Pages that link to "Item:Q5917702"

The following pages link to Stochastic differential equations. An introduction with applications. (Q5917702):

Displaying 50 items.

• Nonzero-sum stochastic differential games with additive structure and average payoffs (Q258738) (← links)
• A simple approach to the parametric estimation of potentially nonstationary diffusions (Q276917) (← links)
• Lie symmetry analysis of a first-order feedback model of option pricing (Q277917) (← links)
• Lyapunov and converse Lyapunov theorems for stochastic semistability (Q344998) (← links)
• A computational method for solving stochastic Itô-Volterra integral equations based on stochastic operational matrix for generalized hat basis functions (Q349193) (← links)
• Further results on existence-uniqueness for stochastic functional differential equations (Q365867) (← links)
• Stability analysis of an epidemic model with diffusion and stochastic perturbation (Q434789) (← links)
• Approximate boundary controllability of Sobolev-type stochastic differential systems (Q458911) (← links)
• Three-dimensional modeling of tsunami generation and propagation under the effect of stochastic seismic fault source model in linearized shallow-water wave theory (Q469980) (← links)
• Sufficient stochastic maximum principle for discounted control problem (Q486238) (← links)
• Generalisation of Hajek's stochastic comparison results to stochastic sums (Q507680) (← links)
• Spatial gliding, temporal trapping, and anomalous transport (Q595976) (← links)
• Existence, continuation, and uniqueness problems of stochastic impulsive systems with time delay (Q609796) (← links)
• Large deviations for stochastic PDE with Lévy noise (Q621822) (← links)
• Average-case competitive analyses for one-way trading (Q626450) (← links)
• Gamma-type operators and the Black-Scholes semigroup (Q630489) (← links)
• Reaction-diffusion front speed enhancement by flows (Q643451) (← links)
• Mean square exponential stability of impulsive control stochastic systems with time-varying delay (Q647109) (← links)
• Backdating executive stock options -- an ex ante valuation (Q647664) (← links)
• On divergence-free drifts (Q649767) (← links)
• Importance sampling in path space for diffusion processes with slow-fast variables (Q681519) (← links)
• Liouville theorems for non-local operators (Q705981) (← links)
• A stochastic thermoelastic diffusion interaction in an infinitely long annular cylinder (Q726298) (← links)
• An efficient computational method for solving nonlinear stochastic Itô integral equations: application for stochastic problems in physics (Q728921) (← links)
• Emergent dynamics of Cucker-Smale flocking particles in a random environment (Q729960) (← links)
• The early exercise boundary under the jump to default extended CEV model (Q781553) (← links)
• New efficient numerical procedures for solving stochastic variational problems with a priori maximum pointwise error estimates (Q864651) (← links)
• A Karamata-type theorem and ruin probabilities for an insurer investing proportionally in the stock market (Q868325) (← links)
• Algorithmic analysis of Euler scheme for a class of stochastic differential equations with jumps (Q871042) (← links)
• A note on strong solutions of stochastic differential equations with a discontinuous drift coeffi\-cient (Q871363) (← links)
• Representation theorems, set-valued and fuzzy set-valued Itô integral (Q878973) (← links)
• \(p\)-Moment stability of stochastic differential equations with impulsive jump and Markovian switching (Q880352) (← links)
• Mean-square stability of analytic solution and Euler-Maruyama method for impulsive stochastic differential equations (Q903038) (← links)
• Approximate controllability of second-order neutral stochastic differential equations with infinite delay and Poisson jumps (Q905140) (← links)
• A notion of stochastic input-to-state stability and its application to stability of cascaded stochastic nonlinear systems (Q925993) (← links)
• Flexible supply contracts under price uncertainty (Q930966) (← links)
• Existence-uniqueness and continuation theorems for stochastic functional differential equations (Q944312) (← links)
• Optimal consumption and investment strategies with a perishable and an indivisible durable consumption good (Q951456) (← links)
• On mean exit time from a curvilinear domain (Q956351) (← links)
• Stability analysis of stochastic functional differential equations with infinite delay and its application to recurrent neural networks (Q964962) (← links)
• A finite element method for elliptic problems with stochastic input data (Q969315) (← links)
• Controlling a stopped diffusion process to reach a goal (Q984013) (← links)
• Stochastic integral with respect to set-valued square integrable martingales (Q984826) (← links)
• Escape probability, mean residence time and geophysical fluid particle dynamics (Q992138) (← links)
• Efficient constrained optimization: From the deterministic past to the stochastic future (Q999462) (← links)
• Controlled stochastic differential equations under Poisson uncertainty and with unbounded utility (Q1017026) (← links)
• Bayesian inference for nonlinear multivariate diffusion models observed with error (Q1023498) (← links)
• A dynamic programming approach for pricing options embedded in bonds (Q1027361) (← links)
• Optimal information acquisition for a linear quadratic control problem (Q1042161) (← links)
• Stochastic nonlinear stabilization. I: A backstepping design (Q1127399) (← links)