Publication | Date of Publication | Type |
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Stationary distribution of periodic stochastic differential equations with Markov switching | 2024-05-10 | Paper |
Strong convergence of an explicit numerical approximation for \(n\)-dimensional superlinear SDEs with positive solutions | 2024-04-16 | Paper |
The modified truncated Euler-Maruyama method for stochastic differential equations with concave diffusion coefficients | 2024-04-09 | Paper |
On the analysis of Ait-Sahalia-type model for rough volatility modelling | 2024-04-02 | Paper |
Approximation of invariant measures of a class of backward Euler-Maruyama scheme for stochastic functional differential equations | 2024-03-04 | Paper |
Discrete feedback control for highly nonlinear neutral stochastic delay differential equations with Markovian switching | 2024-02-28 | Paper |
The Truncated Em Method for Jump-Diffusion Sddes with Super-Linearly Growing Diffusion and Jump Coefficients | 2024-02-12 | Paper |
An explicit approximation for super-linear stochastic functional differential equations | 2024-02-06 | Paper |
Advances in Discrete-State-Feedback Stabilization of Highly Nonlinear Hybrid Systems by Razumikhin Technique | 2024-01-25 | Paper |
Positivity-preserving truncated Euler-Maruyama method for generalised Ait-Sahalia-type interest model | 2024-01-02 | Paper |
Delay‐dependent stability of highly nonlinear neutral stochastic functional differential equations | 2023-12-19 | Paper |
\textit{Wolbachia} invasion to wild mosquito population in stochastic environment | 2023-11-15 | Paper |
A stabilization analysis for highly nonlinear neutral stochastic delay hybrid systems with superlinearly growing jump coefficients by variable-delay feedback control | 2023-10-30 | Paper |
An advanced numerical scheme for multi-dimensional stochastic Kolmogorov equations with superlinear coefficients | 2023-10-17 | Paper |
Hybrid stochastic functional differential equations with infinite delay: approximations and numerics | 2023-10-11 | Paper |
Stabilization in Distribution of Hybrid Systems by Intermittent Noise | 2023-10-06 | Paper |
Improved delay-dependent stability of superlinear hybrid stochastic systems with general time-varying delays | 2023-09-21 | Paper |
Invariance principles for G-brownian-motion-driven stochastic differential equations and their applications to G-stochastic control | 2023-09-15 | Paper |
On the existence and asymptotic stability of hybrid stochastic systems with neutral term and non-differentiable time delay | 2023-09-04 | Paper |
Stabilization in distribution of hybrid stochastic systems by intermittent feedback controls | 2023-07-18 | Paper |
Delay tolerance for stable hybrid stochastic differential equations with Lévy noise based on Razumikhin technique | 2023-07-13 | Paper |
Stabilisation in distribution by delay feedback controls for hybrid stochastic delay differential equations | 2023-07-04 | Paper |
Stabilization and destabilization of hybrid systems by periodic stochastic controls based on Lévy noise | 2023-06-27 | Paper |
Discrete-time feedback control for highly nonlinear hybrid stochastic systems with non-differentiable delays | 2023-06-27 | Paper |
Stabilisation with general decay rate by delay feedback control for nonlinear neutral stochastic functional differential equations with infinite delay | 2023-06-20 | Paper |
Positivity preserving truncated scheme for the stochastic Lotka-Volterra model with small moment convergence | 2023-05-16 | Paper |
Strong convergence of Euler–Maruyama schemes for McKean–Vlasov stochastic differential equations under local Lipschitz conditions of state variables | 2023-04-12 | Paper |
Stochastic stabilization of hybrid neural networks by periodically intermittent control based on discrete-time state observations | 2023-04-05 | Paper |
Stabilization of Highly Nonlinear Hybrid Stochastic Differential Delay Equations with Lévy Noise by Delay Feedback Control | 2023-03-29 | Paper |
Asymptotic stability in distribution of highly nonlinear stochastic differential equations with \(G\)-Brownian motion | 2023-03-06 | Paper |
Advances in nonlinear hybrid stochastic differential delay equations: existence, boundedness and stability | 2022-12-09 | Paper |
The backward Euler-Maruyama method for invariant measures of stochastic differential equations with super-linear coefficients | 2022-12-09 | Paper |
A note on sufficient conditions of asymptotic stability in distribution of stochastic differential equations with \(G\)-Brownian motion | 2022-12-08 | Paper |
Stationary distribution and density function of a stochastic SVIR epidemic model | 2022-11-09 | Paper |
Dynamics of an HIV/AIDS transmission model with protection awareness and fluctuations | 2022-10-31 | Paper |
Positivity and boundedness preserving numerical scheme for the stochastic epidemic model with square-root diffusion term | 2022-10-18 | Paper |
