The following pages link to Beyond the Triangle (Q4606537):
Displayed 27 items.
- Fractional generalizations of Zakai equation and some solution methods (Q1799742) (← links)
- Truncated Euler-Maruyama method for classical and time-changed non-autonomous stochastic differential equations (Q1986138) (← links)
- Parameter estimation for one-sided heavy-tailed distributions (Q2006758) (← links)
- On a method of solution of systems of fractional pseudo-differential equations (Q2020232) (← links)
- Strong approximation of time-changed stochastic differential equations involving drifts with random and non-random integrators (Q2045167) (← links)
- A hybrid parareal Monte Carlo algorithm for parabolic problems (Q2087504) (← links)
- Bayesian inference of a stochastic diffusion process for the dynamic of HIV in closed heterosexual population with simulations and application to Morocco case (Q2109470) (← links)
- An inverse problem of determining orders of systems of fractional pseudo-differential equations (Q2110178) (← links)
- An averaging principle for stochastic differential delay equations driven by time-changed Lévy noise (Q2156735) (← links)
- Time-fractional geometric Brownian motion from continuous time random walks (Q2160097) (← links)
- Option pricing under mixed hedging strategy in time-changed mixed fractional Brownian model (Q2161063) (← links)
- Semi-implicit Euler-Maruyama method for non-linear time-changed stochastic differential equations (Q2216486) (← links)
- Inverse problem of determining the heat source density for the subdiffusion equation (Q2221942) (← links)
- Polynomial stability of highly non-linear time-changed stochastic differential equations (Q2233281) (← links)
- Chernoff approximation for semigroups generated by killed Feller processes and Feynman formulae for time-fractional Fokker-Planck-Kolmogorov equations (Q2328560) (← links)
- Strong approximation of stochastic differential equations driven by a time-changed Brownian motion with time-space-dependent coefficients (Q2633871) (← links)
- Determination of the order of fractional derivative for subdiffusion equations (Q2660634) (← links)
- Global attracting sets and exponential stability of stochastic functional differential equations driven by the time-changed Brownian motion (Q2667777) (← links)
- Large-time and small-time behaviors of the spectral heat content for time-changed stable processes (Q2675980) (← links)
- Strong approximation of non-autonomous time-changed McKean-Vlasov stochastic differential equations (Q2685800) (← links)
- Stability of stochastic differential equations driven by the time-changed Lévy process with impulsive effects (Q5028702) (← links)
- The Method of Chernoff Approximation (Q5115923) (← links)
- Convergence and Stability of an Explicit Method for Autonomous Time-Changed Stochastic Differential Equations with Super-Linear Coefficients (Q5889043) (← links)
- On a class of distribution dependent stochastic differential equations driven by time-changed Brownian motions (Q6111021) (← links)
- McKean-Vlasov stochastic differential equations driven by the time-changed Brownian motion (Q6111103) (← links)
- Spectral heat content for time-changed killed Brownian motions (Q6161607) (← links)
- Transportation inequalities for stochastic differential equations driven by the time-changed Brownian motion (Q6186683) (← links)