Pages that link to "Item:Q5825429"

The following pages link to On stochastic differential equations (Q5825429):

Displaying 50 items.

• 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)
• Quantifying risks with exact analytical solutions of derivative pricing distribution (Q1620497) (← links)
• Existence and uniqueness theorems for periodic Markov process and applications to stochastic functional differential equations (Q1645173) (← links)
• Strong solutions to stochastic differential equations with rough coefficients (Q1647735) (← links)
• Asynchronous iterations of parareal algorithm for option pricing models (Q1649119) (← links)
• State feedback control for stochastic Markovian jump delay systems based on Lasalle-type theorem (Q1661715) (← links)
• Application of the improved complex normal form method based on He's energy balance method to a noise included nonlinear oscillator (Q1665051) (← links)
• On the physical interpretation of statistical data from black-box systems (Q1672998) (← links)
• Semimartingale: Itô or not ? (Q1683817) (← links)
• Convergence of the Euler-Maruyama method for multidimensional SDEs with discontinuous drift and degenerate diffusion coefficient (Q1692306) (← links)
• Strong rate of convergence for the Euler-Maruyama approximation of one-dimensional stochastic differential equations involving the local time at point zero (Q1713855) (← 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)
• Emergent quantum mechanics of finances (Q1782732) (← links)
• Quantitative estimates of propagation of chaos for stochastic systems with \(W^{-1,\infty}\) kernels (Q1795189) (← links)
• Theoretical developments in discrete-time control (Q1839229) (← links)
• Global existence of solutions for perturbed differential equations (Q1913399) (← links)
• Vector financial rogue waves (Q1928046) (← links)
• Stochastic stability of damped Mathieu oscillator parametrically excited by a Gaussian noise (Q1954718) (← links)
• Observer-based stabilization of stochastic systems with limited communication (Q1955175) (← links)
• Time reversal of Markov processes and relativistic quantum theory (Q1963213) (← links)
• Approximation of Euler-Maruyama for one-dimensional stochastic differential equations involving the maximum process (Q1985372) (← links)
• Stability in mean for uncertain differential equation with jumps (Q2008391) (← links)
• Stability in mean of multi-dimensional uncertain differential equation (Q2010735) (← links)
• Periodic solutions of stochastic differential equations driven by Lévy noises (Q2022585) (← links)
• 40 years of the direct matrix-valued Lyapunov function method (review) (Q2031903) (← links)
• Solving high-order uncertain differential equations via Adams-Simpson method (Q2052285) (← links)
• Stability analysis for uncertain neutral-type stochastic nonlinear systems with mixed time-varying delays (Q2067895) (← links)
• Some results on backward stochastic differential equations of fractional order (Q2080202) (← links)
• Extinction and stationary distribution of a stochastic SIQR epidemic model with demographics and non-monotone incidence rate on scale-free networks (Q2089270) (← links)
• Lookback option pricing problem of uncertain mean-reverting currency model (Q2100489) (← links)
• The dialectics archetypes/types (universal categorical constructions/concrete models) in the work of Alexander Grothendieck (Q2101893) (← links)
• `Analogies,' `interpretations,' `images,' `systems,' and `models': some remarks on the history of abstract representation in the sciences since the nineteenth century (Q2101894) (← links)
• Pricing renewable energy certificates with a Crank-Nicolson Lagrange-Galerkin numerical method (Q2104068) (← links)
• Existence, uniqueness, and stability of uncertain delay differential equations with \(V\)-jump (Q2119526) (← links)
• Null controllability results for stochastic delay systems with delayed perturbation of matrices (Q2122877) (← links)
• New stability theorems of uncertain differential equations with time-dependent delay (Q2131483) (← links)
• Diffusive Boltzmann equation, its fluid dynamics, Couette flow and Knudsen layers (Q2147767) (← links)
• On the solvability of stochastic Helmholtz problem (Q2227220) (← links)
• Numerical solution of a nonlinear PDE model for pricing renewable energy certificates (RECs) (Q2243196) (← links)
• Optimal control for uncertain stochastic dynamic systems with jump and application to an advertising model (Q2243307) (← links)
• Almost sure and moment asymptotic boundedness of stochastic delay differential systems (Q2279589) (← links)
• Stochastic periodic solutions of stochastic differential equations driven by Lévy process (Q2348413) (← links)
• Harmonic statistics (Q2359294) (← links)
• General stochastic oscillatory systems (Q2367952) (← links)
• The determinant of production entry and exit model on financing behavior (Q2378474) (← links)