Generalized Ait-Sahalia-type interest rate model with Poisson jumps and convergence of the numerical approximation | 2022-08-10 | Paper |
Stabilisation of hybrid system with different structures by feedback control based on discrete-time state observations | 2022-07-26 | Paper |
Analysis of a stochastic predator-prey system with foraging arena scheme | 2022-07-05 | Paper |
Delay-dependent asymptotic stability of highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion | 2022-06-24 | Paper |
The backward Euler-Maruyama method for invariant measures of stochastic differential equations with super-linear coefficients | 2022-06-20 | Paper |
On the Analysis of a Generalised Rough Ait-Sahalia Interest Rate Model | 2022-05-02 | Paper |
Stabilisation in distribution of hybrid stochastic differential equations by feedback control based on discrete-time state observations | 2022-04-14 | Paper |
Stabilization of nonlinear hybrid stochastic delay systems by feedback control based on discrete-time state and mode observations | 2022-03-23 | Paper |
Stabilization in Distribution by Delay Feedback Control for Hybrid Stochastic Differential Equations | 2022-02-24 | Paper |
Optimal investment and proportional reinsurance strategy under the mean-reverting Ornstein-Uhlenbeck process and net profit condition | 2022-02-16 | Paper |
Multi-level Monte Carlo methods with the truncated Euler–Maruyama scheme for stochastic differential equations | 2022-02-10 | Paper |
Stabilization by intermittent control for hybrid stochastic differential delay equations | 2022-01-06 | Paper |
Advances in stabilization of highly nonlinear hybrid delay systems | 2022-01-03 | Paper |
On exponential stability of hybrid neutral stochastic differential delay equations with different structures | 2021-12-13 | Paper |
Exponential stabilization by delay feedback control for highly nonlinear hybrid stochastic functional differential equations with infinite delay | 2021-12-13 | Paper |
Stabilization and destabilization of hybrid systems by periodic stochastic controls | 2021-11-10 | Paper |
Strong convergence and asymptotic stability of explicit numerical schemes for nonlinear stochastic differential equations | 2021-09-02 | Paper |
The truncated EM method for stochastic differential delay equations with variable delay | 2021-08-09 | Paper |
A stochastic differential equation SIS epidemic model with regime switching | 2021-06-18 | Paper |
Positivity preserving truncated Euler-Maruyama method for stochastic Lotka-Volterra competition model | 2021-06-03 | Paper |
Asymptotic stabilization of continuous-time periodic stochastic systems by feedback control based on periodic discrete-time observations | 2021-05-05 | Paper |
STABILITY ANALYSIS OF HIGHLY NONLINEAR HYBRID MULTIPLE-DELAY STOCHASTIC DIFFERENTIAL EQUATIONS | 2021-04-16 | Paper |
Explicit numerical approximations for stochastic differential equations in finite and infinite horizons: truncation methods, convergence in pth moment and stability | 2021-03-16 | Paper |
Tamed EM schemes for neutral stochastic differential delay equations with superlinear diffusion coefficients | 2021-02-03 | Paper |
Delay Feedback Control for Switching Diffusion Systems Based on Discrete-Time Observations | 2020-10-29 | Paper |
Stabilization of Highly Nonlinear Hybrid Systems by Feedback Control Based on Discrete-Time State Observations | 2020-10-07 | Paper |
Truncated EM numerical method for generalised Ait-Sahalia-type interest rate model with delay | 2020-09-14 | Paper |
Razumikhin-type theorems on polynomial stability of hybrid stochastic systems with pantograph delay | 2020-06-04 | Paper |
Advances in the truncated Euler-Maruyama method for stochastic differential delay equations | 2020-04-29 | Paper |
Stabilisation by delay feedback control for highly nonlinear neutral stochastic differential equations | 2020-04-22 | Paper |
Truncated Euler-Maruyama method for classical and time-changed non-autonomous stochastic differential equations | 2020-04-07 | Paper |
Stochastic prey-predator system with foraging arena scheme | 2020-03-27 | Paper |
Advances in Stabilization of Hybrid Stochastic Differential Equations by Delay Feedback Control | 2020-03-11 | Paper |
A stochastic differential equation SIS epidemic model with two correlated Brownian motions | 2020-02-18 | Paper |
Stochastic delay foraging arena predator–prey system with Markov switching | 2020-02-17 | Paper |
The asymptotic stability of hybrid stochastic systems with pantograph delay and non-Gaussian Lévy noise | 2020-01-30 | Paper |
Stabilisation of highly nonlinear hybrid stochastic differential delay equations by delay feedback control | 2020-01-20 | Paper |
Delay Feedback Control for Switching Diffusion Systems Based on Discrete Time Observations | 2020-01-13 | Paper |
Advances in the LaSalle-type theorems for stochastic functional differential equations with infinite delay | 2019-12-05 | Paper |
