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Noise-free sampling algorithms via regularized Wasserstein proximals.
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- Research in the Mathematical Sciences, 2024, v. 11, n. 4, p. 1, doi. 10.1007/s40687-024-00479-2
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- Article
Stability and boundedness criteria for certain second-order nonlinear neutral stochastic functional differential equations.
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- Proyecciones - Journal of Mathematics, 2024, v. 43, n. 5, p. 985, doi. 10.22199/issn.0717-6279-6146
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- Article
The Averaging Principle for Caputo Type Fractional Stochastic Differential Equations with Lévy Noise.
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- Fractal & Fractional, 2024, v. 8, n. 10, p. 595, doi. 10.3390/fractalfract8100595
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- Article
A Comparative Study of Likelihood Approximations for Univariate Diffusions*.
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- Journal of Financial Econometrics, 2023, v. 21, n. 3, p. 852, doi. 10.1093/jjfinec/nbab021
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- Article
Modeling Multivariate Interest Rates Using Time-Varying Copulas and Reducible Nonlinear Stochastic Differential Equations.
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- Journal of Financial Econometrics, 2011, v. 9, n. 1, p. 198
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- Article
Seeing the Wood for the Trees: A Critical Evaluation of Methods to Estimate the Parameters of Stochastic Differential Equations.
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- Journal of Financial Econometrics, 2007, v. 5, n. 3, p. 390, doi. 10.1093/jjfinec/nbm009
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- Article
Pontryagin's Maximum Principle for Optimal Control of Stochastic SEIR Models.
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- Complexity, 2020, p. 1, doi. 10.1155/2020/6479087
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- Article
Periodic Averaging Principle for Neutral Stochastic Delay Differential Equations with Impulses.
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- Complexity, 2020, p. 1, doi. 10.1155/2020/6731091
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- Article
A Case Study on Designing a Sliding Mode Controller to Stabilize the Stochastic Effect of Noise on Mechanical Structures: Residential Buildings Equipped with ATMD.
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- Complexity, 2020, p. 1, doi. 10.1155/2020/9321928
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- Article
Resonance Mechanism of Nonlinear Vibrational Multistable Energy Harvesters under Narrow-Band Stochastic Parametric Excitations.
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- Complexity, 2019, p. 1, doi. 10.1155/2019/1050143
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- Article
Impact of Cell Size Effect on Nutrient-Phytoplankton Dynamics.
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- Complexity, 2019, p. 1, doi. 10.1155/2019/8205696
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- Article
Approximation of jump diffusions in finance and economics.
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- Computational Economics, 2007, v. 29, n. 3/4, p. 283, doi. 10.1007/s10614-006-9066-y
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- Article
Bootstrap method for misspecified ergodic Lévy driven stochastic differential equation models.
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- Annals of the Institute of Statistical Mathematics, 2023, v. 75, n. 4, p. 533, doi. 10.1007/s10463-022-00854-2
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- Article
Regularized bridge-type estimation with multiple penalties.
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- Annals of the Institute of Statistical Mathematics, 2021, v. 73, n. 5, p. 921, doi. 10.1007/s10463-020-00769-w
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- Article
Global jump filters and quasi-likelihood analysis for volatility.
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- Annals of the Institute of Statistical Mathematics, 2021, v. 73, n. 3, p. 555, doi. 10.1007/s10463-020-00768-x
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- Article
Quasi-likelihood analysis and Bayes-type estimators of an ergodic diffusion plus noise.
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- Annals of the Institute of Statistical Mathematics, 2021, v. 73, n. 1, p. 177, doi. 10.1007/s10463-020-00746-3
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- Article
Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations.
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- Annals of the Institute of Statistical Mathematics, 2011, v. 63, n. 3, p. 431, doi. 10.1007/s10463-009-0263-z
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- Article
Goodness of fit test for ergodic diffusion processes.
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- Annals of the Institute of Statistical Mathematics, 2009, v. 61, n. 4, p. 919, doi. 10.1007/s10463-007-0162-0
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- Article
Reliability Analysis Considering the Component Collision Behavior for a Large-scale Open Source Solution.
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- Quality & Reliability Engineering International, 2014, v. 30, n. 5, p. 669, doi. 10.1002/qre.1519
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- Article
Optimal control of stochastic differential equations with random impulses and the Hamilton–Jacobi–Bellman equation.
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- Optimal Control - Applications & Methods, 2024, v. 45, n. 5, p. 2113, doi. 10.1002/oca.3139
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- Article
The maximum principle for optimal control of mean‐field FBSDE driving by Teugels martingales with terminal state constraints.
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- Optimal Control - Applications & Methods, 2024, v. 45, n. 4, p. 1639, doi. 10.1002/oca.3117
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- Article
Stochastic maximum principle for moving average control system.
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- Optimal Control - Applications & Methods, 2024, v. 45, n. 1, p. 321, doi. 10.1002/oca.3059
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- Article
Maximum principle for mean‐field controlled systems driven by a fractional Brownian motion.
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- Optimal Control - Applications & Methods, 2023, v. 44, n. 6, p. 3282, doi. 10.1002/oca.3039
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Stochastic maximum principle for discrete time mean‐field optimal control problems.
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- Optimal Control - Applications & Methods, 2023, v. 44, n. 6, p. 3361, doi. 10.1002/oca.3042
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Relationship between maximum principle and dynamic programming principle for stochastic recursive optimal control problem under volatility uncertainty.
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- Optimal Control - Applications & Methods, 2023, v. 44, n. 5, p. 2457, doi. 10.1002/oca.2988
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A kind of linear‐quadratic Pareto cooperative differential game with partial information.
