Found: 2836
Select item for more details and to access through your institution.
Regularity preservation in Kolmogorov equations for non-Lipschitz coefficients under Lyapunov conditions.
- Published in:
- Probability Theory & Related Fields, 2024, v. 190, n. 1/2, p. 259, doi. 10.1007/s00440-024-01313-0
- By:
- Publication type:
- Article
Existence and Uniqueness Theorems for Stochastic Differential-Difference Hybrid Systems.
- Published in:
- Differential Equations, 2024, v. 60, n. 5, p. 576, doi. 10.1134/S0012266124050033
- By:
- Publication type:
- Article
Stochastic delayed analysis of coronavirus model through efficient computational method.
- Published in:
- Scientific Reports, 2024, v. 14, n. 1, p. 1, doi. 10.1038/s41598-024-70089-z
- By:
- Publication type:
- Article
A physics-informed neural SDE network for learning cellular dynamics from time-series scRNA-seq data.
- Published in:
- Bioinformatics, 2024, v. 40, p. ii120, doi. 10.1093/bioinformatics/btae400
- By:
- Publication type:
- Article
Optimal Relaxed Control for a Decoupled G-FBSDE.
- Published in:
- Journal of Optimization Theory & Applications, 2024, v. 202, n. 3, p. 1027, doi. 10.1007/s10957-024-02495-2
- By:
- Publication type:
- Article
On near-martingales and a class of anticipating linear stochastic differential equations.
- Published in:
- Infinite Dimensional Analysis, Quantum Probability & Related Topics, 2024, v. 27, n. 3, p. 1, doi. 10.1142/S0219025723500297
- By:
- Publication type:
- Article
Stochastic maximum principle for partially observed optimal control problem of McKean–Vlasov FBSDEs with Teugels martingales.
- Published in:
- Random Operators & Stochastic Equations, 2024, v. 32, n. 3, p. 249, doi. 10.1515/rose-2024-2012
- By:
- Publication type:
- Article
Optimal control of stochastic differential equations with random impulses and the Hamilton–Jacobi–Bellman equation.
- Published in:
- Optimal Control - Applications & Methods, 2024, v. 45, n. 5, p. 2113, doi. 10.1002/oca.3139
- By:
- Publication type:
- Article
The Implicit Euler Scheme for FSDEs with Stochastic Forcing: Existence and Uniqueness of the Solution.
- Published in:
- Mathematics (2227-7390), 2024, v. 12, n. 16, p. 2436, doi. 10.3390/math12162436
- By:
- Publication type:
- Article
Langevin power curve analysis for numerical wind energy converter models with new insights on high frequency power performance.
- Published in:
- Wind Energy, 2015, v. 18, n. 11, p. 1953, doi. 10.1002/we.1799
- By:
- Publication type:
- Article
On the robustness of the fixed points for a dynamical performance characteristic-or: a closer look at the Langevin power curve.
- Published in:
- Wind Energy, 2015, v. 18, n. 4, p. 663, doi. 10.1002/we.1718
- By:
- Publication type:
- Article
Stochastic modeling of lift and drag dynamics under turbulent wind inflow conditions.
- Published in:
- Wind Energy, 2015, v. 18, n. 2, p. 317, doi. 10.1002/we.1699
- By:
- Publication type:
- Article
Regularity of Harmonic functions for a class of singular stable-like processes.
- Published in:
- Mathematische Zeitschrift, 2010, v. 266, n. 3, p. 489, doi. 10.1007/s00209-009-0581-0
- By:
- Publication type:
- Article
Note on Schramm-Loewner Evolution for Superconformal Algebras.
- Published in:
- Theoretical & Mathematical Physics, 2019, v. 199, n. 1, p. 501, doi. 10.1134/S0040577919040020
- By:
- Publication type:
- Article
Aspects of proper differential sequences of ordinary differential equations.
- Published in:
- Theoretical & Mathematical Physics, 2009, v. 159, n. 1, p. 474, doi. 10.1007/s11232-009-0038-y
- By:
- Publication type:
- Article
Quantum non-Markovian Langevin equations and transport coefficients for an inverted oscillator.
- Published in:
- Theoretical & Mathematical Physics, 2008, v. 156, n. 3, p. 1331, doi. 10.1007/s11232-008-0110-z
- By:
- Publication type:
- Article
Evolution Equations for Markov Cocycles Obtained by Second Quantization in the Symplectic Fock Space.
- Published in:
- Theoretical & Mathematical Physics, 2006, v. 146, n. 1, p. 152, doi. 10.1007/s11232-006-0015-7
- By:
- Publication type:
- Article
Resolvent limits of the quantum evolution of open systems.
