Pages that link to "Item:Q3423451"
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The following pages link to Modeling with Itô Stochastic Differential Equations (Q3423451):
Displaying 50 items.
- Estimating reducible stochastic differential equations by conversion to a least-squares problem (Q159694) (← links)
- Computing probabilistic solutions of the Bernoulli random differential equation (Q313637) (← links)
- Environmental variability and mean-reverting processes (Q316916) (← links)
- Probability of a disease outbreak in stochastic multipatch epidemic models (Q372008) (← links)
- Stochastic models for virus and immune system dynamics (Q427087) (← links)
- Numerical stationary distribution and its convergence for nonlinear stochastic differential equations (Q458164) (← links)
- Derivation and computation of discrete-delay and continuous-delay SDEs in mathematical biology (Q465330) (← links)
- Split-step Milstein methods for multi-channel stiff stochastic differential systems (Q482399) (← links)
- Probabilistic solution of the homogeneous Riccati differential equation: a case-study by using linearization and transformation techniques (Q491004) (← links)
- Convergence and asymptotic stability of the explicit Steklov method for stochastic differential equations (Q491006) (← links)
- Demographic stochasticity in the SDE SIS epidemic model (Q500140) (← links)
- Persistence-time estimation for some stochastic SIS epidemic models (Q500142) (← links)
- Mathematical models for the effects of hypertension and stress on kidney and their uncertainty (Q669070) (← links)
- SDE SIS epidemic model with demographic stochasticity and varying population size (Q671008) (← links)
- A numerical solver for high dimensional transient Fokker-Planck equation in modeling polymeric fluids (Q729191) (← links)
- Extinction-time for stochastic population models (Q891304) (← links)
- Practical estimation of high dimensional stochastic differential mixed-effects models (Q901512) (← links)
- Pathwise approximation of stochastic differential equations on domains: Higher order convergence rates without global Lipschitz coefficients (Q1016225) (← links)
- A stochastic SIRI epidemic model with Lévy noise (Q1634885) (← links)
- Fluctuating periodic solutions and moment boundedness of a stochastic model for the bone remodeling process (Q1642137) (← links)
- Numerical solution of stochastic elliptic partial differential equations using the meshless method of radial basis functions (Q1653611) (← links)
- Meshless simulation of stochastic advection-diffusion equations based on radial basis functions (Q1654643) (← links)
- The modified dual reciprocity boundary elements method and its application for solving stochastic partial differential equations (Q1654737) (← links)
- Random first-order linear discrete models and their probabilistic solution: a comprehensive study (Q1669258) (← links)
- How stochasticity influences leading indicators of critical transitions (Q1670484) (← links)
- Reflected stochastic differential equation models for constrained animal movement (Q1680357) (← links)
- A stochastic SIRS epidemic model incorporating media coverage and driven by Lévy noise (Q1694531) (← links)
- Numerical methods for simulation of stochastic differential equations (Q1711244) (← links)
- Equivalence of the mean square stability between the partially truncated Euler-Maruyama method and stochastic differential equations with super-linear growing coefficients (Q1716063) (← links)
- A reliable numerical analysis for stochastic dengue epidemic model with incubation period of virus (Q1720153) (← links)
- Explicit criteria for mean square exponential stability of stochastic differential equations (Q1739440) (← links)
- The truncated Milstein method for stochastic differential equations with commutative noise (Q1743967) (← links)
- Computing the probability density function of non-autonomous first-order linear homogeneous differential equations with uncertainty (Q1747307) (← links)
- Determination of minimum required damping in stochastic following seas modeled by using Gaussian white noise (Q1948220) (← links)
- Truncated Euler-Maruyama method for classical and time-changed non-autonomous stochastic differential equations (Q1986138) (← links)
- Stochastic modeling of phytoplankton allelopathy (Q1994474) (← links)
- On the MS-stability of predictor-corrector schemes for stochastic differential equations (Q1998273) (← links)
- A stochastic viral infection model driven by Lévy noise (Q2000369) (← links)
- A family of Chaplygin-type solvers for Itô stochastic differential equations (Q2007682) (← links)
- Extinction and ergodic property of stochastic SIS epidemic model with nonlinear incidence rate (Q2016614) (← links)
- Basic stochastic model for tumor virotherapy (Q2038825) (← links)
- The truncated theta-EM method for nonlinear and nonautonomous hybrid stochastic differential delay equations with Poisson jumps (Q2045299) (← links)
- Strong convergence rate of truncated Euler-Maruyama method for stochastic differential delay equations with Poisson jumps (Q2048168) (← links)
- Application of combination schemes based on radial basis functions and finite difference to solve stochastic coupled nonlinear time fractional sine-Gordon equations (Q2064984) (← links)
- Global analysis of an environmental and death transmission model for Ebola outbreak with perturbation (Q2065382) (← links)
- Varying-coefficient stochastic differential equations with applications in ecology (Q2084436) (← links)
- Stationary distribution of stochastic population dynamics with infinite delay (Q2087612) (← links)
- Modeling of COVID-19 propagation with compartment models (Q2088175) (← links)
- Probabilistic analysis of a class of impulsive linear random differential equations forced by stochastic processes admitting Karhunen-Loève expansions (Q2090502) (← links)
- On the generalized logistic random differential equation: theoretical analysis and numerical simulations with real-world data (Q2094450) (← links)
