scientific article; zbMATH DE number 3438157

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Two-particle models for the estimation of the mean and standard deviation of concentrations in coastal waters
Growth and extinction of populations in randomly varying environments
Sliding mode variable structure control for parameter uncertain stochastic systems with time-varying delay
Effect of small time delay in a predator-prey model within random environment
A hierarchical Ornstein-Uhlenbeck model for continuous repeated measurement data
Adiabatic elimination for systems of Brownian particles with nonconstant damping coefficients
Asymptotic properties of coupled nonlinear Langevin equations in the limit of weak noise. II: Transition to a limit cycle
Characteristic methods for multi-dimensional evolution equations
Asymptotic exponentiality of exit times
Product formulas for semigroups with elliptic generators
Stochastic control theory and operational research
Nonlinear vibrations of offshore structures under random wave excitation
Cramér-von Mises statistics based on the sample quantile function and estimated parameters
A note on immunization under a general stochastic equilibrium model of the term structure
A stochastic-dynamic approach to pension funding
Explosion and asymptotic behavior of nonlinear Itô type stochastic integrodifferential equations
On the Langevin formalism for nonlinear and nonequilibrium hydrodynamic fluctuations
Setwise convergence of solution measures of stochastic differential equations
Jump linear quadratic control with random state discontinuities
Monte Carlo solutions of a joint PDF equation for turbulent flows in general orthogonal coordinates
Stochastic models for uncertain flexible systems
Optical projection equations for reduced-order modelling, estimation, and control of linear systems with multiplicative white noise
Mean square rates of convergence in the continuous time simulated annealing algorithm on \({\mathbb{R}}^ d\)
Random vortex methods for the Navier-Stokes equation
LQG optimal and robust controller design for nonlinear stochastic systems: Multivariable case
Minimizing noisy functionals in Hilbert space: An extension of the Kiefer-Wolfowitz procedure
Quadratic control for linear periodic systems
Stochastic quantisation of a gauge field in the infrared-soft flow gauges
Some remarks on boundary value problems for linear stochastic differential equations
A two-parameter family of pension contribution functions and stochastic optimization
A review on stochastic differential equations for applications in hydrology
The consistency of a nonlinear least squares estimator from diffusion processes
On the eigenfunctions of the Fokker-Planck operator and of its adjoint
The tree-cutting problem in a stochastic environment: The case of age- dependent growth
A stochastic version of center manifold theory
LQG controller synthesis with noise spectral uncertainties and nonlinear time-varying perturbations
Lyapunov equations for time-varying linear systems
Optimal diffusion in a random environment
Conditions for the existence of stationary densities for some two- dimensional diffusion processes with applications in population biology
Random environments and stochastic calculus
Numerical simulations of a Van der Pol oscillator
Computation of impulse control laws for a nonlinear stochastic oscillator
Semi-classical quantum mechanics and stochastic calculus of variations
Stability of semilinear stochastic evolution equations
Some results on weak convergence of jump Markov processes and their stability properties
An optimal spectral estimator for multi-dimensional time series with an infinite number of sample points
An extension of Zeeman's notion of structural stability to non-invertible maps
On the solution of a stochastic optimal growth model
Parallel stochastic dynamic programming: Finite element methods
\(A\)-stability of Runge-Kutta methods for systems with additive noise
Wiener distributions and white noise analysis
Asymptotic analysis of singularly perturbed random dynamical systems
Stochastic Hill's equations for the study of errant rocket burns in orbit
Higher-order implicit strong numerical schemes for stochastic differential equations
Computation of optimal controls for a nonlinear stochastic third-order system
On the numerical solution of a non-linear partial differential equation related to the optimal control of a noisy oscillator
A diffusion-approximation analysis of a general n-compartment system
Attainable sets for linear stochastic control systems
On a conjecture concerning population growth in random environment
Optimal harvesting in continuous time with stochastic growth
A reexamination of stability in randomly varying versus deterministic environments with comments on the stochastic theory of limiting similarity
On optimal mean-variance harvesting rules
Noise induced intermittency in a model of a turbulent boundary layer
Linear response and stochastic resonance of superparamagnets
The concept of `exponential input to state stability' for stochastic systems and applications to feedback stabilization
A theory of optimal timing and selectivity
Numerical solution of stochastic differential-algebraic equations with applications to transient noise simulation of microelectronic circuits
Convergence and stability of implicit Runge-Kutta methods for systems with multiplicative noise
Robust LQG optimal controller design for multivariable discrete saturating systems with noise spectral uncertainties and nonlinear time- varying unmodeled dynamics
Numerical solutions of linear stochastic differential equations
Exponential mean square stability of partially linear stochastic systems
Feedback stabilization of stochastic nonlinear composite systems
Effective hydraulic conductivity of nonstationary aquifers
A survey of stochastic continuous time models of the term structure of interest rates
Noise and stability in differential delay equations
Some issues in discrete approximate solution for stochastic differential equations
A new decomposition method for stochastic dynamic stabilization
A diffusion approximation for a network of reservoirs with power law release rule
Global stabilization of composite stochastic systems
Structure, dynamics and spectroscopy of single molecules: A challenge to quantum mechanics
A second look at the method of random walks
Stochastic sketching of infiltration-advance isochrones
Local linearization method for the numerical solution of stochastic differential equations
New Itô--Taylor expansions
Front propagation into unstable states
Stochastic continuum mechanics -- a thermodynamic-limit-free alternative to statistical mechanics: equilibrium of isothermal ideal isotropic uniform fluid.
Minimization of risks in pension funding by means of contributions and portfolio selection.
Stochastic control of funding systems.
Infinite-dimensional stochastic differential equations obtained by subordination and related Dirichlet forms.
Option pricing and perfect hedging on correlated stocks
The dynamics of implied volatilities: a common principal components approach
Relative efficiency of Gaussian stochastic process sampling procedures.
Simulated maximum likelihood in nonlinear continuous-discrete state space models: importance sampling by approximate smoothing
On the control of a rigid body motion affected by stochastic white Gaussian noises.
Uncertainty in phase-frequency synchronization of large populations of globally coupled nonlinear oscillators
Stochastic dynamic models of response time and accuracy: A foundation primer
Turbulence noise.
Stabilization of partial differential equations by noise
Estimating reducible stochastic differential equations by conversion to a least-squares problem
Temporal localization of limit cycles in a noise-driven chemical oscillator

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