- Published in:
- Mathematical Notes, 2006, v. 80, n. 3/4, p. 454, doi. 10.1007/s11006-006-0162-z
- By:
- Publication type:
- Article
On Self-Adjoint Extensions of Schrödinger Operators Degenerating on a Pair of Half-Lines and the Corresponding Markovian Cocycles.
- Published in:
- Mathematical Notes, 2004, v. 76, n. 3/4, p. 315, doi. 10.1023/B:MATN.0000043458.91218.7b
- By:
- Publication type:
- Article
Equations Related to Stochastic Processes: Semigroup Approach and Fourier Transform.
- Published in:
- Journal of Mathematical Sciences, 2024, v. 278, n. 1, p. 115, doi. 10.1007/s10958-024-06909-4
- By:
- Publication type:
- Article
THE PATHWISE-DETERMINED MAXIMUM PRINCIPLE AND SYMMETRIC INTEGRALS.
- Published in:
- Journal of Mathematical Sciences, 2022, v. 266, n. 6, p. 817, doi. 10.1007/s10958-022-06144-9
- By:
- Publication type:
- Article
Robust equilibrium investment and reinsurance strategy with bounded memory and common shock dependence.
- Published in:
- RAIRO: Operations Research (2804-7303), 2022, v. 56, n. 1, p. 77, doi. 10.1051/ro/2021182
- By:
- Publication type:
- Article
Leader-Follower Formation Control of Uncertain USV Networks Under Stochastic Disturbances.
- Published in:
- International Journal of Industrial Electronics Control & Optimization, 2022, v. 5, n. 2, p. 133
- By:
- Publication type:
- Article
THE W-METHOD IN STABILITY ANALYSIS OF STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS.
- Published in:
- Functional Differential Equations (0793-1786), 2022, v. 29, n. 3/4, p. 167, doi. 10.26351/FDE/29/3-4/4
- By:
- Publication type:
- Article
ANALYSIS OF THE MCKENDRICK-VON FOERSTER EQUATION WITH WEIGHTED WHITE NOISE BY MEANS OF STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS.
- Published in:
- Functional Differential Equations (0793-1786), 2021, v. 28, n. 3/4, p. 125, doi. 10.26351/FDE/28/3-4/5
- By:
- Publication type:
- Article
Dynamical Analysis for a General Jerky Equation with Random Excitation.
- Published in:
- Journal of Nonlinear Modeling & Analysis, 2023, v. 5, n. 3, p. 456, doi. 10.12150/jnma.2023.456
- By:
- Publication type:
- Article
The Regularity of Stochastic Convolution Driven by Tempered Fractional Brownian Motion and Its Application to Mean-field Stochastic Differential Equations.
- Published in:
- Journal of Nonlinear Modeling & Analysis, 2022, v. 4, n. 3, p. 587, doi. 10.12150/jnma.2022.587
- By:
- Publication type:
- Article
Stability of Delayed Markovian Switching Stochastic Neutral-type Reaction-diffusion Neural Networks.
- Published in:
- Journal of Nonlinear Modeling & Analysis, 2022, v. 4, n. 3, p. 562, doi. 10.12150/jnma.2022.562
- By:
- Publication type:
- Article
Optimization Under Rational Expectations: A Framework of Fully Coupled Forward-Backward Stochastic Linear Quadratic Systems.
- Published in:
- Mathematics of Operations Research, 2023, v. 48, n. 3, p. 1767, doi. 10.1287/moor.2022.1319
- By:
- Publication type:
- Article
Risk-Averse Optimal Control in Continuous Time by Nesting Risk Measures.
- Published in:
- Mathematics of Operations Research, 2023, v. 48, n. 3, p. 1657, doi. 10.1287/moor.2022.1314
- By:
- Publication type:
- Article
An Equilibrium Model for the Cross Section of Liquidity Premia.
- Published in:
- Mathematics of Operations Research, 2023, v. 48, n. 3, p. 1423, doi. 10.1287/moor.2022.1307
- By:
- Publication type:
- Article
Infinite Horizon Stochastic Impulse Control with Delay and Random Coefficients.
- Published in:
- Mathematics of Operations Research, 2022, v. 47, n. 1, p. 665, doi. 10.1287/moor.2021.1145
- By:
- Publication type:
- Article
A Mean Field Game of Optimal Portfolio Liquidation.
