scientific article; zbMATH DE number 3438157

zbMath0278.60039MaRDI QIDQ4404205

Ludwig Arnold

Publication date: 1974

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Stochastic analysis (60Hxx)

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equations driven by Lévy noise ⋮ Local linearization method for the numerical solution of stochastic differential equations ⋮ The mean stability criteria in terms of two measures for stochastic differential equations with coefficient's uncertainty ⋮ Asymptotic behavior of random FitzHugh-Nagumo systems driven by colored noise ⋮ Almost sure exponential stability of hybrid stochastic functional differential equations ⋮ Mean-square stability analysis of approximations of stochastic differential equations in infinite dimensions ⋮ On the stability of stochastic dynamic equations on time scales ⋮ New Itô--Taylor expansions ⋮ Front propagation into unstable states ⋮ Stochastic continuum mechanics -- a thermodynamic-limit-free alternative to statistical mechanics: equilibrium of isothermal ideal isotropic uniform fluid. ⋮ On the optimal control of a random walk with jumps and barriers ⋮ Minimization of risks in pension funding by means of contributions and portfolio selection. ⋮ Stochastic control of funding systems. ⋮ Infinite-dimensional stochastic differential equations obtained by subordination and related Dirichlet forms. ⋮ Option pricing and perfect hedging on correlated stocks ⋮ The dynamics of implied volatilities: a common principal components approach ⋮ Relative efficiency of Gaussian stochastic process sampling procedures. ⋮ Equilibrium strategies in a defined benefit pension plan game ⋮ Energy-based feedback control for stochastic port-controlled Hamiltonian systems ⋮ Simulated maximum likelihood in nonlinear continuous-discrete state space models: importance sampling by approximate smoothing ⋮ Impact of correlated noises on additive dynamical systems ⋮ On the control of a rigid body motion affected by stochastic white Gaussian noises. ⋮ The stability of SI epidemic model in complex networks with stochastic perturbation ⋮ Synchronization of complex networks with random coupling strengths and mixed probabilistic time-varying coupling delays using sampled data ⋮ Nonfragile \(H_\infty\) control for stochastic systems with Markovian jumping parameters and random packet losses ⋮ Bayesian inference of the fractional Ornstein-Uhlenbeck process under a flow sampling scheme ⋮ Explicit criteria for mean square exponential stability of stochastic differential equations ⋮ Approximate controllability for a class of second-order stochastic evolution inclusions of Clarke's subdifferential type ⋮ On the random gamma function: theory and computing ⋮ Corrected mean-field model for random sequential adsorption on random geometric graphs ⋮ A family of fully implicit Milstein methods for stiff stochastic differential equations with multiplicative noise ⋮ Stable strong order 1.0 schemes for solving stochastic ordinary differential equations ⋮ Random mixed hyperbolic models: numerical analysis and computing ⋮ On the estimation of the covariance of the continuous multiplicative systems ⋮ Mean-square stability of second-order Runge-Kutta methods for stochastic differential equations ⋮ Efficient calibration of trinomial trees for one-factor short rate models ⋮ Almost sure asymptotic stability of drift-implicit \(\theta\)-methods for bilinear ordinary stochastic differential equations in \(\mathbb R^1\) ⋮ Stationary distribution and extinction of a stochastic viral infection model ⋮ The global solutions and moment boundedness of stochastic multipantograph equations ⋮ An empirical study of stochastic differential equation models based on component importance level for open source software ⋮ Toward a solution of a class of non-linear stochastic perturbed PDEs using automated WHEP algorithm ⋮ Analysis of stochastic viral infection model with immune impairment ⋮ Bipartite fuzzy stochastic differential equations with global Lipschitz condition ⋮ Conditions for the moment stability of linear stochastic systems ⋮ Variable effort fishing models in random environments ⋮ Two-compartment stochastic model of a neuron ⋮ A stochastic model for predator-prey systems: basic properties, stability and computer simulation ⋮ A stochastic model of IndoPacific sea surface temperature anomalies ⋮ Numerical integration of the fluctuating hydrodynamic