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.
- Sample path deviations of the Wiener and the Ornstein-Uhlenbeck process from its bridges (Q470374) (← links)
- Robust portfolio choice with stochastic interest rates (Q470730) (← links)
- Progressive enlargement of filtrations and backward stochastic differential equations with jumps (Q471510) (← links)
- Stochastic piecewise affine control with application to pitch control of helicopter (Q472902) (← links)
- On resolving singularities of piecewise-smooth discontinuous vector fields via small perturbations (Q476726) (← links)
- Assigning probabilities to qualitative dynamics of gene regulatory networks (Q476819) (← links)
- Stochastically perturbed sliding motion in piecewise-smooth systems (Q478773) (← links)
- Random attractor for stochastic reversible Schnackenberg equations (Q478920) (← links)
- Functional solution about stochastic differential equation driven by \(G\)-Brownian motion (Q480048) (← links)
- On the detectability and observability of continuous stochastic Markov jump linear systems (Q482729) (← links)
- Simple spectral bounds for sums of certain Kronecker products (Q486203) (← links)
- Existence, uniqueness, and stability of stochastic wave equation with cubic nonlinearities in two dimensions (Q488521) (← links)
- Strong convergence rate in averaging principle for stochastic FitzHugh-Nagumo system with two time-scales (Q488746) (← links)
- Optimal harvesting for a stochastic N-dimensional competitive Lotka-Volterra model with jumps (Q489272) (← links)
- The truncated Euler-Maruyama method for stochastic differential equations (Q492112) (← links)
- Self-triggered sampling for second-moment stability of state-feedback controlled SDE systems (Q492968) (← links)
- Mean square convergence of the numerical solution of random differential equations (Q493352) (← links)
- Optimal debt ratio and dividend payment strategies with reinsurance (Q495502) (← links)
- Optimal debt ratio and consumption strategies in financial crisis (Q495747) (← links)
- Some properties of strong solutions to stochastic fuzzy differential equations (Q497651) (← links)
- Speculative bubbles in bitcoin markets? An empirical investigation into the fundamental value of bitcoin (Q500523) (← links)
- Dynamic pricing and periodic ordering for a stochastic inventory system with deteriorating items (Q503167) (← links)
- Brownian motion on a pseudo sphere in Minkowski space \(\mathbb {R}^l_v\) (Q503388) (← links)
- An analytic expansion method for the valuation of double-barrier options under a stochastic volatility model (Q504846) (← links)
- Duality in refined Sobolev-Malliavin spaces and weak approximation of SPDE (Q507016) (← links)
- Density of generalized Verhulst process and Bessel process with constant drift (Q507027) (← links)
- Pricing turbo warrants under stochastic elasticity of variance (Q508292) (← links)
- EM-based identification of continuous-time ARMA models from irregularly sampled data (Q510135) (← links)
- Theorems of comparison and stability with probability 1 for one-dimensional stochastic differential equations (Q511326) (← links)
- Exploiting multi-core architectures for reduced-variance estimation with intractable likelihoods (Q516453) (← links)
- A delayed stochastic volatility correction to the constant elasticity of variance model (Q517196) (← links)
- Nonequilibrium statistical mechanics of a solid immersed in a continuum (Q521542) (← links)
- Statistical descriptions of polydisperse turbulent two-phase flows (Q521792) (← links)
- An adaptive algorithm for solving stochastic multi-point boundary value problems (Q521930) (← links)
- Stochastic consensus of leader-following multi-agent systems under additive measurement noises and time-delays (Q522771) (← links)
- Stability and bifurcation of two-dimensional stochastic differential equations with multiplicative excitations (Q523226) (← links)
- A mean square chain rule and its application in solving the random Chebyshev differential equation (Q523684) (← links)
- On symmetries of the Fokker-Planck equation (Q525143) (← links)
- Random fuzzy fractional integral equations -- theoretical foundations (Q529149) (← links)
- A trend-following strategy: conditions for optimality (Q534275) (← links)
- Square-mean pseudo almost automorphic process and its application to stochastic evolution equations (Q537712) (← links)
- Analytic solutions for infinite horizon stochastic optimal control problems via finite horizon approximation: a practical guide (Q545158) (← links)
- Homotopy analysis method for option pricing under stochastic volatility (Q550482) (← links)
- An anticipative linear filtering equation (Q553370) (← links)
- Numerical study of interacting particles approximation for integro-differential equations (Q556315) (← links)
- Noise-induced oscillations in an actively mode-locked laser (Q604036) (← links)
- Irreversible capital accumulation under interest rate uncertainty (Q604806) (← links)
- Pricing CDO tranches in an intensity based model with the mean reversion approach (Q614311) (← links)
- An optimal portfolio model with stochastic volatility and stochastic interest rate (Q615916) (← links)
- The flexible, extensible and efficient toolbox of level set methods (Q618363) (← links)