Pages that link to "Item:Q5825429"
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The following pages link to On stochastic differential equations (Q5825429):
Displayed 50 items.
- Determining mixed linear-nonlinear coupled differential equations from multivariate discrete time series sequences (Q675936) (← links)
- On a stochastic differentiation formula for Hilbert-Schmidt valued stochastic integrals (Q689492) (← links)
- The interspike interval of a cable model neuron with white noise input (Q759676) (← links)
- Nonlinear Volterra functional equations and linear parabolic differential systems (Q768587) (← links)
- Whitening as a tool for estimating mutual information in spatiotemporal data sets (Q857639) (← links)
- Probabilistic modeling of aerated lagoons: A comparison of methodologies (Q911944) (← links)
- A survey of numerical methods for stochastic differential equations (Q914251) (← links)
- Stock exchange fractional dynamics defined as fractional exponential growth driven by (usual) Gaussian white noise. Application to fractional Black-Scholes equations (Q939363) (← links)
- Use of stochastic control theory to model a forest management system (Q1057780) (← links)
- Optimal control in wide-sense stationary continuous-time stochastic models (Q1102848) (← links)
- Nonlinear filtering algorithms for vector processing machines (Q1142745) (← links)
- A stochastic analysis of the growth of competing microbial populations in a continuous biochemical reactor (Q1147653) (← links)
- An abstract nonlinear stochastic integral equation (Q1172877) (← links)
- Successive approximations to solutions of stochastic differential equations (Q1184665) (← links)
- An approximate method of stochastic terminal control for nonlinear dynamical systems (Q1211025) (← links)
- Global properties of diffusion processes on cylindrical type phase space (Q1212312) (← links)
- The effects of random selection on gene frequency (Q1229816) (← links)
- A random-walk model of human mortality and aging (Q1235082) (← links)
- On a class of nonlinear stochastic evolution equations (Q1238564) (← links)
- Pathwise uniqueness for solutions of systems of stochastic differential equations (Q1244747) (← links)
- Path integral for relativistic equations of motion (Q1272548) (← links)
- On the diversity of equity markets (Q1300422) (← links)
- On simulating strongly-interacting, stochastic population models. (Q1418223) (← links)
- An analytic approximation of solutions of stochastic differential equations (Q1767809) (← links)
- On modified Black-Scholes equation (Q1772596) (← links)
- Emergence of fuzzy preferences for risk in a Birkhoff-von Neumann logics environment (Q1780568) (← links)
- Theoretical developments in discrete-time control (Q1839229) (← links)
- Global existence of solutions for perturbed differential equations (Q1913399) (← links)
- Time reversal of Markov processes and relativistic quantum theory (Q1963213) (← links)
- General stochastic oscillatory systems (Q2367952) (← links)
- The determinant of production entry and exit model on financing behavior (Q2378474) (← 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)
- On the stochastic dynamics of molecular conformation (Q2457988) (← links)
- Lagrangian mechanics of fractional order, Hamilton-Jacobi fractional PDE and Taylor's series of nondifferentiable functions (Q2466563) (← links)
- Modeling fractional stochastic systems as non-random fractional dynamics driven by Brownian motions (Q2472965) (← links)
- Lévy, Ornstein-Uhlenbeck, and subordination: spectral vs. jump description (Q2487832) (← links)
- An analytic approximate method for solving stochastic integrodifferential equations (Q2492972) (← links)
- Transformation invariant stochastic catastrophe theory (Q2507966) (← links)
- An existence theorem for linear stochastic differential equations (Q2524633) (← links)
- A survey of stability of stochastic systems (Q2529523) (← links)
- Convolutions of random functions (Q2537267) (← links)
- Equations aux dérivées partielles stochastiques non linéaires. I (Q2553740) (← links)
- Stochastic optimal control for non-linear dynamical systems under noisy observations (Q2554298) (← links)
- Equations stochastiques du type Navier-Stokes (Q2561941) (← links)
- A nonrandom variational approach to stochastic linear quadratic Gaussian optimization involving fractional noises (FLQG) (Q2574323) (← links)
- Continuous Markov processes and stochastic equations (Q2651517) (← links)
- Martingales and One-Dimensional Diffusion (Q3229712) (← links)
- A second-order Monte Carlo method for the solution of the Ito stochastic differential equation (Q3738494) (← links)
- Étude de la continuité des fonctions aléatoires de Markov (Q3844011) (← links)