equations ⋮ Stochastic calculus in physics ⋮ Convergence of the Robbins-Monro method for linear problems in a Banach space ⋮ Correlation free forms for nonlinear stochastic systems ⋮ Linear response and stochastic resonance of superparamagnets ⋮ The concept of `exponential input to state stability' for stochastic systems and applications to feedback stabilization ⋮ A theory of optimal timing and selectivity ⋮ Population growth in random environments ⋮ Uncertainty in phase-frequency synchronization of large populations of globally coupled nonlinear oscillators ⋮ Introduction to the numerical analysis of stochastic delay differential equations ⋮ Numerical solution of stochastic differential-algebraic equations with applications to transient noise simulation of microelectronic circuits ⋮ Stochastic dynamic models of response time and accuracy: A foundation primer ⋮ Turbulence noise. ⋮ Stabilization of partial differential equations by noise ⋮ Temporal localization of limit cycles in a noise-driven chemical oscillator ⋮ Stochastically stable one-step approximations of solutions of stochastic ordinary differential equations ⋮ Variable effort harvesting models in random environments: generalization to density-dependent noise intensities ⋮ Convergence and stability of implicit Runge-Kutta methods for systems with multiplicative noise ⋮ Robust LQG optimal controller design for multivariable discrete saturating systems with noise spectral uncertainties and nonlinear time- varying unmodeled dynamics ⋮ Moment Lyapunov exponents of a two-dimensional system in wind-induced vibration under real noise excitation. ⋮ Numerical solutions of linear stochastic differential equations ⋮ Exponential mean square stability of partially linear stochastic systems ⋮ Bilateral set-valued stochastic integral equations ⋮ On the properties of solutions for nonautonomous third-order stochastic differential equation with a constant delay ⋮ Slab dielectric waveguide with randomly fluctuating refractive indices ⋮ Small perturbations may change the sign of Lyapunov exponents for linear SDEs ⋮ Analysis of the Generalization Error: Empirical Risk Minimization over Deep Artificial Neural Networks Overcomes the Curse of Dimensionality in the Numerical Approximation of Black--Scholes Partial Differential Equations ⋮ Dynamics of Stochastic SIRS Model ⋮ EXPECTATION STABILITY OF SECOND-ORDER WEAK NUMERICAL METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS ⋮ Rounding Error in Numerical Solution of Stochastic Differential Equations ⋮ Pricing stock and bond derivatives with a multi-factor Gaussian model ⋮ Truncated ITÔ-Taylor expansions ⋮ Stability and robust stabilization to linear stochastic systems described by differential equations with markovian jumping and multiplicative white noise ⋮ Opinion Dynamics in Social Networks through Mean-Field Games ⋮ INVESTIGATION OF THE INFLUENCE OF RANDOM PERTURBATIONS ON THE DYNAMICS OF THE SYSTEM IN THE SUSLOV PROBLEM ⋮ A Class of Stochastic Games and Moving Free Boundary Problems ⋮ Nonlinear stochastic receding horizon control: stability, robustness and Monte Carlo methods for control approximation ⋮ BIAS REDUCTION IN NONPARAMETRIC DIFFUSION COEFFICIENT ESTIMATION ⋮ Convergence of Equation-Free Methods in the Case of Finite Time Scale Separation with Application to Deterministic and Stochastic Systems ⋮ Stationary Solutions for a Model of Amorphous Thin-Film Growth ⋮ SIMPLE NEURAL NETWORKS THAT OPTIMIZE DECISIONS ⋮ Evolutionary transfer functions solution for continuous–time bilinear stochastic processes with time-varying coefficients. ⋮ An analytical framework for consensus-based global optimization method ⋮ Mean-square stability of a constructed Third-order stochastic Runge--Kutta schemes for general stochastic differential equations ⋮ Moment method estimation of first-order continuous-time bilinear processes ⋮ Dynamical behavior of a stochastic ratio-dependent predator-prey system with Holling type IV functional response ⋮ Non parametric bias reduction of diffusion coefficient in integrated diffusion processes ⋮ Unnamed Item ⋮ Gravitational decoherence ⋮ Weak Second Order Explicit Exponential Runge--Kutta Methods for Stochastic Differential Equations ⋮ A Hybrid Multiscale Model for Cancer Invasion of the Extracellular Matrix ⋮ Analysis of stochastic viral infection model with lytic and nonlytic immune responses ⋮ MEAN-SQUARE EXPONENTIAL