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- Optimal Control - Applications & Methods, 2023, v. 44, n. 5, p. 2298, doi. 10.1002/oca.2980
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- Article
A sufficient condition for optimal control problem of fully coupled forward‐backward stochastic systems with jumps: A state‐constrained control approach.
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- Optimal Control - Applications & Methods, 2023, v. 44, n. 4, p. 1936, doi. 10.1002/oca.2960
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Stochastic maximum principle for partially observed risk‐sensitive optimal control problems of mean‐field forward‐backward stochastic differential equations.
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- Optimal Control - Applications & Methods, 2022, v. 43, n. 2, p. 532, doi. 10.1002/oca.2833
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Predictor‐based H<sub>∞</sub> leader‐following consensus of stochastic multi‐agent systems with random input delay.
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- Optimal Control - Applications & Methods, 2021, v. 42, n. 5, p. 1349, doi. 10.1002/oca.2731
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Individual and mass behavior in large population forward–backward stochastic control problems: Centralized and Nash equilibrium solutions.
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- Optimal Control - Applications & Methods, 2021, v. 42, n. 5, p. 1269, doi. 10.1002/oca.2727
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A BSDE approach to stochastic linear quadratic control problem.
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- Optimal Control - Applications & Methods, 2021, v. 42, n. 4, p. 1206, doi. 10.1002/oca.2707
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- Article
Mixed optimal control of forward‐backward stochastic system.
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- Optimal Control - Applications & Methods, 2021, v. 42, n. 3, p. 833, doi. 10.1002/oca.2705
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- Article
Fully coupled mean‐field FBSDEs with jumps and related optimal control problems.
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- Optimal Control - Applications & Methods, 2021, v. 42, n. 1, p. 305, doi. 10.1002/oca.2677
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- Article
Infinite horizon optimal control for mean‐field stochastic delay systems driven by Teugels martingales under partial information.
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- Optimal Control - Applications & Methods, 2020, v. 41, n. 5, p. 1371, doi. 10.1002/oca.2602
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- Article
An asymmetric information mean‐field type linear‐quadratic stochastic Stackelberg differential game with one leader and two followers.
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- Optimal Control - Applications & Methods, 2020, v. 41, n. 4, p. 1034, doi. 10.1002/oca.2585
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- Article
Necessary and sufficient conditions of near‐optimality in a regime‐switching diffusion model.
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- Optimal Control - Applications & Methods, 2020, v. 41, n. 3, p. 793, doi. 10.1002/oca.2571
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- Article
Stochastic linear quadratic optimal control problem for systems driven by fractional Brownian motions.
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- Optimal Control - Applications & Methods, 2019, v. 40, n. 5, p. 900, doi. 10.1002/oca.2523
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- Article
Optimal control of fractional neutral stochastic differential equations with deviated argument governed by Poisson jumps and infinite delay.
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- Optimal Control - Applications & Methods, 2019, v. 40, n. 5, p. 880, doi. 10.1002/oca.2515
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- Article
Partially observed time‐inconsistent stochastic linear‐quadratic control with random jumps.
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- Optimal Control - Applications & Methods, 2018, v. 39, n. 1, p. 230, doi. 10.1002/oca.2343
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- Article
Stochastic optimal control problem for switching systems with constraints.
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- Optimal Control - Applications & Methods, 2017, v. 38, n. 4, p. 653, doi. 10.1002/oca.2277
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- Article
Quantum stochastic convolution cocycles III.
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- Mathematische Annalen, 2012, v. 352, n. 4, p. 779, doi. 10.1007/s00208-011-0656-1
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- Article
Equivalence of measures and stochastic equations of hydrodynamic theory of plasma.
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- Continuum Mechanics & Thermodynamics, 2024, v. 36, n. 4, p. 911, doi. 10.1007/s00161-024-01304-5
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- Article
Steady-state ballistic thermal transport associated with transversal motions in a damped graphene lattice subjected to a point heat source.
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- Continuum Mechanics & Thermodynamics, 2022, v. 34, n. 1, p. 297, doi. 10.1007/s00161-021-01059-3
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- Article
Steady-state kinetic temperature distribution in a two-dimensional square harmonic scalar lattice lying in a viscous environment and subjected to a point heat source.
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- Continuum Mechanics & Thermodynamics, 2020, v. 32, n. 1, p. 41, doi. 10.1007/s00161-019-00782-2
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- Article
Heat transfer in a one-dimensional harmonic crystal in a viscous environment subjected to an external heat supply.
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- Continuum Mechanics & Thermodynamics, 2019, v. 31, n. 1, p. 255, doi. 10.1007/s00161-018-0681-3
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- Article
Stochastic many-particle model for LFP electrodes.
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- Continuum Mechanics & Thermodynamics, 2018, v. 30, n. 3, p. 593, doi. 10.1007/s00161-018-0629-7
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- Article
Adiabatic Elimination in Quantum Stochastic Models.
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- Communications in Mathematical Physics, 2008, v. 283, n. 2, p. 491, doi. 10.1007/s00220-008-0513-6
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- Article
Asymptotic Analysis for a Vlasov-Fokker-Planck/ Compressible Navier-Stokes System of Equations.
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- Communications in Mathematical Physics, 2008, v. 281, n. 3, p. 573, doi. 10.1007/s00220-008-0523-4
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- Article
Quantum Stochastic Convolution Cocycles II.
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- Communications in Mathematical Physics, 2008, v. 280, n. 3, p. 575, doi. 10.1007/s00220-008-0465-x
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- Article
Global Well-Posedness for a Smoluchowski Equation Coupled with Navier-Stokes Equations in 2D.
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- Communications in Mathematical Physics, 2008, v. 278, n. 1, p. 179, doi. 10.1007/s00220-007-0384-2
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- Article