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.
- Pricing turbo warrants under stochastic elasticity of variance (Q508292) (← links)
- EM-based identification of continuous-time ARMA models from irregularly sampled data (Q510135) (← links)
- Theorems of comparison and stability with probability 1 for one-dimensional stochastic differential equations (Q511326) (← links)
- Exploiting multi-core architectures for reduced-variance estimation with intractable likelihoods (Q516453) (← links)
- A delayed stochastic volatility correction to the constant elasticity of variance model (Q517196) (← links)
- Nonequilibrium statistical mechanics of a solid immersed in a continuum (Q521542) (← links)
- Statistical descriptions of polydisperse turbulent two-phase flows (Q521792) (← links)
- An adaptive algorithm for solving stochastic multi-point boundary value problems (Q521930) (← links)
- Stochastic consensus of leader-following multi-agent systems under additive measurement noises and time-delays (Q522771) (← links)
- Stability and bifurcation of two-dimensional stochastic differential equations with multiplicative excitations (Q523226) (← links)
- A mean square chain rule and its application in solving the random Chebyshev differential equation (Q523684) (← links)
- On symmetries of the Fokker-Planck equation (Q525143) (← links)
- Random fuzzy fractional integral equations -- theoretical foundations (Q529149) (← 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)
- An approximation of small-time probability density functions in a general jump diffusion model (Q668543) (← links)
- Approximation methods for analyzing multiscale stochastic vector-borne epidemic models (Q669187) (← links)
- Stochastic \(H_{2}/H_\infty\) control of nonlinear systems with time-delay and state-dependent noise (Q669377) (← links)
- Sequential testing of hypotheses about drift for Gaussian diffusions (Q670162) (← links)
- Long-term adaptive symplectic numerical integration of linear stochastic oscillators driven by additive white noise (Q670503) (← links)
- Controllability of semilinear stochastic delay systems with distributed delays in control (Q679686) (← links)
- On the regularity of American options with regime-switching uncertainty (Q681986) (← 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)
- Diffusion forecasting model with basis functions from QR-decomposition (Q722000) (← links)