DICHOTOMY OF NUMERICAL SOLUTIONS TO STOCHASTIC DIFFERENTIAL EQUATIONS ⋮ Asymptotic dynamics and value-at-risk of large diversified portfolios in a jump-diffusion market ⋮ A Stochastic production planning problem ⋮ Deterministic and Stochastic Mean-Field SIRS Models on Heterogeneous Networks ⋮ Model-Free Robust Optimal Feedback Mechanisms of Biological Motor Control ⋮ Asymptotical mean square stability of an equilibrium point of some linear numerical solutions with multiplicative noise ⋮ Continuous dependence of the solution of random fractional-order differential equation with nonlocal conditions ⋮ Stochastic fractional differential equations driven by Lévy noise under Carathéodory conditions ⋮ Lie point symmetries of Stratonovich stochastic differential equations ⋮ IMPLIED KERNEL MODELS ⋮ Method for simulating non-linear stochastic differential equations in ℝ¹ ⋮ Khasminskii-Type Theorems for Stochastic Differential Delay Equations ⋮ Fast smooth second-order sliding mode control for stochastic systems with enumerable coloured noises ⋮ Heat-content and diffusive leakage from material sets in the low-diffusivity limit ^* ⋮ Global well-posedness and long-term behavior of discrete reaction-diffusion equations driven by superlinear noise ⋮ GENERALIZATION OF THE DYBVIG–INGERSOLL–ROSS THEOREM AND ASYMPTOTIC MINIMALITY ⋮ On nonuniform dichotomy for stochastic skew-evolution semiflows in Hilbert spaces ⋮ Stochastic Analysis of the Interaction Between Investment and Insurance Risks ⋮ A stochastic perturbation theory for non-autonomous systems ⋮ Asymptotic behaviour of non-autonomous discrete complex Ginzburg–Landau equations driven by nonlinear noise ⋮ Practical Asymptotic Stability of Nonlinear Stochastic Evolution Equations ⋮ On Lie Group Classification of a Scalar Stochastic Differential Equation ⋮ Almost Sure Exponential Stability of Stochastic Differential Delay Equations ⋮ Impulsive control of stochastic systems with applications in chaos control, chaos synchronization, and neural networks ⋮ Processes with volatility‐induced stationarity: an application for interest rates ⋮ Eddy viscosity for gravity waves propagating over turbulent surfaces ⋮ Selection of a stochastic Landau-Lifshitz equation and the stochastic persistence problem ⋮ Random Lie symmetries of Itô stochastic differential equations ⋮ Computation of minimum action paths of the stochastic nonlinear Schrödinger equation with dissipation ⋮ Analysis of small disturbances of transmission lines in dynamic stability studies ⋮ Strong convergence and asymptotic stability of explicit numerical schemes for nonlinear stochastic differential equations ⋮ Numerical Solution to Hybrid Stochastic Differential Systems ⋮ Exponential stability and stabilizability in mean square of large-scale stochastic systems ⋮ Asymptotic behavior of stochastic Schrödinger lattice systems driven by nonlinear noise ⋮ Stochastic differential games and inverse optimal control and stopper policies ⋮ PERMUTATION GROUPS AND PERIODICITY OF SYSTEMS OF DIFFERENCE EQUATIONS ⋮ NINETY PLUS THIRTY YEARS OF NONLINEAR DYNAMICS: LESS IS MORE AND MORE IS DIFFERENT ⋮ Options and earnings announcements: an empirical study for the European Options Exchange ⋮ Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach ⋮ Existence, uniqueness, and energy of modified stochastic sine-Gordon equation with multiplicative noise on one-dimensional domain ⋮ A random dynamical systems perspective on stochastic resonance ⋮ Stochastic bilinear spectral systems^† ⋮ Stabilization of Stochastic Hybrid Linear Systems with Noise ⋮ First-Passage Distributions of Bidimensional Processes ⋮ Balanced Milstein Methods for Ordinary SDEs ⋮ Undiased monte carlo estimators for functionals of weak solutions of stochastic diffretial equations ⋮ Random attractors of FitzHugh–Nagumo systems driven by colored noise on unbounded domains ⋮ Unnamed Item ⋮ Dynamics and invariant measures of multi-stochastic sine-Gordon lattices with random viscosity and nonlinear noise ⋮ Entire Solutions of a Nonlinear Diffusion System ⋮ The Bloch equation for spin dynamics in electron storage rings: Computational and theoretical aspects ⋮ A New Generalized Gronwall Inequality with a Double Singularity and Its Applications to Fractional Stochastic Differential Equations ⋮ An adaptive control architecture for leader–follower multiagent systems with stochastic disturbances and sensor and actuator attacks ⋮ Markovian spot rate dynamics with stochastic volatility structures ⋮ Discovering mean residence time and escape probability from data of stochastic dynamical systems ⋮ Unnamed Item ⋮ DETERMINISTIC AND STOCHASTIC ANALYSIS OF A NONLINEAR PREY-PREDATOR SYSTEM ⋮ Unnamed Item ⋮ An introduction to stochastic differential equations ⋮ Role of sub- and super-Poisson noise sources in population dynamics ⋮ Exponential Behavior of Solutions to Stochastic Integrodifferential Equations with Distributed Delays ⋮ New criteria for mean square exponential stability of stochastic delay differential equations ⋮ A multilevel approach for stochastic nonlinear optimal control ⋮ Discounted cost linear quadratic Gaussian control for descriptor systems ⋮ Distributed coestimation in heterogeneous sensor networks ⋮ H_∞control for 2-D T-S fuzzy FMII model with stochastic perturbation ⋮ Non Parametric Estimation of Second-Order Diffusion Equation by Using Asymmetric Kernels ⋮ Approximation properties for solutions to non-Lipschitz stochastic differential equations with Lévy noise ⋮ H_∞ fault detection for 2-D T–S discrete stochastic fuzzy systems ⋮ Generalized two-step Milstein methods for stochastic differential equations ⋮ Tracking properties of trajectories on random attracting Sets ⋮ On a universal formula for the stabilization of control stochastic nonlinear systems ⋮ Preservation of probabilistic laws through Euler methods for ornstein-uhlenbeck process ⋮ Correlation functions and variability in a periodically forced oscillatory climate model ⋮ Shooting Methods for Numerical Solution of Stochastic Boundary-Value Problems ⋮ Stochastic Taylor Expansions for the Expectation of Functionals of Diffusion Processes ⋮ Stochastic variation of constants formula for infinite dimensional equations ⋮ On the approximate controllability of stochastic stokes systems ⋮ An admissible systems approach to separation in partially observed stochastic control problems ⋮ Stabilization of evolution equations by noise ⋮ The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding ⋮ FIRST EXIT TIMES OF SOLUTIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY MULTIPLICATIVE LÉVY NOISE WITH HEAVY TAILS ⋮ CONTINUOUS-TIME DYNAMICAL SYSTEMS WITH SAMPLED DATA, ERRORS OF MEASUREMENT AND UNOBSERVED COMPONENTS ⋮ Optimal control for a class of noisy linear systems with markovian jumping parameters and quadratic cost ⋮ Diffusion approximations for complex repair systems ⋮ Problems with the estimation of stochastic differential equations using structural equations models ⋮ Asymptotic stability in probability and stabilization for a class of discrete-time stochastic systems ⋮ Theorems of Fubini Type for Iterated Stochastic Integrals ⋮ Stability for multispecies population models in random environments ⋮ Optimal overtaking control for linear time-varying systems ⋮ Divergence between sample path and moments behavior: an issue in the application of geometric brownian motion to finance ⋮ Random walk models for particle displacements in inhomogeneous unsteady turbulent flows ⋮ Gaussian reciprocal processes and self-adjoint stochastic differential equations of second order ⋮ The aliasing‐phenomenon in visual terms ⋮ A stochastic version of Jurdjevic–Quinn theorem ⋮ Stratonovich–Taylor expansion and numerical methods^∗ ⋮ Feedback stabilization of stochastic bilinear systems and of some nonlinear stochastic systems ⋮ Stability and Optimal Control of Stochastic Functional-Differential Equations With Memory ⋮ Markov Processes With Lipschitz Semigroups ⋮ A trotter product formula for random matrices ⋮ Stochastic Stabilization of a Class of Nonlinear Systems with Sampled Data Control ⋮ Derivation of Kurtosis and Option Pricing Formulas for Popular Volatility Models with Applications in Finance ⋮ A class of solvable nonlinear filters ⋮ Stochastic Satisfiability Modulo Theory: A Novel Technique for the Analysis of Probabilistic Hybrid Systems ⋮ Continuous time modeling of panel data: SEM versus filter techniques ⋮ Nonlinear continuous time modeling approaches in panel research ⋮ Assessing the relationships between Nationalism, Ethnocentrism, and Individualism in Flanders using Bergstrom's approximate discrete model ⋮ Least Squares Volatility Change Point Estimation for Partially Observed Diffusion Processes ⋮ A systematic elimination procedure for Ito stochastic differential equations and the adiabatic approximation ⋮ Arbitrage Values Generally Depend On A Parametric Rate of Return ⋮ A stochastic perturbation method for studying inverse problems of dynamics ⋮ Fuzzy stochastic differential equations of decreasing fuzziness: Approximate solutions ⋮ Weak convergence and distributional assumptions for a general class of nonliner arch models ⋮ Wall-boundary conditions in probability density function methods and application to a turbulent channel flow ⋮ Maximum likelihood estimators for generalized Cauchy processes ⋮ Stabilization and destabilizationviatime-varying noise for uncertain nonlinear systems ⋮ Robustness optimization in LQG multivariable systems with time-varying non-linear perturbations ⋮ Asymptotic behavior of stochastic discrete wave equations with nonlinear noise and damping ⋮ Global stabilization of affine stochastic systems ⋮ Weak exponential stability of stochastic differential equations ⋮ Approximate reduction of linear population models governed by stochastic differential equations: application to multiregional models ⋮ On the Second‐Order Random Walk Model for Irregular Locations ⋮ A Lagrangian stochastic model for dispersion in stratified turbulence ⋮ A stochastic Lagrangian model for acceleration in turbulent flows ⋮ Monte carlo evaluation of functionals of solutions of stochastic differential equations. variance reduction and numerical examples ⋮ P-th moment growth bounds of infinite-dimensional stochastic evolution equations ⋮ On the asymptotic behaviour of solutions of stochastic differential equations ⋮ A recursive algorithm for the solution of special non-linear stochastic differential equations ⋮ A necessary condition for optimality in a problem of stochastic control with discretized observations ⋮ Stochastic Taylor Expansions for Functionals of Diffusion Processes ⋮ Unnamed Item ⋮ Stochastic Functional Inclusion Driven by Semimartingale ⋮ The equivalent discrete-time optimal control problem for continuous-time systems with stochastic parameters ⋮ Some results on first order stochastic models and estimation for diffusion approximation of the multitype galton–watson process ⋮ y-Stability and stabilization in the mean of discrete-time stochastic systems ⋮ Remarks on Taylor Series Expansions and Conditional Expectations for Stratonovich SDEs with Complete V‐Commutativity ⋮ Computing the Minkowski Value of the Exponential Function over a Complex Disk ⋮ Square-mean almost automorphic solutions for some stochastic differential equations ⋮ A lower bound for the transition density function of a stochastic differential equation ⋮ A new comparison theorem for solutions of stochastic differential equations ⋮ Rate of convergence of an approximate solution of stochastic differential equations ⋮ A theory of spontaneous fluctuations in viscous fluids far from equilibrium ⋮ On a Stochastic Leaky Integrate-and-Fire Neuronal Model ⋮ Aplicacion de los procesos de difusion a la planificacion del desarrollo economico ⋮ Stabilization of Passive Nonlinear Stochastic Differential Systems by Bounded Feedback ⋮ STRONG SOLUTIONS FOR STOCHASTIC NONLINEAR NONLOCAL PARABOLIC EQUATIONS ⋮ On the long-time behaviour of a class of parabolic SPDE's: monotonicity methods and exchange of stability ⋮ An adaptive algorithm for optimal non-linear estimation in stochastic systems ⋮ Multifractal Products of Stationary Diffusion Processes ⋮ Asymptotic Behavior of a System of Stochastic Particles Subject to Nonlocal Interactions ⋮ Diffusion of information in a random environment ⋮ On the exponential stability and instability of linear stochastic systems ⋮ Unnamed Item ⋮ A note on the exponential asymptotic properties of linear stochastic systems ⋮ SURVIVAL ANALYSIS OF A STOCHASTIC COOPERATION SYSTEM IN A POLLUTED ENVIRONMENT ⋮ Some aspects of diffusion processes ⋮ Non-linear filtering—the link between Kalman and extended Kalman filters ⋮ Approximations for interactive Markov chains in discrete and continuous time ⋮ An improved technique for the simulation of first passage times for diffusion processes ⋮ Shooting Methods for Numerical Solution of Nonlinear Stochastic Boundary-Value Problems ⋮ A Note on Paley-Wiener-Zygmund Stochastic Integrals ⋮ Developing practical filters for non-linear systems using a new approach ⋮ Sufficient conditions for the exponentialP-stability andP-stabilizability of linear stochastic systems ⋮ On some stochastic parabolic variational inequalities ⋮ Continuous panel models with time dependent parameters ⋮ Statistical inference for some volterra population processes in a random environment ⋮ Filtering for hybrid systems with Markovian and deterministic switching parameters^(∗) ⋮ A solvable stochastic model of population growth in a region with threshold effect ⋮ LYAPUNOV SPECTRUM OF NONAUTONOMOUS LINEAR STOCHASTIC DIFFERENTIAL ALGEBRAIC EQUATIONS OF INDEX-1 ⋮ Stabilization of a class of nonlinear composite stochastic systems ⋮ Field Dynamics Inference for Local and Causal Interactions ⋮ New stochastic convergence theorems: overcoming the limitations of LaSalle theorems ⋮ A stochastic differential equation SIS model on network under Markovian switching ⋮ Split S-ROCK methods for high-dimensional stochastic differential equations ⋮ Statistical analysis and first-passage-time applications of a lognormal diffusion process with multi-sigmoidal logistic mean ⋮ Central exponents of linear stochastic differential-algebraic equations of index 1 ⋮ Stationary distribution of the Milstein scheme for stochastic differential delay equations with first-order convergence ⋮ Existence of weak pullback mean random attractors for stochastic Schrödinger lattice systems driven by superlinear noise ⋮ Stochastic differential equation modelling of cancer cell migration and tissue invasion ⋮ On inverse-gamma distribution delayed by Poisson process ⋮ Stationary distribution and global stability of stochastic predator-prey model with disease in prey population ⋮ A survey of mean-square destabilization of multidimensional linear stochastic differential systems with non-normal drift ⋮ Continuity in expectation of odd random attractors for stochastic Kuramoto-Sivashinsky equations ⋮ The locally homeomorphic property of McKean-Vlasov SDEs under the global Lipschitz condition ⋮ Global well-posedness, mean attractors and invariant measures of generalized reversible Gray-Scott lattice systems driven by nonlinear noise ⋮ Boundedness and asymptotic Behaviour of Solutions of some second-order nonlinear stochastic differential equations with delay ⋮ Nonlinear stochastic wave equations in 1D with fractional Laplacian, power-law nonlinearity and additive \(Q\)-regular noise ⋮ Optimal investment in a general stochastic factor framework under model uncertainty ⋮ Balanced implicit methods with strong order 1.5 for solving stochastic differential equations ⋮ A defined benefit pension plan model with stochastic salary and heterogeneous discounting ⋮ On the global convergence of particle swarm optimization methods ⋮ A defined benefit pension plan game with Brownian and Poisson jumps uncertainty ⋮ Periodic measures for the stochastic delay modified Swift-Hohenberg lattice systems ⋮ Asymptotic behavior of random reaction-diffusion delay equations driven by colored noise ⋮ Further investigation of stochastic nonlinear Hilfer-fractional integro-differential inclusions using almost sectorial operators ⋮ Dynamics and stability analysis for stochastic 3D Lagrangian-averaged Navier-Stokes equations with infinite delay on unbounded domains ⋮ Finite-time stability of switched stochastic systems with incremental quadratic constraints ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Probabilistic structural dynamics of protein folding ⋮ Moment decay rates of solutions of stochastic differential equations ⋮ Stabilization of a class of nonlinear stochastic systems ⋮ Stochastic differential algebraic equations of index 1 and applications in circuit simulation. ⋮ The pdf approach to turbulent polydispersed two-phase flows ⋮ A stochastic approach to the flood control problem ⋮ Stability in distribution of forward stochastic flows ⋮ Queueing models with threshold phenomena: with special reference to machine interference problems. ⋮ Effects of distributed delays on the stability of structures under seismic excitation and multiplicative noise. ⋮ Runge-Kutta methods for numerical solution of stochastic differential equations ⋮ The Lagrange and the vanishing discount techniques to controlled diffusions with cost constraints ⋮ Stochastic singular optimal control problem of switching systems with constraints ⋮ The lyapunov spectrum and stable manifolds for stochastic linear delay equations ⋮ The lyapunov spectrum and stable manifolds for stochastic linear delay equations ⋮ Stochastic differential algebraic equations of index 1 and applications in circuit simulation.