The following pages link to (Q4714065):
Displaying 50 items.
- Analysis of non-autonomous stochastic Gompertz model with delay (Q279501) (← links)
- Quality control for structural credit risk models (Q299230) (← links)
- Complexity and dynamics of switched human balance control during quiet standing (Q310180) (← links)
- Probabilistic solutions of some multi-degree-of-freedom nonlinear stochastic dynamical systems excited by filtered Gaussian white noise (Q314073) (← links)
- A weak local linearization scheme for stochastic differential equations with multiplicative noise (Q344263) (← links)
- Detecting abrupt changes in a noisy van der Pol type oscillator (Q347098) (← links)
- Legendre wavelets Galerkin method for solving nonlinear stochastic integral equations (Q347332) (← links)
- Multiple scattering in random mechanical systems and diffusion approximation (Q382279) (← links)
- Derandomization of the Euler scheme for scalar stochastic differential equations (Q413464) (← links)
- A structural analysis of asymptotic mean-square stability for multi-dimensional linear stochastic differential systems (Q421807) (← links)
- The effect of stochastic perturbation on a nonlinear delay malaria epidemic model (Q433612) (← links)
- Effects of deterministic and random refuge in a prey-predator model with parasite infection (Q453073) (← links)
- Convergence rate of weak local linearization schemes for stochastic differential equations with additive noise (Q482674) (← links)
- On optimal proportional reinsurance and investment in a hidden Markov financial market (Q523747) (← links)
- Recent developments in spectral stochastic methods for the numerical solution of stochastic partial differential equations (Q525276) (← links)
- Numerical simulations of generalized Langevin equations with deeply asymptotic parameters (Q598144) (← links)
- Stochastic Gilpin-Ayala competition model with infinite delay (Q627149) (← links)
- Modelling particles moving in a potential field with pairwise interactions and an application (Q642208) (← links)
- Linear vs standard information for scalar stochastic differential equations (Q700169) (← links)
- Low-dimensional chaotic dynamics versus intrinsic stochastic noise: a paradigm model (Q705663) (← links)
- An efficient computational method for solving nonlinear stochastic Itô integral equations: application for stochastic problems in physics (Q728921) (← links)
- On the valuation of interest rate products under multi-factor HJM term-structures (Q731956) (← links)
- Stochastic representation of subdiffusion processes with time-dependent drift (Q734633) (← links)
- Stochastic simulation algorithms for solving narrow escape diffusion problems by introducing a drift to the target (Q777579) (← links)
- Galerkin methods for linear and nonlinear elliptic stochastic partial differential equations (Q817341) (← links)
- A higher order local linearization method for solving ordinary differential equations (Q870151) (← links)
- Importance sampling and statistical Romberg method (Q888470) (← links)
- State estimation incorporating infrequent, delayed and integral measurements (Q895255) (← links)
- The 2005 Neyman lecture: dynamic indeterminism in science (Q900484) (← links)
- A splitting-step algorithm for reflected stochastic differential equations in \(\mathbb R^1_+\) (Q945137) (← links)
- Real-time estimation scheme for the spot cross volatility of jump diffusion processes (Q982924) (← links)
- Likelihood-based inference for a class of multivariate diffusions with unobserved paths (Q997298) (← links)
- Continuous-time and continuous-discrete-time unscented Rauch-Tung-Striebel smoothers (Q1048801) (← links)
- Stochastic modeling of fatigue crack propagation (Q1267154) (← links)
- Numerical solution of two-dimensional Fokker-Planck equations (Q1294331) (← links)
- Step size control in the numerical solution of stochastic differential equations (Q1298673) (← links)
- How sensitive is short-term Japanese interest rate volatility to the level of the interest rate? (Q1389482) (← links)
- Alternative models for stock price dynamics. (Q1398979) (← links)
- Empirical reverse engineering of the pricing kernel. (Q1398984) (← links)
- Statistical analysis of the influence of conspecifics on the dispersal of a soil collembola. (Q1427307) (← links)
- Numerical simulation of stochastic ordinary differential equations in biomathematical modelling. (Q1427731) (← links)
- An exploratory data analysis (EDA) of the paths of moving animals. (Q1429874) (← links)
- Convergence of a stochastic method for the modeling of polymeric fluids. (Q1566042) (← links)
- Applying the EKF to stochastic differential equations with level effects (Q1592900) (← links)
- On the stability properties of a stochastic model for phage-bacteria interaction in open marine environment (Q1602569) (← links)
- A priori tests of a stochastic mode reduction strategy (Q1613211) (← links)
- Linear estimation of continuous-discrete linear state space models with multiplicative noise (Q1614846) (← links)
- Parameter estimation for a type of nonlinear stochastic models observed with error (Q1623657) (← links)
- Stochastic discrete Hamiltonian variational integrators (Q1631196) (← links)
- Global stability for a \({2 n + 1}\) dimensional HIV/AIDS epidemic model with treatments (Q1642136) (← links)