The truncated Euler-Maruyama method for stochastic differential equations with Hölder diffusion coefficients | 2019-11-05 | Paper |
Almost sure stability with general decay rate of neutral stochastic pantograph equations with Markovian switching | 2019-10-18 | Paper |
Stability in distribution of stochastic functional differential equations | 2019-10-14 | Paper |
Stability equivalence between the stochastic differential delay equations driven by \(G\)-Brownian motion and the Euler-Maruyama method | 2019-10-01 | Paper |
Stabilisation by delay feedback control for highly nonlinear hybrid stochastic differential equations | 2019-08-28 | Paper |
The averaging method for multivalued SDEs with jumps and non-Lipschitz coefficients | 2019-08-28 | Paper |
Robust quantised control of hybrid stochastic systems based on discrete-time state and mode observations | 2019-08-26 | Paper |
Razumikhin-type theorem for stochastic functional differential systems via vector Lyapunov function | 2019-08-21 | Paper |
Approximate solutions of hybrid stochastic pantograph equations with Levy jumps | 2019-08-16 | Paper |
The truncated EM method for stochastic differential equations with Poisson jumps | 2019-06-20 | Paper |
A stochastic differential equation SIS epidemic model with two independent Brownian motions | 2019-05-10 | Paper |
Convergence of the split-step \(\theta\)-method for stochastic age-dependent population equations with Markovian switching and variable delay | 2019-05-09 | Paper |
Generalized criteria on delay‐dependent stability of highly nonlinear hybrid stochastic systems | 2019-03-27 | Paper |
Mean percentage of returns for stock market linked savings accounts | 2019-03-19 | Paper |
The existence and asymptotic estimations of solutions to stochastic pantograph equations with diffusion and Lévy jumps | 2019-03-18 | Paper |
Stability of highly nonlinear hybrid stochastic integro-differential delay equations | 2019-03-06 | Paper |
Approximate solutions for a class of doubly perturbed stochastic differential equations | 2019-01-17 | Paper |
Asymptotic boundedness and stability of solutions to hybrid stochastic differential equations with jumps and the Euler-Maruyama approximation | 2019-01-11 | Paper |
Neutral stochastic functional differential equations with Lévy jumps under the local Lipschitz condition | 2018-12-04 | Paper |
An averaging principle for neutral stochastic functional differential equations driven by Poisson random measure | 2018-10-17 | Paper |
Stability Analysis for Continuous-Time Switched Systems With Stochastic Switching Signals | 2018-09-18 | Paper |
Successive approximation of solutions to doubly perturbed stochastic differential equations with jumps | 2018-09-03 | Paper |
Generalized Ait-Sahalia-type interest rate model with Poisson jumps and convergence of the numerical approximation | 2018-08-31 | Paper |
Analysis on exponential stability of hybrid pantograph stochastic differential equations with highly nonlinear coefficients | 2018-08-21 | Paper |
Structured Robust Stability and Boundedness of Nonlinear Hybrid Delay Systems | 2018-07-18 | Paper |
Stability of highly nonlinear neutral stochastic differential delay equations | 2018-06-27 | Paper |
The truncated Euler-Maruyama method for stochastic differential delay equations | 2018-06-25 | Paper |
On the approximations of solutions to neutral SDEs with Markovian switching and jumps under non-Lipschitz conditions | 2018-06-21 | Paper |
Robust discrete-state-feedback stabilization of hybrid stochastic systems with time-varying delay based on Razumikhin technique | 2018-06-20 | Paper |
Existence, uniqueness and almost surely asymptotic estimations of the solutions to neutral stochastic functional differential equations driven by pure jumps | 2018-06-19 | Paper |
https://portal.mardi4nfdi.de/entity/Q4640736 | 2018-05-25 | Paper |
A note on the partially truncated Euler-Maruyama method | 2018-05-11 | Paper |
Convergence rate and stability of the truncated Euler-Maruyama method for stochastic differential equations | 2018-05-04 | Paper |
The truncated Milstein method for stochastic differential equations with commutative noise | 2018-04-16 | Paper |
Hopf bifurcation control for a class of delay differential systems with discrete-time delayed feedback controller | 2018-01-15 | Paper |
Stabilization of Hybrid Systems by Feedback Control Based on Discrete‐Time State and Mode Observations | 2018-01-05 | Paper |
Almost sure exponential stability of hybrid stochastic functional differential equations | 2017-11-28 | Paper |
Delay-Dependent <formula formulatype="inline"><tex>$H_{\infty }$</tex> </formula> Control and Filtering for Uncertain Markovian Jump Systems With Time-Varying Delays | 2017-11-20 | Paper |
On pth moment stabilization of hybrid systems by discrete-time feedback control | 2017-11-02 | Paper |
Robust stabilization of hybrid uncertain stochastic systems by discrete‐time feedback control | 2017-11-02 | Paper |
Delay dependent stability of highly nonlinear hybrid stochastic systems | 2017-10-11 | Paper |
