Stochastic Calculus
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(only showing first 100 items - show all)- On goodness-of-fit testing for ergodic diffusion process with shift parameter
- The dynamics of a stochastic SIR epidemic model with nonlinear incidence and vertical transmission
- Backward stochastic partial differential equations driven by infinite-dimensional martingales and applications
- Combinatorial and stochastic properties of ranked tree‐child networks
- Heavy-traffic approximations for a layered network with limited resources
- Transition-path theory calculations on non-uniform meshes in two and three dimensions using finite elements
- Nonzero-sum stochastic differential games with additive structure and average payoffs
- Bacteriophage and bacteria in a flow reactor
- Simulation of multidimensional diffusions with sticky boundaries via Markov chain approximation
- An introduction to \textit{ABED}: agent-based simulation of evolutionary game dynamics
- The multifractal spectrum of Brownian intersection local times
- Hypothesis testing for stochastic PDEs driven by additive noise
- Arbitrage-free market models for option prices: the multi-strike case
- A combinatorial analysis of interacting diffusions
- Brownian-time processes: The PDE connection II and the corresponding Feynman-Kac formula
- Symmetric replicator dynamics with depletable resources
- Stationarity of SLE
- Consensus-based optimization for multi-objective problems: a multi-swarm approach
- Well-posedness and dissipativity for a model of bacteriophage and bacteria in a flow reactor
- On the convergence of population protocols when population goes to infinity
- Persistence in fluctuating environments
- A Stochastic Model of Language Change Through Social Structure and Prediction-Driven Instability
- The dynamics of implied volatilities: a common principal components approach
- Strong approximations and sequential change-point analysis for diffusion processes
- Simulation of the CEV process and the local martingale property
- Markovian perturbation, response and fluctuation dissipation theorem
- A stochastic-statistical residential burglary model with independent Poisson clocks
- The mild and weak solutions of a stochastic parabolic Anderson equation
- Thin shell implies spectral gap up to polylog via a stochastic localization scheme
- Robin-type boundary conditions in transition from reaction-diffusion equations in 3D domains to equations in 2D domains
- On \(\Lambda\)-Fleming-Viot processes with general frequency-dependent selection
- Generalized \(\Gamma\) calculus and application to interacting particles on a graph
- Periodic homogenization of a Lévy-type process with small jumps
- Dynamics of a stochastic tuberculosis model with constant recruitment and varying total population size
- A stochastic model of bacterial infection associated with neutrophils
- Yukawa potential, panharmonic measure and Brownian motion
- Characterizations of overtaking optimality for controlled diffusion processes
- Dynamical behavior of a stochastic epidemic model for cholera
- 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
- A waiting time problem arising from the study of multi-stage carcinogenesis
- Geometric ergodicity of a bead-spring pair with stochastic Stokes forcing
- Walk on spheres algorithm for Helmholtz and Yukawa equations via Duffin correspondence
- Qualitative properties of certain piecewise deterministic Markov processes
- Wavelet estimation in diffusions with periodicity
- Brownian-time processes: The PDE connection and the half-derivative generator
- Analysis and approximation of a stochastic growth model with extinction
- Sparse Beltrami coefficients, integral means of conformal mappings and the Feynman-Kac formula
- A note on the uniform ergodicity of diffusion processes
- Convergence of Brownian motion with a scaled Dirac delta potential
- Stationary bubble equilibria in rational expectation models
- Continuous-state branching processes with competition: duality and reflection at infinity
- Conformal invariance of boundary touching loops of FK Ising model
- Evolution of the ABC model among the segregated configurations in the zero-temperature limit
- Controlled pattern formation of stochastic Cucker-Smale systems with network structures
- Asymptotic expansion of a nonlinear oscillator with a jump-diffusion process
- Optimal pricing, production, and inventory for deteriorating items under demand uncertainty: the finite horizon case
- Certain aspects of the SIS stochastic epidemic model
- Dynamics of an ecological system
- Implied higher order moments in the Heston model: a case study of S\&P500 index
- Stochastically-induced bistability in chemical reaction systems
- The long-run behavior of the stochastic replicator dynamics
- Exponential convergence for a periodically driven semilinear heat equation
- The spreading speed of solutions of the non-local Fisher-KPP equation
- Parameter estimation for partially observed hypoelliptic diffusions
- On a class of diverse market models
- Statistical inference for unknown parameters of stochastic SIS epidemics on complete graphs
- scientific article; zbMATH DE number 5946386 (Why is no real title available?)
- Cucker-Smale flocking particles with multiplicative noises: stochastic mean-field limit and phase transition
- Annealed asymptotics for Brownian motion of renormalized potential in mobile random medium
- Forecasting multifractal volatility
- Degenerate diffusions arising from gene duplication models
- The diffusion geometry of fibre bundles: horizontal diffusion maps
- Aircraft trajectory optimization for collision avoidance using stochastic optimal control
- Efficient calibration of trinomial trees for one-factor short rate models
- Derivation of an Ornstein-Uhlenbeck process for a massive particle in a rarified gas of particles
- Permanence and extinction in a stochastic service-resource mutualism model
- Anisotropic diffusion in consensus-based optimization on the sphere
- A stochastic predator-prey model with Holling II increasing function in the predator
- The effects of toxin-producing phytoplankton and environmental fluctuations on the planktonic blooms
- Asymptotic behavior of a stochastic generalized nutrient-phytoplankton-zooplankton model
- The genealogy of branching Brownian motion with absorption
- On score-functions and goodness-of-fit tests for stochastic processes
- Competition in the chemostat: a stochastic multi-species model and its asymptotic behavior
- Random search in fluid flow aided by chemotaxis
- Local explosions and extinction in continuous-state branching processes with logistic competition
- A CLT for degenerate diffusions with periodic coefficients, and application to homogenization of linear PDEs
- Quadratic forms for Feynman-Kac semigroups
- The Cauchy-Dirichlet problem for a class of linear parabolic differential equations with unbounded coefficients in an unbounded domain
- On asymptotic distribution of parameter free tests for ergodic diffusion processes
- A Wright-Fisher model with indirect selection
- On asymptotically distribution free tests with parametric hypothesis for ergodic diffusion processes
- Blow-up in nonlinear heat equations
- Skew CIR process, conditional characteristic function, moments and bond pricing
- Comparing stochastic Lotka-Volterra predator-prey models
- On the width of hybrid zones
- A stochastic-statistical residential burglary model with finite size effects
- Some Feller and Osgood type criteria for semilinear stochastic differential equations
- Consensus-based algorithms for stochastic optimization problems
- Introduction to stochastic calculus
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