Pages that link to "Item:Q1059928"

The following pages link to Stochastic differential equations. An introduction with applications (Q1059928):

Displaying 50 items.

• Risk-minimization for life insurance liabilities with basis risk (Q253099) (← links)
• Mean and variance of the LQG cost function (Q259452) (← links)
• Asymptotic equivalence of discretely observed diffusion processes and their Euler scheme: small variance case (Q265666) (← links)
• Learning from private and public observations of others' actions (Q417608) (← links)
• State and output feedback finite-time guaranteed cost control of linear Itô stochastic systems (Q498073) (← links)
• Introducing randomness into first-order and second-order deterministic differential equations (Q606157) (← links)
• Optimal hedging and equilibrium in a dynamic futures market (Q751449) (← links)
• Optimal contracts for agents with adverse selection (Q779104) (← links)
• The value of the option to `wait and see' (Q806651) (← links)
• Diffusion models for chemotaxis: A statistical analysis of noninteractive unicellular movement (Q807444) (← links)
• Comparison of deterministic and stochastic SIRS epidemic model with saturating incidence and immigration (Q889499) (← links)
• Optimal shutdown decisions in resource extraction (Q900080) (← links)
• A nonparametric model for spot price dynamics and pricing of futures contracts in electricity markets (Q905391) (← links)
• Two-particle models for the estimation of the mean and standard deviation of concentrations in coastal waters (Q1001496) (← links)
• Ruin problems and myopic portfolio optimization in continuous trading (Q1083122) (← links)
• A stochastic approach to quasi-everywhere boundary convergence of harmonic functions (Q1098176) (← links)
• Contingent claims valuation when the security price is a combination of an Itō process and a random point process (Q1103505) (← links)
• On optimal timing of investment when cost components are additive and follow geometric diffusions (Q1186061) (← links)
• The probabilistic solution of the third boundary value problem for second order elliptic equations (Q1263887) (← links)
• Double barrier hitting time distributions with applications to exotic options (Q1276457) (← links)
• Solution of a two-dimensional stochastic investment problem (Q1294193) (← links)
• Numerical solution of stochastic differential-algebraic equations with applications to transient noise simulation of microelectronic circuits (Q1298671) (← links)
• A utility based approach to information for stochastic differential equations (Q1312299) (← links)
• Filtering for a signal given by a linear stochastic retarded differential equation (Q1364828) (← links)
• Piecewise deterministic Markov processes for continuous-time Monte Carlo (Q1630397) (← links)
• Algorithmic solution of stochastic differential equations (Q1662550) (← links)
• Nonuniqueness for the kinetic Fokker-Planck equation with inelastic boundary conditions (Q1710973) (← links)
• Optimal controller/observer gains of discounted-cost LQG systems (Q1737765) (← links)
• Approximate controllability for a class of second-order stochastic evolution inclusions of Clarke's subdifferential type (Q1743257) (← links)
• Theory of stochastic differential equations with jumps and applications. (Q1781402) (← links)
• Global existence of solutions for perturbed differential equations (Q1913399) (← links)
• Orthogonality in complex martingale spaces and connections with the Beurling-Ahlfors transform (Q1928889) (← links)
• Stabilization of a class of uncertain large-scale stochastic systems with time delays (Q1961211) (← links)
• Finite elements for stochastic media problems (Q1965186) (← links)
• Poincaré inequality on subanalytic sets (Q1979243) (← links)
• Stabilization of company's income modeled by a system of discrete stochastic equations (Q1994645) (← links)
• Stochastic modelling and analysis of harvesting model: application to ``summer fishing moratorium'' by intermittent control (Q2033973) (← links)
• Well-posedness and regularity of Caputo-Hadamard fractional stochastic differential equations (Q2035761) (← links)
• Periodic solution of stochastic process in the distributional sense (Q2064542) (← links)
• Exact simulation of the first passage time through a given level of jump diffusions (Q2079352) (← links)
• Existence, uniqueness, and stability of Fourier series solutions of stochastic wave equations with cubic nonlinearities in 3D (Q2105532) (← links)
• Solutions of a disease model with fractional white noise (Q2120701) (← links)
• One dynamical input reconstruction problem: tuning of solving algorithm via numerical experiments (Q2127775) (← links)
• On a problem of dynamical input reconstruction for a system of special type under conditions of uncertainty (Q2129785) (← links)
• Numerical method of highly nonlinear and nonautonomous neutral stochastic differential delay equations with Markovian switching (Q2138859) (← links)
• Risk management for crude oil futures: an optimal stopping-timing approach (Q2150832) (← links)
• Stochastic control of ecological networks (Q2153745) (← links)
• On the speed of convergence of Picard iterations of backward stochastic differential equations (Q2165738) (← links)
• Closed-form pricing formulas for variance swaps in the Heston model with stochastic long-run mean of variance (Q2167364) (← links)
• Asymptotic symmetry and asymptotic solutions to Ito stochastic differential equations (Q2167620) (← links)