Robust Stability and Boundedness of Nonlinear Hybrid Stochastic Differential Delay Equations | 2017-09-08 | Paper |
On Exponential Almost Sure Stability of Random Jump Systems | 2017-09-08 | Paper |
On Almost Sure Stability of Hybrid Stochastic Systems With Mode-Dependent Interval Delays | 2017-08-25 | Paper |
Stability of Singular Stochastic Systems With Markovian Switching | 2017-08-25 | Paper |
Stabilization and Destabilization of Nonlinear Differential Equations by Noise | 2017-08-08 | Paper |
Delay-Dependent Exponential Stability of Neutral Stochastic Delay Systems | 2017-08-08 | Paper |
Correction to: "Delay-Dependent Exponential Stability of Neutral Stochastic Delay Systems" [Jan 09 147-152] | 2017-08-08 | Paper |
On Input-to-State Stability of Stochastic Retarded Systems With Markovian Switching | 2017-08-08 | Paper |
Numerical approximation of invariant measures for hybrid diffusion systems | 2017-07-12 | Paper |
Exponential stability of stochastic delay interval systems with Markovian switching | 2017-06-20 | Paper |
Stability Analysis of Continuous-Time Switched Systems With a Random Switching Signal | 2017-05-16 | Paper |
Almost Sure Exponential Stabilization by Discrete-Time Stochastic Feedback Control | 2017-05-03 | Paper |
The partially truncated Euler-Maruyama method and its stability and boundedness | 2017-02-24 | Paper |
Almost sure stability of the Euler-Maruyama method with random variable stepsize for stochastic differential equations | 2017-02-17 | Paper |
Asymptotic stability and boundedness of stochastic functional differential equations with Markovian switching | 2016-11-24 | Paper |
A stochastic differential equation model for the spread of HIV amongst people who inject drugs | 2016-11-09 | Paper |
Stationary distribution of stochastic SIRS epidemic model with standard incidence | 2016-09-30 | Paper |
On the averaging principle for stochastic delay differential equations with jumps | 2016-09-02 | Paper |
https://portal.mardi4nfdi.de/entity/Q2990649 | 2016-08-10 | Paper |
Almost Sure Exponential Stability of Stochastic Differential Delay Equations | 2016-07-29 | Paper |
Stabilization of stochastic differential equations with Markovian switching by feedback control based on discrete-time state observation with a time delay | 2016-05-20 | Paper |
On the asymptotic stability and numerical analysis of solutions to nonlinear stochastic differential equations with jumps | 2016-03-03 | Paper |
Strong convergence of the stopped Euler-Maruyama method for nonlinear stochastic differential equations | 2016-01-25 | Paper |
https://portal.mardi4nfdi.de/entity/Q3461492 | 2016-01-15 | Paper |
https://portal.mardi4nfdi.de/entity/Q3462959 | 2016-01-15 | Paper |
https://portal.mardi4nfdi.de/entity/Q3462960 | 2016-01-15 | Paper |
Convergence rates of the truncated Euler-Maruyama method for stochastic differential equations | 2015-12-21 | Paper |
Robustly exponential stabilization of hybrid uncertain systems by feedback controls based on discrete-time observations | 2015-11-05 | Paper |
Demographic stochasticity in the SDE SIS epidemic model | 2015-10-01 | Paper |
Almost Sure Exponential Stability in the Numerical Simulation of Stochastic Differential Equations | 2015-09-16 | Paper |
The truncated Euler-Maruyama method for stochastic differential equations | 2015-08-19 | Paper |
Stabilization of continuous-time hybrid stochastic differential equations by discrete-time feedback control | 2015-06-25 | Paper |
Stabilization of Hybrid Systems by Feedback Control Based on Discrete-Time State Observations | 2015-06-02 | Paper |
The threshold of a stochastic SIRS epidemic model in a population with varying size | 2015-03-10 | Paper |
Stochastic dynamics of SIRS epidemic models with random perturbation | 2015-02-03 | Paper |
Stabilization of hybrid stochastic differential equations by feedback control based on discrete-time state observations | 2014-10-27 | Paper |
Numerical stationary distribution and its convergence for nonlinear stochastic differential equations | 2014-10-07 | Paper |
Mean square polynomial stability of numerical solutions to a class of stochastic differential equations | 2014-07-15 | Paper |
Asymptotic moment boundedness of the numerical solutions of stochastic differential equations | 2014-06-06 | Paper |
Parameter estimation for the stochastic SIS epidemic model | 2014-05-23 | Paper |
Strong convergence rates for backward Euler–Maruyama method for non-linear dissipative-type stochastic differential equations with super-linear diffusion coefficients | 2014-04-25 | Paper |
Delay geometric Brownian motion in financial option valuation | 2014-04-25 | Paper |
Almost sure exponential stabilisation of stochastic systems by state-feedback control | 2014-03-19 | Paper |
A NOTE ON EXPONENTIAL ALMOST SURE STABILITY OF STOCHASTIC DIFFERENTIAL EQUATION | 2014-02-28 | Paper |
Mean Exit Times and the Multilevel Monte Carlo Method | 2014-02-25 | Paper |
