The following pages link to On a stochastic integral equation (Q5843726):
Displaying 46 items.
- The early days of geometric nonlinear control (Q466450) (← links)
- A powered Gronwall-type inequality and applications to stochastic differential equations (Q727434) (← links)
- Harmonic analysis of stochastic equations and backward stochastic differential equations (Q843710) (← links)
- Construction of strong solutions of SDE's via Malliavin calculus (Q971842) (← links)
- Itô's stochastic calculus: its surprising power for applications (Q972809) (← links)
- Itô's stochastic calculus and Heisenberg commutation relations (Q972812) (← links)
- Optimal control in wide-sense stationary continuous-time stochastic models (Q1102848) (← links)
- Backward stochastic differential equations with constraints on the gains-process (Q1307453) (← links)
- State feedback control for stochastic Markovian jump delay systems based on Lasalle-type theorem (Q1661715) (← links)
- Functional Itō calculus and stochastic integral representation of martingales (Q1942112) (← links)
- A stochastic Gronwall inequality in random time horizon and its application to BSDE (Q2069305) (← links)
- Modeling of COVID-19 propagation with compartment models (Q2088175) (← links)
- The dialectics archetypes/types (universal categorical constructions/concrete models) in the work of Alexander Grothendieck (Q2101893) (← links)
- Interview with Ulf Hashagen: exhibitions and mathematical models in the nineteenth and twentieth centuries (Q2101902) (← links)
- A forward-backward probabilistic algorithm for the incompressible Navier-Stokes equations (Q2125000) (← links)
- Book review of: D. Higham and P. Kloeden, An introduction to the numerical simulation of stochastic differential equations (Q2143335) (← links)
- On fuzzy type-1 and type-2 stochastic ordinary and partial differential equations and numerical solution (Q2318175) (← links)
- A selective overview of nonparametric methods in financial econometrics (Q2381754) (← links)
- Translation invariant diffusions in the space of tempered distributions (Q2392874) (← links)
- SPDEs with \(\alpha\)-stable Lévy noise: a random field approach (Q2444219) (← links)
- A class of stochastic differential equations with pathwise unique solutions (Q2520146) (← links)
- Continuous Markov processes and stochastic equations (Q2651517) (← links)
- A Brownian-Markov stochastic model for cart-like wheeled mobile robots (Q2687842) (← links)
- Brownian motions on metric graphs (Q2872272) (← links)
- (Q3025990) (← links)
- On Weak Solutions of Stochastic Differential Equations (Q3119084) (← links)
- A dynamo theorem (Q3220269) (← links)
- LÉVY FLIGHT SUPERDIFFUSION: AN INTRODUCTION (Q3619049) (← links)
- (Q3698010) (← links)
- (Q3812985) (← links)
- (Q4227481) (← links)
- A Technique of Finding the Variance of a Stochastic Integral Equation (Q4311621) (← links)
- (Q4317095) (← links)
- STUDY OF A STOCHASTIC INTEGRAL EQUATION USING INTEGRAL CONTRACTORS (Q4340725) (← links)
- On the Diffusion Coefficient: The Einstein Relation and Beyond (Q4414371) (← links)
- (Q4834129) (← links)
- (Q5134736) (← links)
- Strong Solutions of Some One-dimensional SDEs with Random and Unbounded Drifts (Q5239842) (← links)
- On Differentiation of Functionals Containing the First Exit of a Diffusion Process from a Domain (Q5252477) (← links)
- On a stochastic integral equation of the fredholm type (Q5633385) (← links)
- Random solution of a stochastic integral equation :almost sure and mean square convergence of successive approximations (Q5678260) (← links)
- Integrals devised for special purposes (Q5724900) (← links)
- Stochastic Processes in the Decades after 1950 (Q6096238) (← links)
- Encounters with Martingales in Stochastic Control (Q6096243) (← links)
- Performance enhancement through portfolio optimization of delayed insider information: an analysis and implementation study (Q6567280) (← links)
- Quantum pure noise-induced transitions: a truly nonclassical limit cycle sensitive to number parity (Q6596523) (← links)