- Published in:
- Mathematics of Operations Research, 2021, v. 46, n. 4, p. 1250, doi. 10.1287/moor.2020.1094
- By:
- Publication type:
- Article
ɛ-Strong Simulation of Fractional Brownian Motion and Related Stochastic Differential Equations.
- Published in:
- Mathematics of Operations Research, 2021, v. 46, n. 2, p. 559, doi. 10.1287/moor.2020.1078
- By:
- Publication type:
- Article
Control-Stopping Games for Market Microstructure and Beyond.
- Published in:
- Mathematics of Operations Research, 2020, v. 45, n. 4, p. 1289, doi. 10.1287/moor.2019.1033
- By:
- Publication type:
- Article
A Stochastic Analysis of Queues with Customer Choice and Delayed Information.
- Published in:
- Mathematics of Operations Research, 2020, v. 45, n. 3, p. 1104, doi. 10.1287/moor.2019.1024
- By:
- Publication type:
- Article
Future Expectations Modeling, Random Coefficient Forward–Backward Stochastic Differential Equations, and Stochastic Viscosity Solutions.
- Published in:
- Mathematics of Operations Research, 2020, v. 45, n. 2, p. 403, doi. 10.1287/moor.2018.0981
- By:
- Publication type:
- Article
A Tale of a Principal and Many, Many Agents.
- Published in:
- Mathematics of Operations Research, 2019, v. 44, n. 2, p. 440, doi. 10.1287/moor.2018.0931
- By:
- Publication type:
- Article
Robust Portfolio Choice and Indifference Valuation.
- Published in:
- Mathematics of Operations Research, 2014, v. 39, n. 4, p. 1109, doi. 10.1287/moor.2014.0646
- By:
- Publication type:
- Article
Localization and Exact Simulation of Brownian Motion-Driven Stochastic Differential Equations.
- Published in:
- Mathematics of Operations Research, 2013, v. 38, n. 3, p. 591, doi. 10.1287/moor.2013.0585
- By:
- Publication type:
- Article
Quadratic Hedging and Mean-Variance Portfolio Selection with Random Parameters in an Incomplete Market.
- Published in:
- Mathematics of Operations Research, 2004, v. 29, n. 1, p. 132, doi. 10.1287/moor.1030.0065
- By:
- Publication type:
- Article
MEAN-VARIANCE PORTFOLIO SELECTION WITH RANDOM PARAMETERS IN A COMPLETE MARKET.
- Published in:
- Mathematics of Operations Research, 2002, v. 27, n. 1, p. 101, doi. 10.1287/moor.27.1.101.337
- By:
- Publication type:
- Article
OPTIMAL IMPULSE CONTROL WHEN CONTROL ACTIONS HAVE RANDOM CONSEQUENCES.
- Published in:
- Mathematics of Operations Research, 1997, v. 22, n. 3, p. 639, doi. 10.1287/moor.22.3.639
- By:
- Publication type:
- Article
STOCHASTIC DIFFERENTIAL EQUATIONS SIMULATION OF EULER-MARUYAMA APPROXIMATION METHOD.
- Published in:
- Journal of Natural Sciences & Mathematics (JNSM), 2021, v. 6, n. 11/12, p. 110
- By:
- Publication type:
- Article
Review of stochastic differential equations in statistical arbitrage pairs trading.
- Published in:
- Managerial Economics (1898-1143), 2019, v. 20, n. 2, p. 71, doi. 10.7494/manage.2019.20.2.71
- By:
- Publication type:
- Article
Pairs trading with the persistence-based decomposition model.
- Published in:
- Managerial Economics (1898-1143), 2019, v. 20, n. 2, p. 151, doi. 10.7494/manage.2019.20.2.151
- By:
- Publication type:
- Article
Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations.
- Published in:
- Journal of Numerical Mathematics, 2023, v. 31, n. 1, p. 1, doi. 10.1515/jnma-2021-0111
- By:
- Publication type:
- Article
On wave propagation in a random micropolar generalized thermoelastic medium.
- Published in:
- Archives of Thermodynamics, 2017, v. 38, n. 2, p. 21, doi. 10.1515/aoter-2017-0009
- By:
- Publication type:
- Article
Learning stochastic closures using ensemble Kalman inversion.
- Published in:
- Transactions of Mathematics & Its Applications, 2021, v. 5, n. 1, p. 1, doi. 10.1093/imatrm/tnab003
- By:
- Publication type:
- Article
A Stochastic Maximum Principle for a Minimization Problem Under Partial Information.
- Published in:
- General Letters in Mathematics (GLM), 2022, v. 12, n. 2, p. 64, doi. 10.31559/glm2022.12.2.3
- By:
- Publication type:
- Article