Pages that link to "Item:Q5967093"
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The following pages link to Stochastic differential equations. An introduction with applications. (Q5967093):
Displaying 50 items.
- Langevin diffusions on the torus: estimation and applications (Q122538) (← links)
- Estimating reducible stochastic differential equations by conversion to a least-squares problem (Q159694) (← links)
- Strong averaging principle for slow-fast SPDEs with Poisson random measures (Q258308) (← links)
- Optimal investment and consumption under partial information (Q261540) (← links)
- Stochastic Gauss equations (Q264913) (← links)
- Linear trend exclusion for models defined with stochastic differential and difference equations (Q268657) (← links)
- On asymptotics related to classical inference in stochastic differential equations with random effects (Q273753) (← links)
- Optimal designs of positive definite kernels for scattered data approximation (Q285543) (← links)
- Decentralized risk-sensitive design for large-scale stochastic interconnected systems with time-varying delays (Q285762) (← links)
- The existence and asymptotic behaviour of energy solutions to stochastic age-dependent population equations driven by Levy processes (Q299697) (← links)
- The small-mass limit for Langevin dynamics with unbounded coefficients and positive friction (Q300618) (← links)
- A diffusion approximation based on renewal processes with applications to strongly biased run-tumble motion (Q300643) (← links)
- Asymptotics of sample entropy production rate for stochastic differential equations (Q301752) (← links)
- Stochastic optimal control to a nonlinear differential game (Q307295) (← links)
- On drift parameter estimation for mean-reversion type stochastic differential equations with discrete observations (Q307401) (← links)
- Global output tracking control for high-order stochastic nonlinear systems with SISS inverse dynamics and time-varying delays (Q308308) (← links)
- Stochastic multi-scale models of competition within heterogeneous cellular populations: simulation methods and mean-field analysis (Q309209) (← links)
- The stochastic evolution of rumors within a population (Q309853) (← links)
- Better stability with measurement errors (Q310031) (← links)
- Multivariable feedback particle filter (Q313150) (← links)
- A hierarchical kinetic theory of birth, death and fission in age-structured interacting populations (Q315641) (← links)
- Stochastic models in biology and the invariance problem (Q316925) (← links)
- Dynamic portfolio optimization with transaction costs and state-dependent drift (Q319244) (← links)
- Derivation of Fokker-Planck equations for stochastic systems under excitation of multiplicative non-Gaussian white noise (Q321828) (← links)
- \(L^{p}\)-strong convergence of the averaging principle for slow-fast SPDEs with jumps (Q323809) (← links)
- A sparse Markov chain approximation of LQ-type stochastic control problems. (Q326794) (← links)
- Modified equations for weakly convergent stochastic symplectic schemes via their generating functions (Q329031) (← links)
- Representations of canonical commutation relations describing infinite coherent states (Q329942) (← links)
- Stochastic modeling of nonlinear oscillators under combined Gaussian and Poisson white noise: a viewpoint based on the energy conservation law (Q333025) (← links)
- Variational theory and computations in stochastic plasticity (Q333305) (← links)
- Numerical solution of the Robin problem of Laplace equations with a Feynman-Kac formula and reflecting Brownian motions (Q334322) (← links)
- A new firing paradigm for integrate and fire stochastic neuronal models (Q335094) (← links)
- Two-time-scales hyperbolic-parabolic equations driven by Poisson random measures: existence, uniqueness and averaging principles (Q335416) (← links)
- Stability analysis and stabilization of stochastic linear impulsive, switched and sampled-data systems under dwell-time constraints (Q340687) (← links)
- Pricing vulnerable path-dependent options using integral transforms (Q344273) (← links)
- Stochastic covariance and dimension reduction in the pricing of basket options (Q345719) (← links)
- Solving random homogeneous linear second-order differential equations: a full probabilistic description (Q346843) (← links)
- Random walk on spheres method for solving drift-diffusion problems (Q350283) (← links)
- Global synchronization of stochastic delayed complex networks (Q354774) (← links)
- Generalized solutions of differential-operator equations with singular white noise (Q362478) (← links)
- Optimal non-reversible linear drift for the convergence to equilibrium of a diffusion (Q368675) (← links)
- Probability of a disease outbreak in stochastic multipatch epidemic models (Q372008) (← links)
- Kernel-correlated Lévy field driven forward rate and application to derivative pricing (Q373004) (← links)
- Implicit estimation of ecological model parameters (Q376407) (← links)
- Random attractors and robustness for stochastic reversible reaction-diffusion systems (Q379707) (← links)
- Dynamics of a two-prey one-predator system in random environments (Q379909) (← links)
- The Poincaré map of randomly perturbed periodic motion (Q379918) (← links)
- Square-mean weighted pseudo almost automorphic solutions for non-autonomous stochastic evolution equations (Q391497) (← links)
- Iterated gain-based stochastic filters for dynamic system identification (Q398493) (← links)
- Optimal harvesting for a logistic population dynamics driven by a Lévy process (Q398661) (← links)
