Pages that link to "Item:Q5808651"

The following pages link to On a Formula Concerning Stochastic Differentials (Q5808651):

Displaying 49 items.

• Optimum consumption and portfolio rules in a continuous-time model (Q140187) (← links)
• Quantum stochastic calculus and quantum Gaussian processes (Q308340) (← links)
• Stochastic stability of a viscoelastic column axially loaded by a white noise force (Q366647) (← links)
• An irregularly portioned Lagrangian Monte Carlo method for turbulent flow simulation (Q639419) (← links)
• An alternative approach to stochastic calculus for economic and financial models (Q673806) (← links)
• Sterile insect release method as a control measure of insect pests: a mathematical model (Q861457) (← links)
• Existence and uniqueness of solutions of semilinear stochastic infinite-dimensional differential systems with \(H\)-regular noise (Q882014) (← links)
• Itô's stochastic calculus: its surprising power for applications (Q972809) (← links)
• Stability analysis of fuzzy linear differential equations (Q975383) (← links)
• Setwise convergence of solution measures of stochastic differential equations (Q1090002) (← links)
• A review on stochastic differential equations for applications in hydrology (Q1113194) (← links)
• On the stochastic stability of systems with discrete parameters and arbitrary circulatory forces (Q1147533) (← links)
• A path space picture for Feynman-Kac averages (Q1213704) (← links)
• Stochastic evolution equations and related measure processes (Q1215223) (← links)
• Stochastic differential equations (Q1224376) (← links)
• A non-standard representation for Brownian motion and Ito integration (Q1236377) (← links)
• Diffusions with singular drift related to wave functions (Q1326337) (← links)
• Algorithmic solution of stochastic differential equations (Q1662550) (← links)
• Numerical method for stationary distribution of stochastic differential equations with Markovian switching (Q1765451) (← links)
• Almost sure asymptotic stability of drift-implicit \(\theta\)-methods for bilinear ordinary stochastic differential equations in \(\mathbb R^1\) (Q1779415) (← links)
• Fractal dimension of random processes (Q1809630) (← links)
• A link of stochastic differential equations to nonlinear parabolic equations (Q1933996) (← links)
• Stochastic stability of damped Mathieu oscillator parametrically excited by a Gaussian noise (Q1954718) (← links)
• Simplified stochastic calculus with applications in economics and finance (Q2030297) (← links)
• The dialectics archetypes/types (universal categorical constructions/concrete models) in the work of Alexander Grothendieck (Q2101893) (← links)
• Interview with Ulf Hashagen: exhibitions and mathematical models in the nineteenth and twentieth centuries (Q2101902) (← links)
• Existence, uniqueness, and stability of Fourier series solutions of stochastic wave equations with cubic nonlinearities in 3D (Q2105532) (← links)
• Learning delay dynamics for multivariate stochastic processes, with application to the prediction of the growth rate of COVID-19 cases in the United States (Q2147790) (← links)
• Models to assess the effects of nonsmooth control and stochastic perturbation on pest control: a pest-natural-enemy ecosystem (Q2325201) (← links)
• Analysis of the equilibrium positions of nonlinear dynamical systems in the presence of coarse-graining disturbance in space (Q2380856) (← links)
• Upper bounds on the rate of convergence of truncated stochastic infinite-dimensional differential systems with \(H\)-regular noise (Q2381623) (← links)
• On the relation between ordinary and stochastic differential equations (Q2395148) (← links)
• Itô's Lemma with quantum calculus (\(q\)-calculus): some implications (Q2430442) (← links)
• Response of systems under non-Gaussian random excitations (Q2432384) (← links)
• Ultimate efficiency of experimental designs for Ornstein-Uhlenbeck type processes (Q2448800) (← links)
• Stochastic differential equations with polar-decomposed Lévy measures and applications to stochastic optimization (Q2477579) (← links)
• Theory and application of stability for stochastic reaction diffusion systems (Q2481777) (← links)
• A survey of stability of stochastic systems (Q2529523) (← links)
• Some moment inequalities for stochastic integrals and for solutions of stochastic differential equations (Q2529881) (← links)
• On enzyme amplifier systems triggered b y white noise (Q2554280) (← links)
• Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods (Q2914786) (← links)
• A “direct” method to prove the generalized Itô–Venttsel’ formula for a generalized stochastic differential equation (Q2959165) (← links)
• On stochastic modelling of linear circuits (Q2994897) (← links)
• Change of variable formulas for non-anticipative functionals (Q3298328) (← links)
• Classical Noise IV: Langevin Methods (Q5550766) (← links)
• Diffusion processes with continuous coefficients, I (Q5554669) (← links)
• Diffusion processes with continuous coefficients, II (Q5554670) (← links)
• Causal functional calculus (Q6165650) (← links)
• Equations related to stochastic processes: semigroup approach and Fourier transform (Q6186374) (← links)