Pages that link to "Item:Q5825429"

The following pages link to On stochastic differential equations (Q5825429):

Displaying 50 items.

• Microgrid investment under uncertainty: a real option approach using closed form contingent analysis (Q256632) (← links)
• Time scale differential, integral, and variational embeddings of Lagrangian systems (Q356151) (← links)
• Further results on existence-uniqueness for stochastic functional differential equations (Q365867) (← links)
• Stability in mean of partial variables for stochastic reaction-diffusion systems with Markovian switching (Q398401) (← links)
• Almost sure exponential stability of stochastic reaction diffusion systems (Q419786) (← links)
• Stability in mean of partial variables for stochastic reaction diffusion systems (Q419792) (← links)
• Functional solution about stochastic differential equation driven by \(G\)-Brownian motion (Q480048) (← links)
• A stochastic evolutionary game perspective on the stability of strategic alliances against external opportunism (Q498091) (← links)
• Option pricing for an uncertain stock model with jumps (Q521732) (← links)
• Probability calculus of fractional order and fractional Taylor's series application to Fokker-Planck equation and information of non-random functions (Q600609) (← links)
• From Lagrangian mechanics fractal in space to space fractal Schrödinger's equation via fractional Taylor's series (Q602483) (← links)
• Introducing randomness into first-order and second-order deterministic differential equations (Q606157) (← links)
• Fractional multiple birth-death processes with birth probabilities \(\lambda _i(\Delta t)^\alpha +o((\Delta t)^\alpha)\) (Q621931) (← links)
• Nonconservative diffusions on \([0, 1]\) with killing and branching: applications to Wright-Fisher models with or without selection (Q638031) (← links)
• \(L_2\)-\(L_\infty\) filtering for stochastic systems driven by Poisson processes and Wiener processes (Q671041) (← links)
• Determining mixed linear-nonlinear coupled differential equations from multivariate discrete time series sequences (Q675936) (← links)
• On a stochastic differentiation formula for Hilbert-Schmidt valued stochastic integrals (Q689492) (← links)
• Anomalous is ubiquitous (Q719717) (← links)
• Fractional motions (Q740796) (← links)
• The interspike interval of a cable model neuron with white noise input (Q759676) (← links)
• Nonlinear Volterra functional equations and linear parabolic differential systems (Q768587) (← links)
• Stability criteria on delay-dependent robust stability for uncertain neutral stochastic nonlinear systems with time-delay (Q824850) (← links)
• Harmonic analysis of stochastic equations and backward stochastic differential equations (Q843710) (← links)
• Whitening as a tool for estimating mutual information in spatiotemporal data sets (Q857639) (← links)
• The 2005 Neyman lecture: dynamic indeterminism in science (Q900484) (← links)
• Holomorphic functions and the Itô chaos (Q904198) (← links)
• Probabilistic modeling of aerated lagoons: A comparison of methodologies (Q911944) (← links)
• A survey of numerical methods for stochastic differential equations (Q914251) (← links)
• Stock exchange fractional dynamics defined as fractional exponential growth driven by (usual) Gaussian white noise. Application to fractional Black-Scholes equations (Q939363) (← links)
• Itô's stochastic calculus: its surprising power for applications (Q972809) (← links)
• Itô's theory of excursion point processes and its developments (Q972810) (← links)
• Itô's stochastic calculus and Heisenberg commutation relations (Q972812) (← links)
• Exact solutions of stochastic differential equations: Gompertz, generalized logistic and revised exponential (Q973030) (← links)
• Derivation and solutions of some fractional Black-Scholes equations in coarse-grained space and time. Application to Merton's optimal portfolio (Q980221) (← links)
• A stochastic differential game of capitalism (Q990293) (← links)
• Stochastic modeling of particle movement with application to marine biology and oceanography (Q993795) (← links)
• Applying the maximum NPV rule with discounted/growth factors to a flexible production scale model (Q1027553) (← links)
• Stochastic modeling of the growth process (Q1041314) (← links)
• An approach via fractional analysis to non-linearity induced by coarse-graining in space (Q1049470) (← links)
• Use of stochastic control theory to model a forest management system (Q1057780) (← links)
• Optimal control in wide-sense stationary continuous-time stochastic models (Q1102848) (← links)
• Nonlinear filtering algorithms for vector processing machines (Q1142745) (← links)
• A stochastic analysis of the growth of competing microbial populations in a continuous biochemical reactor (Q1147653) (← links)
• An abstract nonlinear stochastic integral equation (Q1172877) (← links)
• Successive approximations to solutions of stochastic differential equations (Q1184665) (← links)
• An approximate method of stochastic terminal control for nonlinear dynamical systems (Q1211025) (← links)
• Global properties of diffusion processes on cylindrical type phase space (Q1212312) (← links)
• The effects of random selection on gene frequency (Q1229816) (← links)
• A random-walk model of human mortality and aging (Q1235082) (← links)
• On a class of nonlinear stochastic evolution equations (Q1238564) (← links)