The Hitting Times of A Stochastic Epidemic Model | 2014-02-16 | Paper |
Khasminskii-type theorems for stochastic functional differential equations | 2013-11-12 | Paper |
Convergence, nonnegativity and stability of a new Milstein scheme with applications to finance | 2013-11-12 | Paper |
On the Existence and Uniqueness of Solutions of Stochastic Equations of Neutral Type | 2013-10-09 | Paper |
Razumikhin-type theorems on exponential stability of SDDEs containing singularly perturbed random processes | 2013-09-19 | Paper |
A systematic derivation of stochastic Taylor methods for stochastic delay differential equations | 2013-08-28 | Paper |
The Euler-Maruyama approximation for the asset price in the mean-reverting-theta stochastic volatility model | 2013-07-25 | Paper |
Almost sure exponential stability of the Euler–Maruyama approximations for stochastic functional differential equations | 2013-06-06 | Paper |
Discrete Razumikhin-type technique and stability of the Euler-Maruyama method to stochastic functional differential equations | 2013-04-19 | Paper |
Extinction and recurrence of multi-group SEIR epidemic models with stochastic perturbations | 2013-03-06 | Paper |
Stochastic stabilization of hybrid differential equations | 2013-03-01 | Paper |
A note on almost sure asymptotic stability of neutral stochastic delay differential equations with Markovian switching | 2013-03-01 | Paper |
Strong convergence and stability of implicit numerical methods for stochastic differential equations with non-globally Lipschitz continuous coefficients | 2012-11-09 | Paper |
Lyapunov exponents of hybrid stochastic heat equations | 2012-09-14 | Paper |
The Improved LaSalle-Type Theorems for Stochastic Differential Delay Equations | 2012-08-27 | Paper |
The SIS epidemic model with Markovian switching | 2012-08-01 | Paper |
A Razumikhin-type theorem for neutral stochastic functional differential equations with unbounded delay | 2012-06-01 | Paper |
STABILITY OF SINGULAR JUMP-LINEAR SYSTEMS WITH A LARGE STATE SPACE: A TWO-TIME-SCALE APPROACH | 2012-05-11 | Paper |
Convergence rate of numerical solutions to SFDEs with jumps | 2011-11-10 | Paper |
Competitive Lotka-Volterra population dynamics with jumps | 2011-10-17 | Paper |
Numerical simulation of a strongly nonlinear Ait-Sahalia-type interest rate model | 2011-08-02 | Paper |
Stationary distribution of stochastic population systems | 2011-06-27 | Paper |
Hybrid simulation of autoregulation within transcription and translation | 2011-05-04 | Paper |
On the Almost Sure Running Maxima of Solutions of Affine Stochastic Functional Differential Equations | 2011-03-25 | Paper |
Stability of stochastic delay hybrid systems with jumps | 2011-03-09 | Paper |
Numerical solutions of stochastic differential delay equations under the generalized Khasminskii-type conditions | 2011-03-08 | Paper |
Sufficient and necessary conditions of stochastic permanence and extinction for stochastic logistic populations under regime switching | 2011-02-09 | Paper |
Stochastic suppression and stabilization of functional differential equations | 2011-01-12 | Paper |
Approximation Methods for Hybrid Diffusion Systems with State-Dependent Switching Processes: Numerical Algorithms and Existence and Uniqueness of Solutions | 2011-01-10 | Paper |
SMC design for robust \(H^{\infty}\) control of uncertain stochastic delay systems | 2010-07-13 | Paper |
Delay-dependent robust stability of stochastic delay systems with Markovian switching | 2010-07-08 | Paper |
Almost sure exponential stability of numerical solutions for stochastic delay differential equations | 2010-07-02 | Paper |
https://portal.mardi4nfdi.de/entity/Q3559570 | 2010-05-06 | Paper |
Analyzing multi-level Monte Carlo for options with non-globally Lipschitz payoff | 2010-04-22 | Paper |
Noise expresses exponential growth under regime switching | 2010-04-13 | Paper |
Switching and Diffusion Models for Gene Regulation Networks | 2010-03-30 | Paper |
Khasminskii-Type Theorem and LaSalle-Type Theorem for Stochastic Evolution Delay Equations | 2010-02-16 | Paper |
Population dynamical behavior of Lotka-Volterra system under regime switching | 2009-09-29 | Paper |
https://portal.mardi4nfdi.de/entity/Q3398955 | 2009-09-29 | Paper |
Generalized Stochastic Delay Lotka–Volterra Systems | 2009-09-18 | Paper |
Mathematical modelling of internal HIV dynamics | 2009-09-16 | Paper |
Numerical Solutions of Neutral Stochastic Functional Differential Equations | 2009-08-20 | Paper |
The Cox-Ingersoll-Ross model with delay and strong convergence of its Euler-Maruyama approximate solutions | 2009-08-07 | Paper |
Stochastic population dynamics under regime switching. II | 2009-06-10 | Paper |
Noise suppresses exponential growth under regime switching | 2009-06-10 | Paper |
Robust delayed-state-feedback stabilization of uncertain stochastic systems | 2009-06-10 | Paper |
https://portal.mardi4nfdi.de/entity/Q3631716 | 2009-06-10 | Paper |
