The following pages link to (Q5424096):
Displaying 50 items.
- Numerical solutions of regime-switching jump diffusions (Q278452) (← links)
- Robust control design for nonlinear stochastic partial differential systems with Poisson noise: fuzzy implementation (Q279459) (← links)
- Numerical schemes for random ODEs with affine noise (Q285043) (← links)
- On calibration of stochastic and fractional stochastic volatility models (Q323465) (← links)
- Asymptotic stability of semi-Markov modulated jump diffusions (Q448324) (← links)
- Stability analysis for stochastic hybrid systems: a survey (Q472550) (← links)
- Responses of leaky integrate-and-fire neurons to a plurality of stimuli in their receptive fields (Q502301) (← links)
- Runge-Kutta methods for jump-diffusion differential equations (Q654140) (← links)
- Mixed \(H_2/ H_\infty\) control for Itô-type stochastic time-delay systems with applications to clothing hanging device (Q779524) (← links)
- Parameter estimation in SDEs via the Fokker-Planck equation: likelihood function and adjoint based gradient computation (Q1650494) (← links)
- Stabilization of the stochastic jump diffusion systems by state-feedback control (Q1659433) (← links)
- An asymptotic method for quasi-integrable Hamiltonian system with multi-time-delayed feedback controls under combined Gaussian and Poisson white noises (Q1663724) (← links)
- \(W\)-symmetries of jump-diffusion Itô stochastic differential equations (Q1663736) (← links)
- A compensated numerical method for solving stochastic differential equations with variable delays and random jump magnitudes (Q1666620) (← links)
- Derivatives pricing with market impact and limit order book (Q1678624) (← links)
- Optimal harvesting for a logistic growth model with predation and a constant elasticity of variance (Q1703568) (← links)
- Stationary moments, diffusion limits, and extinction times for logistic growth with random catastrophes (Q1714177) (← links)
- \(H_\infty\) robust tracking control of stochastic T-S fuzzy systems with Poisson jumps (Q1721056) (← links)
- Finite-time \(H_2/H_\infty\) control for linear Itô stochastic systems with \((x,u,v)\)-dependent noise (Q1722909) (← links)
- Second-order moment-closure for tighter epidemic thresholds (Q1749415) (← links)
- Stochastic averaging of quasi-partially integrable Hamiltonian systems under combined Gaussian and Poisson white noise excitations (Q1782613) (← links)
- Stochastic stability of viscoelastic systems under Gaussian and Poisson white noise excitations (Q1800186) (← links)
- Continuous finite-dimensional locally optimal filtering of jump diffusions (Q1994802) (← links)
- Positivity and convergence of the balanced implicit method for the nonlinear jump-extended CIR model (Q1998366) (← links)
- Numerical methods for a class of nonlocal diffusion problems with the use of backward SDEs (Q2007289) (← links)
- Multiobjective control for nonlinear stochastic Poisson jump-diffusion systems via T-S fuzzy interpolation and Pareto optimal scheme (Q2042568) (← links)
- \(\mathscr{H}_-\) index for Itô stochastic systems with Poisson jump (Q2068234) (← links)
- Linear-quadratic stochastic leader-follower differential games for Markov jump-diffusion models (Q2103699) (← links)
- Mean-square convergence and stability of two-step Milstein methods for stochastic differential equations with Poisson jumps (Q2125924) (← links)
- Probabilistic analysis of linear-quadratic logistic-type models with hybrid uncertainties via probability density functions (Q2133239) (← links)
- Nonparametric inference for diffusion processes in systems with smooth evolution (Q2139987) (← links)
- Stability analysis of the \(\theta\)-method for hybrid neutral stochastic functional differential equations with jumps (Q2145430) (← links)
- Finite-time \(H_2 / H_\infty\) control for linear Itô stochastic Markovian jump systems with Brownian motion and Poisson jumps (Q2154845) (← links)
- Fractional Hawkes processes (Q2164927) (← links)
- A jump-diffusion model for pricing electricity under price-cap regulation (Q2179029) (← links)
- Using maximum cross section method for filtering jump-diffusion random processes (Q2187855) (← links)
- An optimal portfolio problem of DC pension with input-delay and jump-diffusion process (Q2193347) (← links)
- Finite-time \(H_2/ H_\infty\) control design for stochastic Poisson systems with applications to clothing hanging device (Q2205267) (← links)
- Stochastic averaging of quasi-integrable and non-resonant Hamiltonian systems under combined Gaussian and Poisson white noise excitations (Q2259605) (← links)
- Distributed parameters deterministic model for treatment of brain tumors using Galerkin finite element method (Q2270537) (← links)
- Inverse optimal control of stochastic systems driven by Lévy processes (Q2280883) (← links)
- Analyzing dynamic decision-making models using Chapman-Kolmogorov equations (Q2281019) (← links)
- Compensated \(\theta\)-Milstein methods for stochastic differential equations with Poisson jumps (Q2301275) (← links)
- Stochastic stability of quasi-partially integrable and non-resonant Hamiltonian systems under parametric excitations of combined Gaussian and Poisson white noises (Q2353882) (← links)
- Temporal network epidemiology (Q2360278) (← links)
- Construction of positivity preserving numerical method for jump-diffusion option pricing models (Q2400313) (← links)
- Effects of population growth on the success of invading mutants (Q2402532) (← links)
- Statistical inference for the intensity in a partially observed jump diffusion (Q2414732) (← links)
- Optimal ensemble control of stochastic time-varying linear systems (Q2439112) (← links)
- Trajectory composition of Poisson time changes and Markov counting systems (Q2453878) (← links)
