Stochastic Calculus
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(only showing first 100 items - show all)- Exponential convergence for a periodically driven semilinear heat equation
- Degenerate diffusions arising from gene duplication models
- Characterizations of overtaking optimality for controlled diffusion processes
- A waiting time problem arising from the study of multi-stage carcinogenesis
- Blow-up in nonlinear heat equations
- On the convergence of population protocols when population goes to infinity
- Stochastic regression and its application to hedging in finance
- On solutions to Itô stochastic differential equations
- Evolution and equilibrium under inexact information.
- The dynamics of implied volatilities: a common principal components approach
- Computation of distorted probabilities for diffusion processes via stochastic control methods.
- Dynamics of a stochastic tuberculosis model with constant recruitment and varying total population size
- The effects of toxin-producing phytoplankton and environmental fluctuations on the planktonic blooms
- Derivation of an Ornstein-Uhlenbeck process for a massive particle in a rarified gas of particles
- Stability of the overdamped Langevin equation in double-well potential
- Generalized \(\Gamma\) calculus and application to interacting particles on a graph
- Sparse Beltrami coefficients, integral means of conformal mappings and the Feynman-Kac formula
- Asymptotic expansion of a nonlinear oscillator with a jump-diffusion process
- Wavelet estimation in diffusions with periodicity
- The long-run behavior of the stochastic replicator dynamics
- Efficient calibration of trinomial trees for one-factor short rate models
- Stochasticity, selection, and the evolution of cooperation in a two-level Moran model of the snowdrift game
- The spreading speed of solutions of the non-local Fisher-KPP equation
- Brownian-time processes: The PDE connection and the half-derivative generator
- Growth of uniform infinite causal triangulations
- The genealogy of branching Brownian motion with absorption
- Markovian perturbation, response and fluctuation dissipation theorem
- Dynamics of an ecological system
- Periodic homogenization of a Lévy-type process with small jumps
- On occupation times of one-dimensional diffusions
- The impact of virus carrier screening and actively seeking treatment on dynamical behavior of a stochastic HIV/AIDS infection model
- Functional limit theorems for the Pólya urn
- Genealogies in bistable waves
- Construction of special soliton solutions to the stochastic Riccati equation
- Long-time behaviors of two stochastic mussel-algae models
- Simulation of multidimensional diffusions with sticky boundaries via Markov chain approximation
- Analysis of a stochastic predator-prey system with fear effect and Lévy noise
- Limit behavior of the q-Pólya urn
- Controlled pattern formation of stochastic Cucker-Smale systems with network structures
- Random search in fluid flow aided by chemotaxis
- The impact of plankton body size on phytoplankton-zooplankton dynamics in the absence and presence of stochastic environmental fluctuation
- On sub-geometric ergodicity of diffusion processes
- Stationary bubble equilibria in rational expectation models
- Existence, uniqueness and ergodic properties for time-homogeneous Itô-SDEs with locally integrable drifts and Sobolev diffusion coefficients
- The dynamics of a stochastic SIR epidemic model with nonlinear incidence and vertical transmission
- Hypothesis testing for stochastic PDEs driven by additive noise
- Quadratic forms for Feynman-Kac semigroups
- Arbitrage-free market models for option prices: the multi-strike case
- An introduction to \textit{ABED}: agent-based simulation of evolutionary game dynamics
- Comparing stochastic Lotka-Volterra predator-prey models
- A stochastic model of bacterial infection associated with neutrophils
- Bounds and limit theorems for a layered queueing model in electric vehicle charging
- Optimal pricing, production, and inventory for deteriorating items under demand uncertainty: the finite horizon case
- Threshold behavior in a stochastic algal growth model with stoichiometric constraints and seasonal variation
- Yukawa potential, panharmonic measure and Brownian motion
- Skew CIR process, conditional characteristic function, moments and bond pricing
- Dynamical behavior of a stochastic epidemic model for cholera
- Cucker-Smale flocking particles with multiplicative noises: stochastic mean-field limit and phase transition
- Robin-type boundary conditions in transition from reaction-diffusion equations in 3D domains to equations in 2D domains
- Polynomial diffusion models for life insurance liabilities
- Thin shell implies spectral gap up to polylog via a stochastic localization scheme
- One-dimensional Brownian particle systems with rank-dependent drifts
- Walk on spheres algorithm for Helmholtz and Yukawa equations via Duffin correspondence
- Permanence and extinction in a stochastic service-resource mutualism model
- Conformal invariance of boundary touching loops of FK Ising model
- Construction of n-particle Langevin dynamics for \(H^{1,\infty}\)-potentials via generalized Dirichlet forms
- On goodness-of-fit testing for ergodic diffusion process with shift parameter
- Langevin diffusions and the Metropolis-adjusted Langevin algorithm
- Stochastically-induced bistability in chemical reaction systems
- On the width of hybrid zones
- One-dimensional stepping stone models, sardine genetics and Brownian local time
- Towards a theory of transition paths
- The multifractal spectrum of Brownian intersection local times
- Exclusion and persistence in deterministic and stochastic chemostat models
- Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise.
- Nonzero-sum stochastic differential games with additive structure and average payoffs
- Continuous-state branching processes with competition: duality and reflection at infinity
- Bacteriophage and bacteria in a flow reactor
- Finite state mean field games with Wright-Fisher common noise
- A CLT for degenerate diffusions with periodic coefficients, and application to homogenization of linear PDEs
- The diffusion geometry of fibre bundles: horizontal diffusion maps
- Hypothesis testing for signal detection problem and large deviation
- Convergence of diffusion-drift many particle systems in probability under a Sobolev norm
- Mean-variance portfolio selection based on a generalized BNS stochastic volatility model
- Convergence of Brownian motion with a scaled Dirac delta potential
- Analysis and approximation of a stochastic growth model with extinction
- Some Feller and Osgood type criteria for semilinear stochastic differential equations
- Evolution of the ABC model among the segregated configurations in the zero-temperature limit
- scientific article; zbMATH DE number 5946386 (Why is no real title available?)
- Brownian-time processes: The PDE connection II and the corresponding Feynman-Kac formula
- On score-functions and goodness-of-fit tests for stochastic processes
- Competition in the chemostat: a stochastic multi-species model and its asymptotic behavior
- Consensus-based optimization on hypersurfaces: Well-posedness and mean-field limit
- Parameter estimation for partially observed hypoelliptic diffusions
- On asymptotic distribution of parameter free tests for ergodic diffusion processes
- scientific article; zbMATH DE number 192908 (Why is no real title available?)
- Strong approximations and sequential change-point analysis for diffusion processes
- Simulation of the CEV process and the local martingale property
- Construction, ergodicity and rate of convergence of N-particle Langevin dynamics with singular potentials
- The transition from ergodic to explosive behavior in a family of stochastic differential equations
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