Population dynamical behavior of non-autonomous Lotka-Volterra competitive system with random perturbation | 2009-05-29 | Paper |
Stochastic hybrid delay population dynamics: Well-posed models and extinction | 2009-03-03 | Paper |
Positivity and stabilisation for nonlinear stochastic delay differential equations | 2009-03-03 | Paper |
https://portal.mardi4nfdi.de/entity/Q3597003 | 2009-02-09 | Paper |
Geometric Brownian motion with delay: mean square characterisation | 2009-02-05 | Paper |
Strong convergence of Monte Carlo simulations of the mean-reverting square root process with jump | 2009-01-14 | Paper |
Stabilisation of hybrid stochastic differential equations by delay feedback control | 2008-12-02 | Paper |
A highly sensitive mean-reverting process in finance and the Euler-Maruyama approximations | 2008-10-06 | Paper |
The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications | 2008-08-19 | Paper |
Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching | 2008-08-15 | Paper |
A Note on the Rate of Convergence of the Euler–Maruyama Method for Stochastic Differential Equations | 2008-04-29 | Paper |
Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations | 2008-04-22 | Paper |
Theory and application of stability for stochastic reaction diffusion systems | 2008-04-15 | Paper |
A stochastic model for internal HIV dynamics | 2008-03-31 | Paper |
https://portal.mardi4nfdi.de/entity/Q5446483 | 2008-03-06 | Paper |
https://portal.mardi4nfdi.de/entity/Q5443884 | 2008-02-22 | Paper |
Noise suppresses or expresses exponential growth | 2008-02-21 | Paper |
Almost sure and moment exponential stability of Euler-Maruyama discretizations for hybrid stochastic differential equations | 2008-02-06 | Paper |
https://portal.mardi4nfdi.de/entity/Q5440486 | 2008-02-05 | Paper |
Comparison theorem of one-dimensional stochastic hybrid delay systems | 2008-01-08 | Paper |
Preserving exponential mean-square stability in the simulation of hybrid stochastic differential equations | 2008-01-04 | Paper |
https://portal.mardi4nfdi.de/entity/Q5429735 | 2007-12-04 | Paper |
Stochastic population dynamics under regime switching | 2007-07-09 | Paper |
Approximations of Euler-Maruyama type for stochastic differential equations with Markovian switching, under non-Lipschitz conditions | 2007-06-14 | Paper |
Hybrid Systems: Computation and Control | 2007-05-02 | Paper |
On stochastic stabilization of difference equations | 2007-04-05 | Paper |
Stabilization and destabilization of hybrid systems of stochastic differential equations | 2007-02-26 | Paper |
Algebraic conditions of stability for Hopfield neural network | 2007-02-20 | Paper |
Attraction and Stochastic Asymptotic Stability and Boundedness of Stochastic Functional Differential Equations with Respect to Semimartingales | 2007-02-15 | Paper |
Exponential stability of equidistant Euler-Maruyama approximations of stochastic differential delay equations | 2007-01-22 | Paper |
A stochastic model of AIDS and condom use | 2006-12-07 | Paper |
Nonnormality and stochastic differential equations | 2006-10-31 | Paper |
Stochastic Differential Equations with Markovian Switching | 2006-10-23 | Paper |
Stochastic stabilisation of functional differential equations | 2006-09-25 | Paper |
Mean square stability of stochastic Volterra integro-differential equations | 2006-09-25 | Paper |
Stability in distribution of stochastic differential delay equations with Markovian switching | 2006-09-21 | Paper |
Razumikhin method and exponential stability of hybrid stochastic delay interval systems | 2005-12-22 | Paper |
Asymptotic stability in distribution of stochastic differential equations with Markovian switching. | 2005-11-29 | Paper |
On pathwise super-exponential decay rates of solutions of scalar nonlinear stochastic differential equations | 2005-11-15 | Paper |
On a Boundary Value Problem in the Filtering Theory for Discrete Volterra Equations | 2005-10-18 | Paper |
Khasminskii-Type Theorems for Stochastic Differential Delay Equations | 2005-10-18 | Paper |
DELAY POPULATION DYNAMICS AND ENVIRONMENTAL NOISE | 2005-09-30 | Paper |
https://portal.mardi4nfdi.de/entity/Q4677316 | 2005-05-20 | Paper |
Stochastic differential delay equations of population dynamics | 2005-04-18 | Paper |
Stationary distributions of Euler–Maruyama-type stochastic difference equations with Markovian switching and their convergence | 2005-03-21 | Paper |
Environmental Brownian noise suppresses explosions in population dynamics. | 2005-02-25 | Paper |
Numerical method for stationary distribution of stochastic differential equations with Markovian switching | 2005-02-23 | Paper |
Stability in Distribution of Numerical Solutions for Stochastic Differential Equations | 2005-01-20 | Paper |
Numerical Solutions of Stochastic Functional Differential Equations | 2004-11-18 | Paper |
Exponential Mean-Square Stability of Numerical Solutions to Stochastic Differential Equations | 2004-11-18 | Paper |
