The following pages link to (Q3446272):
Displaying 50 items.
- Successive approximation to solutions of stochastic differential equations with jumps in local non-Lipschitz conditions (Q275697) (← links)
- Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency (Q367001) (← links)
- The Poincaré map of randomly perturbed periodic motion (Q379918) (← links)
- The stochastic solution to a Cauchy problem for degenerate parabolic equations (Q517967) (← links)
- A powered Gronwall-type inequality and applications to stochastic differential equations (Q727434) (← links)
- Fractional motions (Q740796) (← links)
- Probabilistic interpretation for a system of quasilinear parabolic partial differential equation combined with algebra equations (Q744227) (← links)
- Adaptive synchronization for delayed neural networks with stochastic perturbation (Q834174) (← links)
- The Black-Scholes equation in stochastic volatility models (Q973979) (← links)
- On optimal arbitrage (Q990375) (← links)
- Principal eigenvalues and an anti-maximum principle for homogeneous fully nonlinear elliptic equations (Q1014734) (← links)
- Numerical simulations of a Van der Pol oscillator (Q1148711) (← links)
- Le problème de temps d'arret optimal déterministe et l'inéquation variationnelle du premier ordre associee (Q1164843) (← links)
- On the non-Lipschitz stochastic differential equations driven by fractional Brownian motion (Q1627970) (← links)
- Variational formula for the stability of regime-switching diffusion processes (Q1635849) (← links)
- Feynman-Kac formula for switching diffusions: connections of systems of partial differential equations and stochastic differential equations (Q1653173) (← links)
- Existence and stability of solutions to non-Lipschitz stochastic differential equations driven by Lévy noise (Q1663599) (← links)
- On the physical interpretation of statistical data from black-box systems (Q1672998) (← links)
- On the optimal control of a random walk with jumps and barriers (Q1703039) (← links)
- Stochastic dynamics and survival analysis of a cell population model with random perturbations (Q1714924) (← links)
- On explicit local solutions of Itô diffusions (Q1733803) (← links)
- Synchronization of stochastic mean field networks of Hodgkin-Huxley neurons with noisy channels (Q1741555) (← links)
- SPDE limits of many-server queues (Q1948686) (← links)
- Optimal control for stochastic differential equations and related Kolmogorov equations (Q2106045) (← links)
- Probabilistic learning inference of boundary value problem with uncertainties based on Kullback-Leibler divergence under implicit constraints (Q2142219) (← links)
- Discretionary stopping of stochastic differential equations with generalised drift (Q2279339) (← links)
- Strong well posedness of McKean-Vlasov stochastic differential equations with hölder drift (Q2289779) (← links)
- A multiscale analysis of diffusions on rapidly varying surfaces (Q2344115) (← links)
- Spontaneous stochasticity and anomalous dissipation for Burgers equation (Q2350106) (← links)
- Intrinsic expansions for averaged diffusion processes (Q2360242) (← links)
- On stochastic multi-group Lotka-Volterra ecosystems with regime switching (Q2364749) (← links)
- The Itô-Henstock stochastic differential equations (Q2392524) (← links)
- Stability on the inverse random source scattering problem for the one-dimensional Helmholtz equation (Q2408749) (← links)
- Endogenous current coupons (Q2412391) (← links)
- Local time and the pricing of path-dependent options (Q2430252) (← links)
- A stochastic parabolic model of MEMS driven by fractional Brownian motion (Q2699750) (← links)
- Volume growth and escape rate of symmetric diffusion processes (Q2804550) (← links)
- Local Existence of Analytical Solutions to an Incompressible Lagrangian Stochastic Model in a Periodic Domain (Q2855207) (← links)
- On the Asymptotic Estimates for Exit Probabilities and Minimum Exit Rates of Diffusion Processes Pertaining to a Chain of Distributed Control Systems (Q2942278) (← links)
- Inverse Random Source Scattering Problems in Several Dimensions (Q3179329) (← links)
- Systems of Nonlinear Backward and Forward Kolmogorov Equations: Generalized Solutions (Q3389445) (← links)
- Homogenization of Lateral Diffusion on a Random Surface (Q3459664) (← links)
- Entrepreneurial Decisions on Effort and Project with a Nonconcave Objective Function (Q3465939) (← links)
- A priori bounds for elliptic equations (Q4378809) (← links)
- Inverse Random Source Scattering for Elastic Waves (Q4591218) (← links)
- Inverse random source scattering for the Helmholtz equation in inhomogeneous media (Q4607807) (← links)
- EXPLICIT HESTON SOLUTIONS AND STOCHASTIC APPROXIMATION FOR PATH-DEPENDENT OPTION PRICING (Q4608114) (← links)
- Estimates of the Exit Probability for Two Correlated Brownian Motions (Q4915649) (← links)
- Circulation and Energy Theorem Preserving Stochastic Fluids (Q4965374) (← links)
- A Lagrangian fluctuation–dissipation relation for scalar turbulence. Part I. Flows with no bounding walls (Q4972413) (← links)