On stochastic differential equations

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Applying the maximum NPV rule with discounted/growth factors to a flexible production scale model
Stochastic modeling of the growth process
An approach via fractional analysis to non-linearity induced by coarse-graining in space
Use of stochastic control theory to model a forest management system
Optimal control in wide-sense stationary continuous-time stochastic models
Nonlinear filtering algorithms for vector processing machines
A stochastic analysis of the growth of competing microbial populations in a continuous biochemical reactor
An abstract nonlinear stochastic integral equation
Successive approximations to solutions of stochastic differential equations
An approximate method of stochastic terminal control for nonlinear dynamical systems
Global properties of diffusion processes on cylindrical type phase space
The effects of random selection on gene frequency
A random-walk model of human mortality and aging
On a class of nonlinear stochastic evolution equations
Pathwise uniqueness for solutions of systems of stochastic differential equations
Path integral for relativistic equations of motion
On the diversity of equity markets
On simulating strongly-interacting, stochastic population models.
Quantifying risks with exact analytical solutions of derivative pricing distribution
Existence and uniqueness theorems for periodic Markov process and applications to stochastic functional differential equations
Strong solutions to stochastic differential equations with rough coefficients
Asynchronous iterations of parareal algorithm for option pricing models
State feedback control for stochastic Markovian jump delay systems based on Lasalle-type theorem
Application of the improved complex normal form method based on He's energy balance method to a noise included nonlinear oscillator
On the physical interpretation of statistical data from black-box systems
Semimartingale: Itô or not ?
Convergence of the Euler-Maruyama method for multidimensional SDEs with discontinuous drift and degenerate diffusion coefficient
Strong rate of convergence for the Euler-Maruyama approximation of one-dimensional stochastic differential equations involving the local time at point zero
An analytic approximation of solutions of stochastic differential equations
On modified Black-Scholes equation
Emergence of fuzzy preferences for risk in a Birkhoff-von Neumann logics environment
Emergent quantum mechanics of finances
Quantitative estimates of propagation of chaos for stochastic systems with \(W^{-1,\infty}\) kernels
Theoretical developments in discrete-time control
Global existence of solutions for perturbed differential equations
Vector financial rogue waves
Stochastic stability of damped Mathieu oscillator parametrically excited by a Gaussian noise
Observer-based stabilization of stochastic systems with limited communication
Time reversal of Markov processes and relativistic quantum theory
Approximation of Euler-Maruyama for one-dimensional stochastic differential equations involving the maximum process
Stability in mean for uncertain differential equation with jumps
Stability in mean of multi-dimensional uncertain differential equation
Periodic solutions of stochastic differential equations driven by Lévy noises
40 years of the direct matrix-valued Lyapunov function method (review)
Solving high-order uncertain differential equations via Adams-Simpson method
Stability analysis for uncertain neutral-type stochastic nonlinear systems with mixed time-varying delays
Some results on backward stochastic differential equations of fractional order
Extinction and stationary distribution of a stochastic SIQR epidemic model with demographics and non-monotone incidence rate on scale-free networks
Lookback option pricing problem of uncertain mean-reverting currency model
The dialectics archetypes/types (universal categorical constructions/concrete models) in the work of Alexander Grothendieck
`Analogies,' `interpretations,' `images,' `systems,' and `models': some remarks on the history of abstract representation in the sciences since the nineteenth century
Pricing renewable energy certificates with a Crank-Nicolson Lagrange-Galerkin numerical method
Existence, uniqueness, and stability of uncertain delay differential equations with \(V\)-jump
Null controllability results for stochastic delay systems with delayed perturbation of matrices
New stability theorems of uncertain differential equations with time-dependent delay
Diffusive Boltzmann equation, its fluid dynamics, Couette flow and Knudsen layers
On the solvability of stochastic Helmholtz problem
Numerical solution of a nonlinear PDE model for pricing renewable energy certificates (RECs)
Optimal control for uncertain stochastic dynamic systems with jump and application to an advertising model
Almost sure and moment asymptotic boundedness of stochastic delay differential systems
Stochastic periodic solutions of stochastic differential equations driven by Lévy process
Harmonic statistics
General stochastic oscillatory systems
The determinant of production entry and exit model on financing behavior
Upper bounds on the rate of convergence of truncated stochastic infinite-dimensional differential systems with \(H\)-regular noise
On the relation between ordinary and stochastic differential equations
Leading order response of statistical averages of a dynamical system to small stochastic perturbations
Dynamics of nonlinear ecosystems under colored noise disturbances
On the stochastic dynamics of molecular conformation
Lagrangian mechanics of fractional order, Hamilton-Jacobi fractional PDE and Taylor's series of nondifferentiable functions
Modeling fractional stochastic systems as non-random fractional dynamics driven by Brownian motions
Lévy, Ornstein-Uhlenbeck, and subordination: spectral vs. jump description
An analytic approximate method for solving stochastic integrodifferential equations
Transformation invariant stochastic catastrophe theory
An existence theorem for linear stochastic differential equations
A survey of stability of stochastic systems
Convolutions of random functions
Equations aux dérivées partielles stochastiques non linéaires. I
Stochastic optimal control for non-linear dynamical systems under noisy observations
Equations stochastiques du type Navier-Stokes
Microgrid investment under uncertainty: a real option approach using closed form contingent analysis
A nonrandom variational approach to stochastic linear quadratic Gaussian optimization involving fractional noises (FLQG)
Continuous Markov processes and stochastic equations
\( \mathcal{H}_\infty\) control for Poisson-driven stochastic systems
Human-machine interaction control for stochastic cell manipulation systems
Strong convergence of a Euler-Maruyama method for fractional stochastic Langevin equations
Model and numerical methods for pricing renewable energy certificate derivatives
On a class of Ito stochastic differential equations
On the pathwise uniqueness of solutions to stochastic differential equations
Ulam-Hyers stability of Caputo-type fractional fuzzy stochastic differential equations with delay
Double Pareto lognormal distributions in complex networks
Weak solutions of mean-field stochastic differential equations and application to zero-sum stochastic differential games
Martingales and One-Dimensional Diffusion
Time scale differential, integral, and variational embeddings of Lagrangian systems
Further results on existence-uniqueness for stochastic functional differential equations
A second-order Monte Carlo method for the solution of the Ito stochastic differential equation
Étude de la continuité des fonctions aléatoires de Markov
Aplicacion de los procesos de difusion a la planificacion del desarrollo economico
Semimartingales and Markov processes
Zur Behandlung von Zufallssehwingungen mechanischer Bauteile infolge mehrfachkorrelierter stochastischer Erregungen

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