The following pages link to (Q5556832):
Displaying 50 items.
- On the stochastic stability and boundedness of solutions for stochastic delay differential equation of the second order (Q268142) (← links)
- Numerical methods for nonlinear stochastic delay differential equations with jumps (Q272583) (← links)
- On a Brownian motion with a hard membrane (Q274170) (← links)
- Robust control design for nonlinear stochastic partial differential systems with Poisson noise: fuzzy implementation (Q279459) (← links)
- Existence and uniqueness of invariant measures for stochastic reaction-diffusion equations in unbounded domains (Q325911) (← links)
- Delay-induced stability of vector second-order systems via simple Lyapunov functionals (Q340689) (← links)
- Asymptotic behavior of homogeneous additive functionals of the solutions of Itô stochastic differential equations with nonregular dependence on parameter (Q340833) (← links)
- Asymptotic methods in the theory of nonlinear stochastic oscillations (Q355469) (← links)
- Further results on existence-uniqueness for stochastic functional differential equations (Q365867) (← links)
- Existence and uniqueness of solutions for a class of nonlinear stochastic differential equations (Q369820) (← links)
- Inequalities for the moments of stochastic integrals and stochastic Volterra equations driven a two-parameter Wiener process (Q392729) (← links)
- On the 3-D stochastic magnetohydrodynamic-\(\alpha\) model (Q424532) (← links)
- Local \(M\)-estimation for jump-diffusion processes (Q449381) (← links)
- Some problems for Clark's model. I. Estimating the non-ruin probability for an insurance company (Q465945) (← links)
- Stability of stochastic dynamic random-structure systems with aftereffect and Markov switchings (Q465987) (← links)
- Some problems for Clark's model. II. A solution for Merton's portfolio problem (Q465988) (← links)
- On the convergence rate in one limit theorem for branching processes with immigration (Q467675) (← links)
- Estimates of exponential stability for solutions of stochastic control systems with delay (Q554961) (← links)
- Ergodicity of infinite systems of stochastic equations (Q582697) (← links)
- A famous nonlinear stochastic equation (Lotka-Volterra model with diffusion) (Q596950) (← links)
- On solutions of stochastic differential equations with parameters modeled by random sets (Q622276) (← links)
- Convergence analysis of semi-implicit Euler methods for solving stochastic equations with variable delays and random jump magnitudes (Q629527) (← links)
- An irregularly portioned Lagrangian Monte Carlo method for turbulent flow simulation (Q639419) (← links)
- Filtered density function simulator on unstructured meshes (Q655037) (← links)
- Homogenization of hyperbolic damped stochastic wave equations (Q681751) (← links)
- Solution of the problem of stochastic stability of an integral manifold by the second Lyapunov method (Q721099) (← links)
- Computer simulations of multiplicative stochastic differential equations (Q751229) (← links)
- Boundedness of the moments of the solutions of stochastic equations with aftereffect (Q753277) (← links)
- Limit theorems for transient diffusions on the line (Q756275) (← links)
- Behavior of the trajectories of the solution of a stochastic differential equation (Q756853) (← links)
- The Cauchy problem for a parabolic equation with coefficients of ``white noise'' type (Q756856) (← links)
- Mixing ``in the sense of Ibragimov''. Estimate for the rate of approach of a family of integral functionals of a solution of a differential equation with periodic coefficients to a family of Wiener processes. Some applications. II (Q765384) (← links)
- Inverse diffusion and direct derivation of stochastic Liouville equations (Q792008) (← links)
- Analysis of stability of stochastic dynamic systems under Poisson perturbations. II: Stability of solutions in quadratic mean of systems of linear stochastic differential equations under Poisson perturbations (Q852246) (← links)
- Strong convergence rates for backward Euler on a class of nonlinear jump-diffusion problems (Q885946) (← links)
- Repeated stochastic tree problems (Q899737) (← links)
- Preservation of the Markov property under delayed reflection (Q906774) (← links)
- Green's function and invariant density for an integro-differential operator of second order (Q915063) (← links)
- Weak forms of the locally transversal linearization (LTL) technique for stochastically driven nonlinear oscillators (Q949934) (← links)
- Compensated stochastic theta methods for stochastic differential equations with jumps (Q987597) (← links)
- Existence of the \(l\)-th moment of a solution to a stochastic functional-differential equation with the entire prehistory (Q1008311) (← links)
- Stability of solutions of stochastic functional-differential equations with Poisson switchings and entire prehistory (Q1040357) (← links)
- The averaging method in strongly nonlinear stochastic systems (Q1054374) (← links)
- Stochastic control theory and operational research (Q1058450) (← links)
- Fibering method in some probabilistic problems (Q1061413) (← links)
- Stability with probability 1 of systems of linear stochastic differential equations (Q1113201) (← links)
- Kolmogorov equation for solutions of Cauchy problems for a class of linear evolution equations (Q1114858) (← links)
- Interaction of random forces on gyroscopic systems (Q1121427) (← links)
- Principles of minimum in problems of optimal control of random processes (Q1131721) (← links)
- On the approximate synthesis of the optimal control of stochastic quasilinear systems with aftereffect (Q1135817) (← links)
