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.
- 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)
- Likelihood-based inference for a class of multivariate diffusions with unobserved paths (Q997298) (← links)
- Monte Carlo maximum likelihood estimation for discretely observed diffusion processes (Q1002156) (← links)
- Controlled stochastic differential equations under Poisson uncertainty and with unbounded utility (Q1017026) (← links)
- \(\mathcal H_\infty\) functional filtering for stochastic bilinear systems with multiplicative noises (Q1023375) (← links)
- Robust optimal portfolio choice under Markovian regime-switching model (Q1023980) (← links)
- On a reaction-diffusion model for calcium dynamics in dendritic spines (Q1026737) (← links)
- New forms of extended Kalman filter via transversal linearization and applications to structural system identification (Q1033537) (← links)
- Stochastic differential equation-based flexible software reliability growth model (Q1036390) (← links)
- Polynomial chaos for simulating random volatilities (Q1037788) (← links)
- Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates (Q1044157) (← links)
- Continuous-time and continuous-discrete-time unscented Rauch-Tung-Striebel smoothers (Q1048801) (← links)
- A multi-stage financial hedging approach for the procurement of manufacturing materials (Q1926875) (← links)
- Strong solutions to stochastic fuzzy differential equations of Itô type (Q1931010) (← links)
- \(\varepsilon\)-strong simulation of the Brownian path (Q1932226) (← links)
- The parafermionic observable in SLE (Q1938012) (← links)
- Impulse control with random reaction periods: a central bank intervention problem (Q1939677) (← links)
- Parameter estimation and model testing for Markov processes via conditional characteristic functions (Q1940757) (← links)
- Weak limits for exploratory plots in the analysis of extremes (Q1940761) (← links)
- On symmetries of stochastic differential equations (Q1948228) (← links)
- Error distributions for random grid approximations of multidimensional stochastic integrals (Q1948705) (← links)
- Remark on Itô's diffusion in multidimensional scattering with sign-indefinite potentials (Q1949814) (← links)
- Repeated quantum non-demolition measurements: convergence and continuous time limit (Q1949819) (← links)
- Stochastic stabilization of nonholonomic mobile robot with heading-angle-dependent disturbance (Q1955303) (← links)
- A new immunization inequality for random streams of assets, liabilities and interest rates (Q2015628) (← links)
- Pension saving schemes with return smoothing mechanism (Q2015634) (← links)
- Asymptotic analysis for one-name credit derivatives (Q2015749) (← links)
- Evolution of the distribution of wealth in an economic environment driven by local Nash equilibria (Q2016547) (← links)
- An optimal trading rule under a switchable mean-reversion model (Q2247920) (← links)