Compensated stochastic theta methods for stochastic differential delay equations with jumps (Q2855739) (← links)
- The spatial distribution of gyrotactic swimming micro-organisms in laminar flow fields (Q2891778) (← links)
- Probabilistic Description of Extreme Events in Intermittently Unstable Dynamical Systems Excited by Correlated Stochastic Processes (Q2945173) (← links)
- On the dual iterative stochastic perturbation-based finite element method in solid mechanics with Gaussian uncertainties (Q2952865) (← links)
- Stability of the solution of stochastic differential equation driven by time-changed Lévy noise (Q2980828) (← links)
- The Order of Approximations for Solutions of Itô-Type Stochastic Differential Equations with Jumps (Q3158164) (← links)
- BIASED RANDOM WALKS, PARTIAL DIFFERENTIAL EQUATIONS AND UPDATE SCHEMES (Q3191187) (← links)
- The Order 1.5 Approximation for Solutions of Jump-Diffusion Equations (Q3423710) (← links)