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.
- Global synchronization of stochastic delayed complex networks (Q354774) (← links)
- Generalized solutions of differential-operator equations with singular white noise (Q362478) (← links)
- Optimal non-reversible linear drift for the convergence to equilibrium of a diffusion (Q368675) (← links)
- Probability of a disease outbreak in stochastic multipatch epidemic models (Q372008) (← links)
- Kernel-correlated Lévy field driven forward rate and application to derivative pricing (Q373004) (← links)
- Implicit estimation of ecological model parameters (Q376407) (← links)
- Random attractors and robustness for stochastic reversible reaction-diffusion systems (Q379707) (← links)
- Dynamics of a two-prey one-predator system in random environments (Q379909) (← links)
- The Poincaré map of randomly perturbed periodic motion (Q379918) (← links)
- Square-mean weighted pseudo almost automorphic solutions for non-autonomous stochastic evolution equations (Q391497) (← links)
- Iterated gain-based stochastic filters for dynamic system identification (Q398493) (← links)
- Optimal harvesting for a logistic population dynamics driven by a Lévy process (Q398661) (← links)
- Explicit solutions for an optimal stock selling problem under a Markov chain model (Q401059) (← links)
- Consecutive minors for Dyson's Brownian motions (Q402400) (← links)
- Hunting French ducks in a noisy environment (Q413443) (← links)
- Stochastic hybrid system with non-homogeneous jumps (Q417755) (← links)
- New stochastic carcinogenesis model with covariates: an approach involving intracellular barrier mechanisms (Q419390) (← links)
- An ENO-based method for second-order equations and application to the control of dike levels (Q421325) (← links)
- Portfolio risk minimization and differential games (Q425781) (← links)
- Space-time analyticity of weak solutions to linear parabolic systems with variable coefficients (Q435852) (← links)
- Non-extinction of a Fleming-Viot particle model (Q438971) (← links)
- Set-valued stochastic integral equations driven by martingales (Q439231) (← links)
- Martingale matrix classes and polytopes (Q445833) (← links)
- On the approximate maximum likelihood estimation for diffusion processes (Q449968) (← links)
- Itô type stochastic fuzzy differential equations with delay (Q450807) (← links)
- Numerical stationary distribution and its convergence for nonlinear stochastic differential equations (Q458164) (← links)
- Almost sure permanence of stochastic single species models (Q458358) (← links)
- Output feedback tracking control of stochastic Lagrangian systems and its application (Q458764) (← links)
- Optimal choice of fiscal policy instruments in a stochastic IS-LM model (Q459155) (← links)
- On existence and uniqueness of solutions to uncertain backward stochastic differential equations (Q462275) (← links)
- Strong convergence of Wong-Zakai approximations of reflected SDEs in a multidimensional general domain (Q462309) (← links)
- The pricing of vulnerable options with double Mellin transforms (Q465177) (← links)
- Probabilistic model validation for uncertain nonlinear systems (Q466275) (← links)
- A recursive pricing formula for a path-dependent option under the constant elasticity of variance diffusion (Q466991) (← links)
- A perturbed martingale approach to global optimization (Q468044) (← links)
- Application of Galerkin method to Kirchhoff plates stochastic bending problem (Q469939) (← links)
- Sample path deviations of the Wiener and the Ornstein-Uhlenbeck process from its bridges (Q470374) (← links)
- Robust portfolio choice with stochastic interest rates (Q470730) (← links)
- Progressive enlargement of filtrations and backward stochastic differential equations with jumps (Q471510) (← links)
- A trend-following strategy: conditions for optimality (Q534275) (← links)
- Square-mean pseudo almost automorphic process and its application to stochastic evolution equations (Q537712) (← links)
- Analytic solutions for infinite horizon stochastic optimal control problems via finite horizon approximation: a practical guide (Q545158) (← links)
- Homotopy analysis method for option pricing under stochastic volatility (Q550482) (← links)
- An anticipative linear filtering equation (Q553370) (← links)
- Numerical study of interacting particles approximation for integro-differential equations (Q556315) (← links)
- Noise-induced oscillations in an actively mode-locked laser (Q604036) (← links)
- Irreversible capital accumulation under interest rate uncertainty (Q604806) (← links)
- Pricing CDO tranches in an intensity based model with the mean reversion approach (Q614311) (← links)
- An optimal portfolio model with stochastic volatility and stochastic interest rate (Q615916) (← links)
- The flexible, extensible and efficient toolbox of level set methods (Q618363) (← links)