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.
- Stochastic semidiscretization method: second moment stability analysis of linear stochastic periodic dynamical systems with delays (Q821999) (← links)
- Markovian embedding procedures for non-Markovian stochastic Schrödinger equations (Q822589) (← links)
- Averaging principle for fast-slow system driven by mixed fractional Brownian rough path (Q822742) (← links)
- Applications of the multi-sigmoidal deterministic and stochastic logistic models for plant dynamics (Q823363) (← links)
- Stabilization of bilateral teleoperators with asymmetric stochastic delay (Q826831) (← links)
- On the singular control of exchange rates (Q827148) (← links)
- Mutual relevance of investor sentiment and finance by modeling coupled stochastic systems with MARS (Q827280) (← links)
- Optimality conditions in variational form for non-linear constrained stochastic control problems (Q827552) (← links)
- A coarse-grained model of the myofibril: Overall dynamics and the evolution of sarcomere non-uniformities (Q835852) (← links)
- Uniform shrinking and expansion under isotropic Brownian flows (Q842400) (← links)
- Performance variability and project dynamics (Q853659) (← links)
- A new topological approach to the \(L^{\infty }\)-uniqueness of operators and the \(L^{1}\)-uniqueness of Fokker--Planck equations (Q859630) (← links)
- Estimating stochastic dynamical systems driven by a continuous-time jump Markov process (Q861540) (← links)
- Discretisation of stochastic control problems for continuous time dynamics with delay (Q885948) (← links)
- SDELab: A package for solving stochastic differential equations in MATLAB (Q885951) (← links)
- Expected signature of Brownian motion up to the first exit time from a bounded domain (Q888541) (← links)
- Stochastic elasticity of variance with stochastic interest rates (Q892883) (← links)
- Stochastic diffusion processes on Cartesian meshes (Q893105) (← links)
- Joint aggregation of random-coefficient AR(1) processes with common innovations (Q893913) (← links)
- Optimization of hybrid stochastic differential systems in communications networks (Q894298) (← links)
- Stochastic PDE model for spatial population growth in random environments (Q894975) (← links)
- Convergence rates of the truncated Euler-Maruyama method for stochastic differential equations (Q898961) (← links)
- \(L^p(p > 2)\)-strong convergence of an averaging principle for two-time-scales jump-diffusion stochastic differential equations (Q899196) (← links)
- Disturbance observer-based disturbance attenuation control for a class of stochastic systems (Q901165) (← links)
- Time-consistent actuarial valuations (Q903338) (← links)
- Strong convergence of the stopped Euler-Maruyama method for nonlinear stochastic differential equations (Q907562) (← links)
- Early-warning signs for pattern-formation in stochastic partial differential equations (Q907597) (← links)
- Exact asymptotics of distributions of integral functionals of the geometric Brownian motion and other related formulas (Q927478) (← links)
- The coding complexity of diffusion processes under supremum norm distortion (Q927918) (← links)
- The coding complexity of diffusion processes under \(L^p[0,1]\)-norm distortion (Q927919) (← links)
- Stochastic Hamiltonian dynamical systems (Q931885) (← links)
- On the mixed fractional Brownian motion (Q937469) (← links)
- A method to compute the transition function of a piecewise deterministic Markov process with application to reliability (Q945770) (← links)
- Low-storage Runge-Kutta methods for stochastic differential equations (Q947741) (← links)
- Wicksellian theory of forest rotation under interest rate variability (Q953760) (← links)
- Binomial approximations of shortfall risk for game options (Q957516) (← links)
- Convergence in human decision-making dynamics (Q962172) (← links)
- Matching asymptotics in path-dependent option pricing (Q968852) (← links)
- Random coefficient differential equation models for bacterial growth (Q969979) (← links)
- Adaptive stochastic numerical scheme in parallel random walk models for transport problems in shallow water (Q970012) (← links)
- An analytic approximation of solutions of stochastic differential delay equations with Markovian switching (Q970044) (← links)
- Global approximate controllability for Schrödinger equation in higher Sobolev norms and applications (Q975295) (← links)
- Complete controllability of impulsive stochastic integro-differential systems (Q976279) (← links)
- From the Anderson model on a strip to the DMPK equation and random matrix theory (Q976846) (← links)
- The differential equation counterpart of an individual-based model for yeast population growth (Q979904) (← links)
- \(\pi \) options (Q981010) (← links)
- Robust fuzzy control for uncertain stochastic time-delay Takagi-Sugeno fuzzy models for achieving passivity (Q983073) (← links)
- The stochastic dynamic exponential and geometric Brownian motion on isolated time scales (Q986012) (← links)
- A stochastic differential game of capitalism (Q990293) (← links)
- On risk minimizing portfolios under a Markovian regime-switching Black-Scholes economy (Q993724) (← links)