The following pages link to (Q5313290):
Displaying 50 items.
- Nonzero-sum stochastic differential games with additive structure and average payoffs (Q258738) (← links)
- On the establishment, persistence, and inevitable extinction of populations (Q259225) (← links)
- Mean-field analysis of hybrid Markov population models with time-inhomogeneous rates (Q291345) (← links)
- Analysis and approximation of a stochastic growth model with extinction (Q292367) (← links)
- Derivation of Fokker-Planck equations for stochastic systems under excitation of multiplicative non-Gaussian white noise (Q321828) (← links)
- Stochastic modeling of nonlinear oscillators under combined Gaussian and Poisson white noise: a viewpoint based on the energy conservation law (Q333025) (← links)
- On delay-range-dependent stochastic stability conditions of uncertain neutral delay Markovian jump systems (Q364248) (← links)
- Numerical solution of nonlinear stochastic differential equations using the block pulse operational matrices (Q405484) (← links)
- A necessary characteristic equation of diffusion processes having Gaussian marginals (Q417176) (← links)
- Fourier transform of lookback option price (Q420203) (← links)
- Bias and overtaking equilibria for zero-sum stochastic differential games (Q438772) (← links)
- A perturbed martingale approach to global optimization (Q468044) (← links)
- Three-dimensional modeling of tsunami generation and propagation under the effect of stochastic seismic fault source model in linearized shallow-water wave theory (Q469980) (← links)
- Diffusion models and steady-state approximations for exponentially ergodic Markovian queues (Q473169) (← links)
- Quadratic control of stochastic hybrid systems with renewal transitions (Q473304) (← links)
- Policy iteration algorithms for zero-sum stochastic differential games with long-run average payoff criteria (Q489142) (← links)
- Optimal harvesting for a stochastic N-dimensional competitive Lotka-Volterra model with jumps (Q489272) (← links)
- Consistency and asymptotics of a Poisson intensity least-squares estimator for partially observed jump-diffusion processes (Q511537) (← links)
- Stochastic shell model for turbulent mixing of multiple scalars with mean gradients and differential diffusion (Q605347) (← links)
- Solutions and simulations of some one-dimensional stochastic differential equations (Q607569) (← links)
- Nonlinear recursive estimation of volatility via estimating functions (Q643388) (← links)
- Numerical solution of two-dimensional weakly singular stochastic integral equations on non-rectangular domains via radial basis functions (Q666815) (← links)
- \(L_2\)-\(L_\infty\) filtering for stochastic systems driven by Poisson processes and Wiener processes (Q671041) (← links)
- Two efficient parameterized boundaries for Večeř's Asian option pricing PDE (Q692704) (← links)
- An averaging principle for stochastic dynamical systems with Lévy noise (Q720704) (← links)
- A stochastic version of the jansen and rit neural mass model: analysis and numerics (Q723672) (← links)
- A stochastic thermoelastic diffusion interaction in an infinitely long annular cylinder (Q726298) (← links)
- On optimal periodic dividend strategies in the dual model with diffusion (Q743162) (← links)
- Likely path to extinction in simple branching models with large initial population (Q871362) (← links)
- Propagation effects of current and conductance noise in a model neuron with subthreshold oscillations (Q938704) (← links)
- Penalization for birth and death processes (Q939126) (← links)
- Fundamental solutions, transition densities and the integration of Lie symmetries (Q1011481) (← links)
- Cooperative behavior of nano-robots as an analogous of the quantum harmonic oscillator (Q1039583) (← links)
- Stochastic string models with continuous semimartingales (Q1618536) (← links)
- On the excursions of drifted Brownian motion and the successive passage times of Brownian motion (Q1619591) (← links)
- A spatially varying stochastic differential equation model for animal movement (Q1624853) (← links)
- Ergodicity of stochastic smoking model and parameter estimation (Q1628148) (← links)
- A stochastic half-space problem in the theory of generalized thermoelastic diffusion including heat source (Q1634105) (← links)
- The randomized first-hitting problem of continuously time-changed Brownian motion (Q1634350) (← links)
- On the moments of the integrated geometric Brownian motion (Q1639545) (← links)
- Numerical solution of a stochastic population growth model in a closed system (Q1648714) (← links)
- Using radial basis functions to solve two dimensional linear stochastic integral equations on non-rectangular domains (Q1658807) (← links)
- Analysis of a stochastic cooperation-competition model (Q1711637) (← links)
- Constrained stochastic differential games with additive structure: average and discount payoffs (Q1714479) (← links)
- On the numerical solution of fractional stochastic integro-differential equations via meshless discrete collocation method based on radial basis functions (Q1717178) (← links)
- A Poisson-fault model for testing power transformers in service (Q1719449) (← links)
- The pricing of vulnerable options in a fractional Brownian motion environment (Q1723398) (← links)
- Coexistence in a fluctuating environment by the effect of relative nonlinearity: a minimal model (Q1736262) (← links)
- A Legendre-based computational method for solving a class of Itô stochastic delay differential equations (Q1736409) (← links)
- Solving system of linear Stratonovich Volterra integral equations via modification of hat functions (Q1737157) (← links)
