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 a general decay stability of stochastic Cohen-Grossberg neural networks with time-varying delays (Q2250262) (← links)
- A cortical-inspired geometry for contour perception and motion integration (Q2251290) (← links)
- High order splitting schemes with complex timesteps and their application in mathematical finance (Q2252368) (← links)
- Randomly changing leader-following consensus control for Markovian switching multi-agent systems with interval time-varying delays (Q2252997) (← links)
- Parameter estimation in stochastic differential equations with Markov chain Monte Carlo and non-linear Kalman filtering (Q2255925) (← links)
- Set-valued and fuzzy stochastic integral equations driven by semimartingales under Osgood condition (Q2257471) (← links)
- Ergodicity and stability of a dynamical system perturbed by impulsive random interventions (Q2257682) (← links)
- On a new set-valued stochastic integral with respect to semimartingales and its applications (Q2258491) (← links)
- A comparison of two no-arbitrage conditions (Q2259241) (← links)
- Deriving the equation for the non-ruin probability of the insurance company in \((B,S)\)-market. Stochastic claims and stochastic premiums (Q2263346) (← links)
- Consensus of double-integrator multi-agent systems without relative state derivatives under communication noises and directed topologies (Q2263580) (← links)
- Stability in distribution of neutral stochastic differential delay equations with Markovian switching (Q2270865) (← links)
- Asymptotic almost periodicity of stochastic evolution equations (Q2272628) (← links)
- A mathematical framework for critical transitions: bifurcations, fast-slow systems and stochastic dynamics (Q2276145) (← links)
- Local martingale and pathwise solutions for an abstract fluids model (Q2276156) (← links)
- Discretionary stopping of stochastic differential equations with generalised drift (Q2279339) (← links)
- Statistical estimation in a randomly structured branching population (Q2280026) (← links)
- Connections between mean-field game and social welfare optimization (Q2280979) (← links)
- Diffusive search for diffusing targets with fluctuating diffusivity and gating (Q2282808) (← links)
- Block trading: building up a stock position under a regime switching model (Q2283673) (← links)
- The relative contribution of direct and environmental transmission routes in stochastic avian flu epidemic recurrence: an approximate analysis (Q2283907) (← links)
- Random walk methods for Monte Carlo simulations of Brownian diffusion on a sphere (Q2284073) (← links)
- \(H_\infty\) consensus control with spectrum constraints for stochastic multi-agent systems subject to \((x, u, v)\)-dependent noises (Q2286075) (← links)
- Measuring sample quality with diffusions (Q2286455) (← links)
- A new mathematical model for pricing a mine extraction project (Q2286643) (← links)
- Optimal stopping of a Brownian bridge with an unknown pinning point (Q2289811) (← links)
- A stochastic control model for the average price of manufacturer sales on commodity exchanges (Q2290422) (← links)
- Calibration of local volatility model with stochastic interest rates by efficient numerical PDE methods (Q2292056) (← links)
- Stochastic analysis \& discrete quantum systems (Q2295525) (← links)
- Adaptive output feedback stabilization of random nonlinear systems with unmodeled dynamics driven by colored noise (Q2298901) (← links)
- Random attractor for stochastic lattice dynamical systems with \(\alpha\)-stable Lévy noises (Q2299755) (← links)
- Numerical simulations and modeling for stochastic biological systems with jumps (Q2299766) (← links)
- Probabilistic solutions to ordinary differential equations as nonlinear Bayesian filtering: a new perspective (Q2302458) (← links)
- On fractional Lévy processes: tempering, sample path properties and stochastic integration (Q2302689) (← links)
- Convergence rates for kernel regression in infinite-dimensional spaces (Q2304253) (← links)
- Variational Monte Carlo -- bridging concepts of machine learning and high-dimensional partial differential equations (Q2305540) (← links)
- Cooperative source seeking via networked multi-vehicle systems (Q2307538) (← links)
- Randomness and nonlinear evolution equations (Q2311723) (← links)
- Ensemble time-stepping algorithm for the convection-diffusion equation with random diffusivity (Q2312006) (← links)
- Terminal-dependent statistical inference for the integral form of FBSDE (Q2312276) (← links)
- Treatment of long-range interactions arising in the Enskog-Vlasov description of dense fluids (Q2314310) (← links)
- A semigroup approach to generalized Black-Scholes type equations in incomplete markets (Q2315047) (← links)
- Global optimization with orthogonality constraints via stochastic diffusion on manifold (Q2316261) (← links)
- Global dynamics of stochastic predator-prey model with mutual interference and prey defense (Q2318305) (← links)
- Stochastic differential equations with imprecisely defined parameters in market analysis (Q2318603) (← links)
- Tail distribution estimates for one-dimensional diffusion processes (Q2320182) (← links)
- On the exit time and stochastic homogenization of isotropic diffusions in large domains (Q2320381) (← links)
- Valuation of American passport option using a three-time level scheme (Q2322412) (← links)
- A closed-form pricing formula for variance swaps under MRG-Vasicek model (Q2322792) (← links)
- Mean square exponential stability of stochastic complex-valued neural networks with mixed delays (Q2325128) (← links)