Mean-Square Filtering Problem for Discrete Volterra Equations | 2004-11-11 | Paper |
Attraction, stability and boundedness for stochastic differential delay equations. | 2004-08-26 | Paper |
Stochastic delay Lotka--Volterra model | 2004-08-06 | Paper |
Stochastic Hopfield neural networks | 2004-06-09 | Paper |
https://portal.mardi4nfdi.de/entity/Q4467062 | 2004-06-08 | Paper |
https://portal.mardi4nfdi.de/entity/Q4463035 | 2004-05-27 | Paper |
https://portal.mardi4nfdi.de/entity/Q4465152 | 2004-05-27 | Paper |
Convergence of the Euler--Maruyama method for stochastic differential equations with Markovian switching. | 2004-03-14 | Paper |
Robust stability and controllability of stochastic differential delay equations with Markovian switching. | 2004-03-14 | Paper |
https://portal.mardi4nfdi.de/entity/Q4454236 | 2004-03-08 | Paper |
Asymptotic behaviour of the stochastic Lotka-Volterra model. | 2003-11-19 | Paper |
https://portal.mardi4nfdi.de/entity/Q4435521 | 2003-11-16 | Paper |
https://portal.mardi4nfdi.de/entity/Q4435524 | 2003-11-16 | Paper |
Neutral Stochastic Differential Delay Equations with Markovian Switching | 2003-07-14 | Paper |
On boundedness and stability of solutions of nonlinear difference equation with nonmartingale type noise | 2003-04-28 | Paper |
Asymptotic Stability and Boundedness of Stochastic Differential Equations with Respect to Semimartingales | 2003-04-28 | Paper |
Numerical solutions of stochastic differential delay equations under local Lipschitz condition | 2003-03-16 | Paper |
Simplified estimation algorithms for systems with after-effect and a small parameter | 2003-01-08 | Paper |
Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations | 2003-01-05 | Paper |
LARGE TIME DECAY BEHAVIOR OF DYNAMICAL EQUATIONS WITH RANDOM PERTURBATION FEATURES | 2002-11-04 | Paper |
https://portal.mardi4nfdi.de/entity/Q2763768 | 2002-09-15 | Paper |
Stability of stochastic delay neural networks | 2002-09-01 | Paper |
A note on the LaSalle-type theorems for stochastic differential delay equations | 2002-07-04 | Paper |
https://portal.mardi4nfdi.de/entity/Q2720356 | 2002-06-10 | Paper |
Some contributions to stochastic asymptotic stability and boundedness via multiple Lyapunov functions | 2002-04-02 | Paper |
ALMOST SURE EXPONENTIAL STABILITY OF DELAY EQUATIONS WITH DAMPED STOCHASTIC PERTURBATION | 2002-02-24 | Paper |
On stabilization of partial differential equations by noise | 2002-02-14 | Paper |
On asymptotic behaviour of solutions of stochastic difference equations with volterra type main term | 2002-02-03 | Paper |
RAZUMIKHIN-TYPE THEOREMS ON STABILITY OF STOCHASTIC NEURAL NETWORKS WITH DELAYS | 2002-01-13 | Paper |
https://portal.mardi4nfdi.de/entity/Q4762757 | 2001-12-18 | Paper |
Stability of stochastic interval systems with time delays | 2001-08-20 | Paper |
Asymptotic properties of neutral stochastic differential delay equations | 2001-07-02 | Paper |
LaSalle-type theorems for stochastic differential delay equations | 2001-03-28 | Paper |
https://portal.mardi4nfdi.de/entity/Q4944368 | 2001-03-07 | Paper |
Stochastic differential delay equations with Markovian switching | 2001-03-02 | Paper |
Stability of stochastic integro differiential equations | 2001-01-31 | Paper |
Constrained Markovian decision processes: The dynamic programming approach | 2001-01-25 | Paper |
Stability of stochastic differential equations with Markovian switching | 2001-01-17 | Paper |
Strategic measures in optimal control problems for stochastic sequences | 2000-11-20 | Paper |
Exponential stability of stochastic delay interval systems | 2000-08-21 | Paper |
https://portal.mardi4nfdi.de/entity/Q4945986 | 2000-03-26 | Paper |
https://portal.mardi4nfdi.de/entity/Q4946001 | 2000-03-26 | Paper |
https://portal.mardi4nfdi.de/entity/Q4261348 | 1999-11-22 | Paper |
Exponential stability of non-linear stochastic evolution equations | 1999-11-18 | Paper |
https://portal.mardi4nfdi.de/entity/Q4389445 | 1999-11-08 | Paper |
Stochastic versions of the LaSalle theorem | 1999-09-23 | Paper |
https://portal.mardi4nfdi.de/entity/Q4399146 | 1999-02-07 | Paper |
Robust stability of uncertain stochastic differential delay equations | 1999-01-12 | Paper |
Exponential stability of stochastic differential equations driven by discontinuous semimartingales | 1998-05-04 | Paper |
Stochastic self-stabilization | 1998-04-19 | Paper |
Almost sure exponential stability of neutral stochastic differential difference equations | 1998-04-01 | Paper |
Razumikhin-type theorems on exponential stability of stochastic functional differential equations | 1998-03-29 | Paper |
https://portal.mardi4nfdi.de/entity/Q4369402 | 1998-01-05 | Paper |
Stability of neutral stochastic differential equations | 1997-12-17 | Paper |
https://portal.mardi4nfdi.de/entity/Q4367990 | 1997-12-03 | Paper |
Razumikhin-Type Theorems on Exponential Stability of Neutral Stochastic Differential Equations | 1997-11-10 | Paper |
