Pages that link to "Item:Q437400"

The following pages link to Solving nonlinear stochastic differential equations with fractional Brownian motion using reducibility approach (Q437400):

Displaying 22 items.

• Comments on ``Solving nonlinear stochastic differential equations with fractional Brownian motion using reducibility approach'' (Q330820) (← links)
• Legendre wavelets Galerkin method for solving nonlinear stochastic integral equations (Q347332) (← links)
• An efficient computational method for solving nonlinear stochastic Itô integral equations: application for stochastic problems in physics (Q728921) (← links)
• Lyapunov techniques for stochastic differential equations driven by fractional Brownian motion (Q1723782) (← links)
• Linearization criteria for systems of two second-order stochastic ordinary differential equations (Q1735236) (← links)
• Observer-based SMC for stochastic systems with disturbance driven by fractional Brownian motion (Q2090512) (← links)
• Chebyshev cardinal wavelets and their application in solving nonlinear stochastic differential equations with fractional Brownian motion (Q2207972) (← links)
• Almost sure and moment stability properties of fractional order Black-Scholes model (Q2347308) (← links)
• Shifted Chebyshev spectral Galerkin method to solve stochastic Itô-Volterra integral equations driven by fractional Brownian motion appearing in mathematical physics (Q2695686) (← links)
• Stochastic bounded consensus for multi-agent systems with fractional Brownian motions via sliding mode control (Q2698177) (← links)
• Fractional noise destroys or induces a stochastic bifurcation (Q2787896) (← links)
• The fBm-driven Ornstein-Uhlenbeck process: Probability density function and anomalous diffusion (Q2849835) (← links)
• Optimal random search, fractional dynamics and fractional calculus (Q2939431) (← links)
• Integral sliding mode control for robust stabilisation of uncertain stochastic time-delay systems driven by fractional Brownian motion (Q2974231) (← links)
• T-stability of the Euler method for impulsive stochastic differential equations driven by fractional Brownian motion (Q5086858) (← links)
• A Haar wavelet method for linear and nonlinear stochastic Itô–Volterra integral equation driven by a fractional Brownian motion (Q5859963) (← links)
• Fractional-order variational optical flow model for motion estimation (Q5890712) (← links)
• Fractional-order variational optical flow model for motion estimation (Q5890713) (← links)
• Mean square exponential stabilization of uncertain time‐delay stochastic systems with fractional Brownian motion (Q6060816) (← links)
• Extinction and strong persistence in the Beddington–DeAngelis predator–prey random model (Q6152742) (← links)
• A novel study based on shifted Jacobi polynomials to find the numerical solutions of nonlinear stochastic differential equations driven by fractional Brownian motion (Q6167770) (← links)
• Least square method based on Haar wavelet to solve multi-dimensional stochastic Itô-Volterra integral equations (Q6192318) (← links)