Search results
From MaRDI portal
- Paper Taming singular stochastic differential equations: A numerical method 2021-10-04 Paper Rough stochastic differential equations 2021-06-18 Paper Long-time...10 bytes (16 words) - 16:12, 6 October 2023
- functional differential equation 2019-02-08 Paper Controllability of a stochastic functional differential equation driven by a fractional Brownian motion 2019-01-18...10 bytes (16 words) - 09:27, 7 October 2023
- The stochastic Korteweg-de Vries equation in \(L^2(\mathbb{R})\) 1999-12-13 Paper Numerical simulation of the stochastic Korteweg-de Vries equation 1999-12-06...10 bytes (16 words) - 20:01, 6 October 2023
- infinite-dimensional stochastic differential equation; Poisson random measure; backward stochastic partial differential equation Mathematics Subject Classification...15 bytes (100 words) - 22:53, 3 February 2024
- forward-backward stochastic differential Forward-backward stochastic differential equation; infinite-dimensional backward stochastic differential equation; infinite-dimensional...15 bytes (88 words) - 02:47, 3 February 2024
- Riccati equation; delayed-advanced forward-backward stochastic differential equation; time-advanced stochastic differential delayed equation Mathematics Subject...15 bytes (97 words) - 06:42, 2 February 2024
- January 2012 zbMATH Keywords stochastic differential equation; existence; uniqueness; Brownian motion; stochastic differential equation for Itô type Mathematics...15 bytes (42 words) - 15:46, 13 March 2024
- date: 1989 zbMATH Keywords semigroups; quantum stochastic differential equation; stochastic differential equation in Hilbert space Mathematics Subject Classification...15 bytes (44 words) - 22:30, 7 February 2024
- Keywords backward stochastic differential equation; Lévy process; Teugels martingales; generalized backward stochastic differential equation, reflected backward...15 bytes (107 words) - 11:43, 3 February 2024
- Keywords backward stochastic differential equation; risk sensitive control; transformation of measure; stochastic differential equation with jump Mathematics...15 bytes (50 words) - 17:46, 8 February 2024
- Solving linear stochastic differential equations, Moments and Correlation Functions of Solutions of a Stochastic Differential Equation, Calculation of...15 bytes (132 words) - 04:55, 7 March 2024
- approximation of stochastic differential equation and on Stroock- Varadhan's support theorem, Support of the solution of a stochastic differential equation...15 bytes (54 words) - 10:29, 5 February 2024
- Brave) zbMATH Keywords reflected backward stochastic differential equation; backward stochastic differential equation with a constraint Mathematics Subject...15 bytes (56 words) - 09:20, 30 January 2024
- Keywords stochastic differential equation; first integral; Itô's stochastic differential equation Mathematics Subject Classification ID 60H10: Stochastic ordinary...15 bytes (57 words) - 23:54, 8 February 2024
- backward stochastic differential equation; generalised backward stochastic differential equation Mathematics Subject Classification ID 60H10: Stochastic ordinary...15 bytes (61 words) - 05:29, 5 February 2024
- Keywords stochastic differential equation; simulation; step size control Mathematics Subject Classification ID 60H10: Stochastic ordinary differential equations...15 bytes (62 words) - 16:59, 6 February 2024
- Keywords stochastic control; backward stochastic differential equation; mathematical finance; forward-backward stochastic differential equation Mathematics...15 bytes (61 words) - 10:48, 30 January 2024
- Keywords option pricing; advanced stochastic differential equation; delayed backward stochastic differential equation; delay impact Mathematics Subject...15 bytes (61 words) - 19:53, 7 February 2024
- Classification ID 60H15: Stochastic partial differential equations (aspects of stochastic analysis) Related Items Stochastic differential equation models for spatially...15 bytes (63 words) - 03:35, 6 February 2024
- of stochastic analysis) Related Items Reflected Backward Stochastic Differential Equation with Locally Monotone Coefficient, Backward Stochastic Differential...15 bytes (126 words) - 16:54, 6 February 2024