https://portal.mardi4nfdi.de/entity/Q4338975 | 1997-11-02 | Paper |
Exponential stability of stochastic differential delay equations | 1997-10-01 | Paper |
Comments on "An improved Razumikhin-type theorem and its applications" [with reply] | 1997-04-27 | Paper |
Exponential stability in mean square of neutral stochastic differential functional equations | 1997-02-28 | Paper |
Exponential stability of nonlinear differential delay equations | 1997-02-27 | Paper |
https://portal.mardi4nfdi.de/entity/Q4872209 | 1997-01-27 | Paper |
Robustness of exponential stability of stochastic differential delay equations | 1996-11-26 | Paper |
Almost sure exponential stability of neutral differential difference equations with damped stochastic perturbations | 1996-11-13 | Paper |
Exponential stability and instability of stochastic neural networks1 | 1996-10-21 | Paper |
https://portal.mardi4nfdi.de/entity/Q4840702 | 1996-01-28 | Paper |
Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients | 1995-11-14 | Paper |
Apporoximate solutions for stochastic differential equations with pathwise uniqueness | 1995-04-05 | Paper |
Stochastic stabilization and destabilization | 1994-11-08 | Paper |
Approximate solutions for a class of stochastic evolution equations with variable delays. II | 1994-09-20 | Paper |
https://portal.mardi4nfdi.de/entity/Q4303533 | 1994-08-28 | Paper |
https://portal.mardi4nfdi.de/entity/Q4283286 | 1994-03-11 | Paper |
Wave equation with stochastic boundary values | 1994-01-13 | Paper |
Almost sure exponential stability for a class of stochastic differential equations with applications to stochastic flows | 1993-05-16 | Paper |
ALMOST SURE POLYNOMIAL STABILITY FOR A CLASS OF STOCHASTIC DIFFERENTIAL EQUATIONS | 1993-02-18 | Paper |
Almost sure asymptotic bounds for a class of stochastic differential equations | 1993-01-17 | Paper |
Polynomial stability for perturbed stochastic differential equations with respect to semimartingales | 1993-01-16 | Paper |
Exponential stability of large-scale stochastic differential equations | 1993-01-16 | Paper |
Robustness of stability of nonlinear systems with stochastic delay perturbations | 1993-01-04 | Paper |
Solutions of stochastic differential-functional equations via bounded stochastic integral contractors | 1992-09-27 | Paper |
https://portal.mardi4nfdi.de/entity/Q3999821 | 1992-09-17 | Paper |
Energy bounds for nonlinear dissipative stochastic differential equations with respect to semimartingales | 1992-06-27 | Paper |
A note on comparison theorems for stochastic differential equations with respect to semimartingales | 1992-06-27 | Paper |
https://portal.mardi4nfdi.de/entity/Q3979033 | 1992-06-26 | Paper |
Lyapunov Functions and Almost Sure Exponential Stability of Stochastic Differential Equations Based on Semimartingales with Spatial Parameters | 1992-06-25 | Paper |
Almost sure exponential stability for delay stochastic differential equations with respect to semimartingales | 1992-06-25 | Paper |
Approximate solutions for a class of stochastic evolution equations with variable delays | 1992-06-25 | Paper |
https://portal.mardi4nfdi.de/entity/Q5203444 | 1992-01-01 | Paper |
EXPONENTIAL STABILITY FOR STOCHASTIC DIFFERENTIAL DELAY EQUATIONS IN HILBERT SPACES | 1991-01-01 | Paper |
A note on global solution to stochastic differential equation based on a semimartingale with spatial parameters | 1991-01-01 | Paper |
Eventual uniform asymptotic stability for stochastic differential equation based on semimartingale with spatial parameter | 1991-01-01 | Paper |
Approximate solutions for a class of delay stochastic differential equations | 1991-01-01 | Paper |
Lebesgue-Stieltjes integral inequalities in several variables with retardation | 1990-01-01 | Paper |
Exponential stability for stochastic differential equations with respect to semimartingales | 1990-01-01 | Paper |
EVENTUAL ASYMPTOTIC STABILITY FOR STOCHASTIC DIFFERNTIAL EQUATIONS WITH RESPECT TO SEMIMARTINGALES | 1990-01-01 | Paper |
Exponential stability in mean square for stochastic differential equations | 1990-01-01 | Paper |
Common random fixed point theorems in probabilistic analysis | 1989-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3473312 | 1989-01-01 | Paper |
Existence and uniqueness of the solutions of delay stochastic integral equations | 1989-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3831227 | 1989-01-01 | Paper |
Exponential stability for nonlinear stochastic differential equations with respect to semimartingales | 1989-01-01 | Paper |
LEBESGUE-STIELTJES INTEGRAL INEQUALITIES AND STOCHASTIC STABILITIES | 1989-01-01 | Paper |
A note on random fixed point theorem in probabilistic analysis | 1988-01-01 | Paper |
Existence and uniqueness of the solutions of stochastic differential equations | 1983-01-01 | Paper |
Invariance principles for G-brownian-motion-driven stochastic differential equations and their applications to G-stochastic control | 0001-01-03 | Paper |