scientific article; zbMATH DE number 3457949
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(90)- Un schéma multipas d'approximation de l'équation de Langevin. (A multistep approximation method for the Langevin equation)
- Explicit approximation of invariant measure for stochastic delay differential equations with the nonlinear diffusion term
- Stability for generalized stochastic equations
- Riemann-Stieltjes quasi-martingale integration
- A partial history of the early development of continuous-time nonlinear stochastic systems theory
- The dialectics archetypes/types (universal categorical constructions/concrete models) in the work of Alexander Grothendieck
- Modeling and approximation of stochastic differential equations driven by semimartingales†
- Stochastic integration on partially ordered sets
- Asymptotic behavior of M-estimator and related random field for diffusion process
- The lyapunov spectrum and stable manifolds for stochastic linear delay equations
- A stochastic model in continuum mechanics: Time evolution of the probability density in the random initial boundary-value problem
- Stopping non-commutative processes
- Faedo-Galerkin approximate solutions for stochastic semilinear integrodifferential equations
- The Riemann approach to stochastic integration using non-uniform meshes
- Non-linear quadratic gaussian control†
- A survey of numerical methods for stochastic differential equations
- Explorations of a family of stochastic Newmark methods in engineering dynamics
- The Kurzweil-Henstock theory of stochastic integration.
- Random environments and stochastic calculus
- Quantum stochastic integration and quantum stochastic differential equations
- Existence, Uniqueness, and Upper Estimates for Solutions of Mcshane Type Stochastic Differential Systems
- Scattering kernels for the boundary conditions of the Boltzmann equation on the moving boundary of two-phase systems
- On Ito-Kurzweil-Henstock Integral and Integration-by-Part Formula
- Intrinsic stochastic differential equations as jets
- Free white noise flows
- scientific article; zbMATH DE number 4090494 (Why is no real title available?)
- Wong-Zakai approximations for stochastic differential equations
- On the existence and uniqueness of solutions of McShane type stochastic differential equations
- On Wong-Zakai approximation of stochastic differential equations
- Finite dimensional approximations to Wiener measure and path integral formulas on manifolds
- 40 years of the direct matrix-valued Lyapunov function method (review)
- Global existence of solutions for perturbed differential equations
- A Stochastic Calculus for Systems with Memory
- Fonctionnelles causales non linéaires et indéterminées non commutatives
- On the stochastic stability of systems with discrete parameters and arbitrary circulatory forces
- Carathéodory approximate solutions for a class of semilinear stochastic evolution equations with time delays
- A convergence result for stochastic partial differential equations
- \(A\)-stability of Runge-Kutta methods for systems with additive noise
- Fluctuation theorem: A critical review
- A review on stochastic differential equations for applications in hydrology
- Low dimensional filters for a class of finite state estimation problems with Poisson observations
- An alternative approach to stochastic calculus for economic and financial models
- On Henstock method to Stratonovich integral with respect to continuous semimartingale
- scientific article; zbMATH DE number 4090493 (Why is no real title available?)
- Flows of stochastic dynamical systems: The functional analytic approach
- Stochastic differential equations
- Stochastic theory of population genetics
- Stabilité d'un type élémentaire d'équations diffé rentielles stochastiques à bruits vectoriesl
- Stochastic methods for Dirichlet problems
- Convergence and stability of implicit Runge-Kutta methods for systems with multiplicative noise
- Simulation of stochastic differential equations
- Approximate solutions for neutral stochastic fractional differential equations
- Convergent sampling of continuous time hereditary stochastic systems
- A note on Henstock-Itô's non-stochastic integral
- Theorems of Fubini Type for Iterated Stochastic Integrals
- Stability of a class of stochastic differential systems
- Belated integrals
- Quantum stochastic integrals under standing hypotheses
- Stability of linear delay equations under a small noise
- The Non-uniform Riemann Approach to Anticipating Stochastic Integrals
- A discontinuous Galerkin method for systems of stochastic differential equations with applications to population biology, finance, and physics
- Approximate solutions for a class of delay stochastic differential equations
- Singular perturbation of quantum stochastic differential equations with coupling through an oscillator mode
- Convergence in probability for perturbed stochastic integral equations
- Discrete time Galerkin approximations to the nonlinear filtering solution
- Optimal pointwise approximation of stochastic differential equations driven by fractional Brownian motion
- Stochastic integrators with stationary independent increments
- Stochastic Processes in the Decades after 1950
- Discrete-time approximations of stochastic delay equations: the Milstein scheme.
- Stochastic partial differential equations in continuum physics - on the foundations of the stochastic interpolation method for Ito's type equations
- Approximate solution of random integral equations: General methods
- Ornstein–Uhlenbeck operator and Wiener functionals generated by Itô- and Mcshane–calculus
- Local linearization method for the numerical solution of stochastic differential equations
- scientific article; zbMATH DE number 6973785 (Why is no real title available?)
- On Lipschitz dependence in systems with differentiated inputs
- Central Limit Theorem for Products of Random Matrices
- Monotone iterative technique for 1-dimensional Itô-volterra integral equations†
- Double Lusin condition and Vitali convergence theorem for the Itô-McShane integral
- Operator-valued stochastic differential equations in the context of Kurzweil-like equations
- Optimal finite-dimensional solution for a class of nonlinear observation problems
- On the control of stochastic systems
- Stochastic model for colored noise
- Efficient approximate solution of jump-diffusion SDEs via path-dependent adaptive step-size control
- The lyapunov spectrum and stable manifolds for stochastic linear delay equations
- A multiflow approximation to diffusions
- Runge-Kutta methods for numerical solution of stochastic differential equations
- Time evolution and fluctuations of the probability density and entropy function for a class of nonlinear stochastic systems in mathematical physics
- Carathéodory approximations and stability of solutions to non-Lipschitz stochastic fractional differential equations of Itô-Doob type
- Bistability driven by correlated noise: functional integral treatment.
- Analysis ofs, Sinventory systems with general lead time and demand distribution and adjustable reorder size
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