Pages that link to "Item:Q5967093"
From MaRDI portal
The following pages link to Stochastic differential equations. An introduction with applications. (Q5967093):
Displaying 50 items.
- Explicit solutions for an optimal stock selling problem under a Markov chain model (Q401059) (← links)
- Consecutive minors for Dyson's Brownian motions (Q402400) (← links)
- 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)
- Numerical stationary distribution and its convergence for nonlinear stochastic differential equations (Q458164) (← links)
- Almost sure permanence of stochastic single species models (Q458358) (← links)
- Output feedback tracking control of stochastic Lagrangian systems and its application (Q458764) (← links)
- Optimal choice of fiscal policy instruments in a stochastic IS-LM model (Q459155) (← links)
- On existence and uniqueness of solutions to uncertain backward stochastic differential equations (Q462275) (← links)
- Strong convergence of Wong-Zakai approximations of reflected SDEs in a multidimensional general domain (Q462309) (← links)
- The pricing of vulnerable options with double Mellin transforms (Q465177) (← links)
- Probabilistic model validation for uncertain nonlinear systems (Q466275) (← links)
- A recursive pricing formula for a path-dependent option under the constant elasticity of variance diffusion (Q466991) (← links)
- A perturbed martingale approach to global optimization (Q468044) (← links)
- Application of Galerkin method to Kirchhoff plates stochastic bending problem (Q469939) (← links)
- Sample path deviations of the Wiener and the Ornstein-Uhlenbeck process from its bridges (Q470374) (← links)
- Robust portfolio choice with stochastic interest rates (Q470730) (← links)
- Progressive enlargement of filtrations and backward stochastic differential equations with jumps (Q471510) (← links)
- Stochastic piecewise affine control with application to pitch control of helicopter (Q472902) (← links)
- On resolving singularities of piecewise-smooth discontinuous vector fields via small perturbations (Q476726) (← links)
- Assigning probabilities to qualitative dynamics of gene regulatory networks (Q476819) (← links)
- Stochastically perturbed sliding motion in piecewise-smooth systems (Q478773) (← links)
- Random attractor for stochastic reversible Schnackenberg equations (Q478920) (← links)
- Functional solution about stochastic differential equation driven by \(G\)-Brownian motion (Q480048) (← links)
- On the detectability and observability of continuous stochastic Markov jump linear systems (Q482729) (← links)
- Simple spectral bounds for sums of certain Kronecker products (Q486203) (← links)
- Existence, uniqueness, and stability of stochastic wave equation with cubic nonlinearities in two dimensions (Q488521) (← links)
- Strong convergence rate in averaging principle for stochastic FitzHugh-Nagumo system with two time-scales (Q488746) (← links)
- Optimal harvesting for a stochastic N-dimensional competitive Lotka-Volterra model with jumps (Q489272) (← links)
- The truncated Euler-Maruyama method for stochastic differential equations (Q492112) (← links)
- Self-triggered sampling for second-moment stability of state-feedback controlled SDE systems (Q492968) (← links)
- Mean square convergence of the numerical solution of random differential equations (Q493352) (← links)
- Optimal debt ratio and dividend payment strategies with reinsurance (Q495502) (← links)
- Optimal debt ratio and consumption strategies in financial crisis (Q495747) (← links)
- Some properties of strong solutions to stochastic fuzzy differential equations (Q497651) (← links)
- Speculative bubbles in bitcoin markets? An empirical investigation into the fundamental value of bitcoin (Q500523) (← links)
- Dynamic pricing and periodic ordering for a stochastic inventory system with deteriorating items (Q503167) (← links)
- Brownian motion on a pseudo sphere in Minkowski space \(\mathbb {R}^l_v\) (Q503388) (← links)
- An analytic expansion method for the valuation of double-barrier options under a stochastic volatility model (Q504846) (← links)
- Duality in refined Sobolev-Malliavin spaces and weak approximation of SPDE (Q507016) (← links)
- Density of generalized Verhulst process and Bessel process with constant drift (Q507027) (← links)
