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.
- Epidemic models with random coefficients (Q622965) (← links)
- Karhunen-Loève expansions of \(\alpha\)-Wiener bridges (Q632290) (← links)
- Mean square exponential stability of stochastic genetic regulatory networks with time-varying delays (Q632782) (← links)
- Semimartingale approximation of fractional Brownian motion and its applications (Q636573) (← links)
- Stochastic viscosity solutions for SPDEs with continuous coefficients (Q638459) (← links)
- Strong convergence in stochastic averaging principle for two time-scales stochastic partial differential equations (Q638460) (← links)
- Stochastic calculus for a time-changed semimartingale and the associated stochastic differential equations (Q639336) (← links)
- A stochastic-Lagrangian approach to the Navier-Stokes equations in domains with boundary (Q640063) (← links)
- Utility-based indifference pricing in regime-switching models (Q640157) (← links)
- A class of Gaussian processes with fractional spectral measures (Q642517) (← links)
- Smooth solutions for a stochastic hydrodynamical equation in Heisenberg paramagnet (Q644630) (← links)
- Absence of ground state for the Nelson model on static space-times (Q652437) (← links)
- On the reservation wage under CARA and limited borrowing (Q656792) (← links)
- Optimal investment and reinsurance of an insurer with model uncertainty (Q659098) (← links)
- A reduced basis approach for variational problems with stochastic parameters: application to heat conduction with variable Robin coefficient (Q660371) (← links)
- Switching to a poor business activity: optimal capital structure, agency costs and covenant rules (Q665784) (← links)
- An approximation of small-time probability density functions in a general jump diffusion model (Q668543) (← links)
- Approximation methods for analyzing multiscale stochastic vector-borne epidemic models (Q669187) (← links)
- Stochastic \(H_{2}/H_\infty\) control of nonlinear systems with time-delay and state-dependent noise (Q669377) (← links)
- Sequential testing of hypotheses about drift for Gaussian diffusions (Q670162) (← links)
- 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)