scientific article; zbMATH DE number 1269547
From MaRDI portal
Publication:4236350
Recommendations
Cited in
(99)- Geometry of polar wedges in Riesz spaces and super-replication prices in incomplete financial markets
- Stationary distribution and extinction of a three-species food chain stochastic model
- Existence and uniqueness theorems for periodic Markov process and applications to stochastic functional differential equations
- Asymptotic analysis and extinction in a stochastic Lotka-Volterra model
- Long term behavior of solutions of the Lotka-Volterra system under small random perturbations.
- Comment on the article An effective particle tracing scheme on structured/unstructured grids in hybrid finite volume/PDF Monte Carlo methods by Li and Modest
- Population-size-dependent and age-dependent branching processes.
- Distribution of a tagged particle position in the one-dimensional symmetric simple exclusion process with two-sided Bernoulli initial condition
- Analysis of a stochastic predator-prey model with weak Allee effect and Holling-(n+1) functional response
- Moment characteristic method in the optimal control theory of diffusion-type stochastic systems
- Numerical solution of Itô-Volterra integral equation by least squares method
- Law of large numbers and central limit theorem for a class of pure jump Markov process
- Quintic B-spline collocation method to solve n-dimensional stochastic Itô-Volterra integral equations
- Permanence, extinction and periodicity to a stochastic competitive model with infinite distributed delays
- Diffusion processes and stochastic calculus
- Convergence analysis of an iterative numerical algorithm for solving nonlinear stochastic Itô-Volterra integral equations with \(m\)-dimensional Brownian motion
- Continuous-time optimal reinsurance strategy with nontrivial curved structures
- Existence of cooperative search technique to find a Brownian target
- Realized Laplace transforms for pure jump semimartingales with presence of microstructure noise
- Noise-to-state stability of random impulsive delay systems with multiple random impulses
- Itô's stochastic calculus and its applications
- scientific article; zbMATH DE number 1715058 (Why is no real title available?)
- Exponential \(H_{\infty }\) filtering for singular systems with Markovian jump parameters
- On Geometry and Scale of a Stochastic Chemostat
- An introduction to stochastic differential equations
- Stochastic calculus for quantitative finance
- A simple model for random oscillations
- scientific article; zbMATH DE number 5946386 (Why is no real title available?)
- Introduction to stochastic analysis. Integrals and differential equations
- Numerical solution of stochastic differential equations in finance
- On Fliess operators driven by L₂-Itô processes
- A comparison of probabilistic and stochastic formulations in modelling growth uncertainty and variability
- A network model for polarization of political opinion
- Limit at Zero of the First-Passage Time Density and the Inverse Problem for One-Dimensional Diffusions
- Brownian motion calculus
- scientific article; zbMATH DE number 4020069 (Why is no real title available?)
- scientific article; zbMATH DE number 4072055 (Why is no real title available?)
- Stochastic modeling of damage evolution in composites under environmental ageing
- Explosion, implosion, and moments of passage times for continuous-time Markov chains: a semimartingale approach
- Analysis of autonomous Lotka-Volterra competition systems with random perturbation
- Elementary Stochastic Calculus, with Finance in View
- scientific article; zbMATH DE number 1547390 (Why is no real title available?)
- scientific article; zbMATH DE number 6848491 (Why is no real title available?)
- Introduction to stochastic differential equations with applications to modelling in biology and finance
- Averaging analysis of a point process adaptive algorithm
- Stochastic Calculus
- Analysis of a mutualism model with time-related coefficients in a stochastic environment
- Einstieg in die Stochastik
- A first course in stochastic calculus
- Exact solutions of the two-side exit time problems for the Vasicek model
- Exact solutions of some exit times for the diffusion risk model with liquid reserves, credit and debit interest
- Tracking controller design for random nonlinear benchmark system
- An informal introduction to stochastic calculus with applications
- ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS
- Statistical descriptions of polydisperse turbulent two-phase flows
- Stochastik: Eine Einführung mit Grundzügen der Maßtheorie
- Stochastic calculus and applications
- An informal introduction to stochastic calculus with applications
- scientific article; zbMATH DE number 2199827 (Why is no real title available?)
- Stability analysis for a class of random nonlinear impulsive systems
- Dynamics of a stochastic density dependent predator-prey system with Beddington-DeAngelis functional response
- Filtering and the EM-Algorithm for the Markovian Arrival Process
- Introductory Stochastic Analysis for Finance and Insurance
- Asymptotics of discounted aggregate claims for renewal risk model with risky investment
- Der Itô-Kalkül
- scientific article; zbMATH DE number 4188933 (Why is no real title available?)
- An introduction to continuous-time stochastic processes. Theory, models, and applications to finance, biology, and medicine.
- Introduction to stochastic calculus
- Numerical solution of Itô-Volterra integral equations by the QR factorization method
- Stabilization of random nonlinear systems subject to deception attacks
- Dyson diffusion on a curved contour
- Finite-time stochastic integral input-to-state stability and its applications
- Qualitative analysis of a stochastic ratio-dependent predator-prey system
- Output-feedback tracking control of random high-order nonlinear systems
- Numerical solution of multi-dimensional Itô Volterra integral equations by the second kind Chebyshev wavelets and parallel computing process
- Stochastic Calculus via Regularizations
- Characterization of nonstationary phase noise using the Wigner-Ville distribution
- A study on the existence of a cooperative search method with reducing the first metting time between one of several nano-sensors and a Brownian particle
- Introduction to stochastic integration
- The challenge of non-Markovian energy balance models in climate
- Computational solution of stochastic differential equations
- Existence of tracking Brownian nanoparticle technique with reducing its first collision time with one of the nanosensors in the interactive medium
- Fixed-time Lyapunov criteria of stochastic nonlinear systems revisited and its applications
- The joint distributions of some extremums on geometric Brownian motion
- A unifying framework for fixed-time input-to-state stability in stochastic systems
- Stochastic eco-evolutionary dynamics of multivariate traits: a framework for modeling population processes illustrated by the study of drifting \(\mathbf{G}\)-matrices
- Ergodicity of a bounded Markov chain with attractiveness towards the centre
- The first hitting times and first exit times for the exponential Ornstein–Uhlenbeck process
- On robust stabilization of uncertain stochastic time-delay systems -- an LMI-based approach
- A viscosity solution method for optimal stopping problems with regime switching
- Option pricing for log-symmetric distributions of returns
- Analysis of a predator-prey model with modified Leslie-Gower and Holling-type II schemes with stochastic perturbation
- Exterior exposure estimation using a one-compartment toxicokinetic model with blood sample measurements
- Explicit conditions for asymptotic stability of stochastic Liénard-type equations with Markovian switching
- Weak forms of the locally transversal linearization (LTL) technique for stochastically driven nonlinear oscillators
- Output feedback \(H^\infty\) control for a class of nonlinear stochastic systems
- Finite-time blowup and existence of global positive solutions of a semi-linear SPDE
- SMC design for robust \(H^{\infty}\) control of uncertain stochastic delay systems
- Convergence of the semi-implicit Euler method for stochastic age-dependent population equations with Poisson jumps
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4236350)