Pages that link to "Item:Q5967093"
From MaRDI portal
The following pages link to Stochastic differential equations. An introduction with applications. (Q5967093):
Displayed 50 items.
- Hunting French ducks in a noisy environment (Q413443) (← links)
- Stochastic hybrid system with non-homogeneous jumps (Q417755) (← links)
- New stochastic carcinogenesis model with covariates: an approach involving intracellular barrier mechanisms (Q419390) (← links)
- An ENO-based method for second-order equations and application to the control of dike levels (Q421325) (← links)
- Portfolio risk minimization and differential games (Q425781) (← links)
- Space-time analyticity of weak solutions to linear parabolic systems with variable coefficients (Q435852) (← links)
- Non-extinction of a Fleming-Viot particle model (Q438971) (← links)
- Set-valued stochastic integral equations driven by martingales (Q439231) (← links)
- Martingale matrix classes and polytopes (Q445833) (← links)
- On the approximate maximum likelihood estimation for diffusion processes (Q449968) (← links)
- Itô type stochastic fuzzy differential equations with delay (Q450807) (← links)
- A trend-following strategy: conditions for optimality (Q534275) (← links)
- Square-mean pseudo almost automorphic process and its application to stochastic evolution equations (Q537712) (← links)
- Analytic solutions for infinite horizon stochastic optimal control problems via finite horizon approximation: a practical guide (Q545158) (← links)
- Homotopy analysis method for option pricing under stochastic volatility (Q550482) (← links)
- An anticipative linear filtering equation (Q553370) (← links)
- Numerical study of interacting particles approximation for integro-differential equations (Q556315) (← links)
- Noise-induced oscillations in an actively mode-locked laser (Q604036) (← links)
- Irreversible capital accumulation under interest rate uncertainty (Q604806) (← links)
- Pricing CDO tranches in an intensity based model with the mean reversion approach (Q614311) (← links)
- An optimal portfolio model with stochastic volatility and stochastic interest rate (Q615916) (← links)
- The flexible, extensible and efficient toolbox of level set methods (Q618363) (← links)
- Epidemic models with random coefficients (Q622965) (← links)
- Karhunen-Loève expansions of \(\alpha\)-Wiener bridges (Q632290) (← links)
- Mean square exponential stability of stochastic genetic regulatory networks with time-varying delays (Q632782) (← links)
- Semimartingale approximation of fractional Brownian motion and its applications (Q636573) (← links)
- Stochastic viscosity solutions for SPDEs with continuous coefficients (Q638459) (← links)
- Strong convergence in stochastic averaging principle for two time-scales stochastic partial differential equations (Q638460) (← links)
- Stochastic calculus for a time-changed semimartingale and the associated stochastic differential equations (Q639336) (← links)
- A stochastic-Lagrangian approach to the Navier-Stokes equations in domains with boundary (Q640063) (← links)
- Utility-based indifference pricing in regime-switching models (Q640157) (← links)
- A class of Gaussian processes with fractional spectral measures (Q642517) (← links)
- Smooth solutions for a stochastic hydrodynamical equation in Heisenberg paramagnet (Q644630) (← links)
- Absence of ground state for the Nelson model on static space-times (Q652437) (← links)
- On the reservation wage under CARA and limited borrowing (Q656792) (← links)
- Optimal investment and reinsurance of an insurer with model uncertainty (Q659098) (← links)
- A reduced basis approach for variational problems with stochastic parameters: application to heat conduction with variable Robin coefficient (Q660371) (← links)
- Switching to a poor business activity: optimal capital structure, agency costs and covenant rules (Q665784) (← links)
- Synchronization of systems of Marcus canonical equations driven by \(\alpha \)-stable noises (Q708497) (← links)
- Properties of solutions of stochastic differential equations with continuous-state-dependent switching (Q712174) (← links)
- Characterization of bistability for stochastic multistep methods (Q766224) (← links)
- Fair valuation of participating policies with surrender options and regime switching (Q817287) (← links)
- A coarse-grained model of the myofibril: Overall dynamics and the evolution of sarcomere non-uniformities (Q835852) (← links)
- Uniform shrinking and expansion under isotropic Brownian flows (Q842400) (← links)
- Performance variability and project dynamics (Q853659) (← links)
- A new topological approach to the \(L^{\infty }\)-uniqueness of operators and the \(L^{1}\)-uniqueness of Fokker--Planck equations (Q859630) (← links)
- Estimating stochastic dynamical systems driven by a continuous-time jump Markov process (Q861540) (← links)
- Discretisation of stochastic control problems for continuous time dynamics with delay (Q885948) (← links)
- SDELab: A package for solving stochastic differential equations in MATLAB (Q885951) (← links)
- Exact asymptotics of distributions of integral functionals of the geometric Brownian motion and other related formulas (Q927478) (← links)