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.
- Long-term adaptive symplectic numerical integration of linear stochastic oscillators driven by additive white noise (Q670503) (← links)
- Controllability of semilinear stochastic delay systems with distributed delays in control (Q679686) (← links)
- On the regularity of American options with regime-switching uncertainty (Q681986) (← links)
- Synchronization of systems of Marcus canonical equations driven by \(\alpha \)-stable noises (Q708497) (← links)
- Properties of solutions of stochastic differential equations with continuous-state-dependent switching (Q712174) (← links)
- Diffusion forecasting model with basis functions from QR-decomposition (Q722000) (← links)
- Data-driven model reduction and transfer operator approximation (Q722011) (← links)
- The scaling limit of the KPZ equation in space dimension 3 and higher (Q723378) (← links)
- DG framework for pricing European options under one-factor stochastic volatility models (Q724549) (← links)
- A powered Gronwall-type inequality and applications to stochastic differential equations (Q727434) (← links)
- The transport equation and zero quadratic variation processes (Q727466) (← links)
- Risk measures versus ruin theory for the calculation of solvency capital for long-term life insurances (Q727663) (← links)
- A new framework for extracting coarse-grained models from time series with multiscale structure (Q727752) (← links)
- A two-level stochastic collocation method for semilinear elliptic equations with random coefficients (Q729862) (← links)
- A state predictor for continuous-time stochastic systems (Q730105) (← links)
- Stochastic symplectic methods based on the Padé approximations for linear stochastic Hamiltonian systems (Q730570) (← links)
- Valuation perspectives and decompositions for variable annuities with GMWB riders (Q743168) (← links)
- Bayesian diffusion process models with time-varying parameters (Q744748) (← links)
- A regularized bridge sampler for sparsely sampled diffusions (Q746239) (← links)
- Symplectic noise and the classical analog of the Lindblad generator. Does the regression hypothesis also fail in classical physics? (Q746862) (← links)
- Controllability of nonlinear stochastic systems with multiple time-varying delays in control (Q747466) (← links)
- Characterization of bistability for stochastic multistep methods (Q766224) (← links)
- Regression analysis of stochastic fatigue crack growth model in a martingale difference framework (Q777851) (← links)
- Travelling waves in monostable and bistable stochastic partial differential equations (Q777978) (← links)
- On classical and Bayesian asymptotics in state space stochastic differential equations (Q783279) (← links)
- Stability of the Shannon-Stam inequality via the Föllmer process (Q783796) (← links)
- Estimation of time-variant system reliability of nonlinear randomly excited systems based on the Girsanov transformation with state-dependent controls (Q784100) (← links)
- Liquidation risk in insurance under contemporary regulatory frameworks (Q784414) (← links)
- Reliability function determination of nonlinear oscillators under evolutionary stochastic excitation via a Galerkin projection technique (Q785296) (← links)
- Fair valuation of participating policies with surrender options and regime switching (Q817287) (← 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)