Works matching DE "STOCHASTIC differential equations"
Results: 3568
Author index Volume 19 (2021).
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- Analysis & Applications, 2021, v. 19, n. 6, p. 1113, doi. 10.1142/S0219530521990013
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Data informed solution estimation for forward-backward stochastic differential equations.
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- Analysis & Applications, 2021, v. 19, n. 3, p. 439, doi. 10.1142/S0219530520400102
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Rectified deep neural networks overcome the curse of dimensionality for nonsmooth value functions in zero-sum games of nonlinear stiff systems.
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- Analysis & Applications, 2020, v. 18, n. 6, p. 951, doi. 10.1142/S0219530520500116
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DYNAMICS OF A STOCHASTIC RATIO-DEPENDENT PREDATOR-PREY MODEL.
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- Analysis & Applications, 2011, v. 9, n. 3, p. 329, doi. 10.1142/S0219530511001868
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Stochastic Evolutions in Superspace and Superconformal Field Theory.
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- Letters in Mathematical Physics, 2004, v. 68, n. 1, p. 41, doi. 10.1007/s11005-004-5100-y
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Holevo-Ordering and the Continuous-Time Limit for Open Floquet Dynamics.
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- Letters in Mathematical Physics, 2004, v. 67, n. 3, p. 207, doi. 10.1023/B:MATH.0000035039.56638.e1
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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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Exponential Stability of Highly Nonlinear Hybrid Neutral Pantograph Stochastic Systems with Multiple Delays.
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- Acta Applicandae Mathematicae, 2025, v. 195, n. 1, p. 1, doi. 10.1007/s10440-025-00705-1
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Universal generative modeling in dual domains for dynamic MRI.
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- NMR in Biomedicine, 2023, v. 36, n. 12, p. 1, doi. 10.1002/nbm.5011
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Jump Phenomena and Bifurcations in Stochastic Vehicle-Road Dynamics.
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- PAMM: Proceedings in Applied Mathematics & Mechanics, 2015, v. 15, n. 1, p. 561, doi. 10.1002/pamm.201510271
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On the solution of the Fokker-Planck equation on infinite domains using problem-specific orthonormal basis functions in a Galerkin-type method.
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- PAMM: Proceedings in Applied Mathematics & Mechanics, 2014, v. 14, n. 1, p. 767, doi. 10.1002/pamm.201410366
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Optimal control problem of various epidemic models with uncertainty based on deep reinforcement learning.
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- Numerical Methods for Partial Differential Equations, 2022, v. 38, n. 6, p. 2142, doi. 10.1002/num.22872
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Analytical solution of stochastic differential equation by multilayer perceptron neural network approximation of Fokker–Planck equation.
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- Numerical Methods for Partial Differential Equations, 2020, v. 36, n. 3, p. 637, doi. 10.1002/num.22445
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Semi-implicit Milstein approximation scheme for non-colliding particle systems.
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- Calcolo, 2019, v. 56, n. 3, p. N.PAG, doi. 10.1007/s10092-019-0319-2
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Almost sure exponential stability of the θ-Euler–Maruyama method, when θ∈(12,1), for neutral stochastic differential equations with time-dependent delay under nonlinear growth conditions.
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- Calcolo, 2019, v. 56, n. 2, p. N.PAG, doi. 10.1007/s10092-019-0306-7
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Structure-preserving stochastic conformal exponential integrator for linearly damped stochastic differential equations.
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- Calcolo, 2019, v. 56, n. 1, p. 1, doi. 10.1007/s10092-019-0302-y
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Strong convergence and stability of backward Euler-Maruyama scheme for highly nonlinear hybrid stochastic differential delay equation.
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- Calcolo, 2015, v. 52, n. 4, p. 445, doi. 10.1007/s10092-014-0124-x
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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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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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Interference Studies Between Adjacent Satellite Communications Systems operating Above 10 GHz and Using Power Control as Fade Mitigation Technique.
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- Wireless Personal Communications, 2014, v. 77, n. 2, p. 1311, doi. 10.1007/s11277-013-1582-1
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Noncooperative Dynamic Routing with Bandwidth Constraint in Intermittently Connected Deep Space Information Networks Under Scheduled Contacts.
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- Wireless Personal Communications, 2013, v. 68, n. 4, p. 1255, doi. 10.1007/s11277-012-0507-8
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Integrability of Solutions to Mixed Stochastic Differential Equations.
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- Journal of Mathematical Sciences, 2014, v. 198, n. 4, p. 457, doi. 10.1007/s10958-014-1802-6
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Cauchy problem for the Fokker-Planck-Kolmogorov equation of a multidimensional normal Markovian process.
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- Journal of Mathematical Sciences, 2011, v. 176, n. 4, p. 505, doi. 10.1007/s10958-011-0418-3
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Studying Long-term Variations in the Caspian Sea with the Use of the Theory of Stochastic Differential Equations.
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- Water Resources, 2002, v. 29, n. 3, p. 270, doi. 10.1023/A:1015672028119
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Nonlinear Models of River Runoff Variations.
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- Water Resources, 2002, v. 29, n. 1, p. 55, doi. 10.1023/A:1013801308608
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Control-Stopping Games for Market Microstructure and Beyond.
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- Mathematics of Operations Research, 2020, v. 45, n. 4, p. 1289, doi. 10.1287/moor.2019.1033
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A Stochastic Analysis of Queues with Customer Choice and Delayed Information.
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- Mathematics of Operations Research, 2020, v. 45, n. 3, p. 1104, doi. 10.1287/moor.2019.1024
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Future Expectations Modeling, Random Coefficient Forward–Backward Stochastic Differential Equations, and Stochastic Viscosity Solutions.
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- Mathematics of Operations Research, 2020, v. 45, n. 2, p. 403, doi. 10.1287/moor.2018.0981
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A Tale of a Principal and Many, Many Agents.
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- Mathematics of Operations Research, 2019, v. 44, n. 2, p. 440, doi. 10.1287/moor.2018.0931
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Robust Portfolio Choice and Indifference Valuation.
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- Mathematics of Operations Research, 2014, v. 39, n. 4, p. 1109, doi. 10.1287/moor.2014.0646
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Localization and Exact Simulation of Brownian Motion-Driven Stochastic Differential Equations.
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- Mathematics of Operations Research, 2013, v. 38, n. 3, p. 591, doi. 10.1287/moor.2013.0585
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Quadratic Hedging and Mean-Variance Portfolio Selection with Random Parameters in an Incomplete Market.
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- Mathematics of Operations Research, 2004, v. 29, n. 1, p. 132, doi. 10.1287/moor.1030.0065
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MEAN-VARIANCE PORTFOLIO SELECTION WITH RANDOM PARAMETERS IN A COMPLETE MARKET.
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- Mathematics of Operations Research, 2002, v. 27, n. 1, p. 101, doi. 10.1287/moor.27.1.101.337
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OPTIMAL IMPULSE CONTROL WHEN CONTROL ACTIONS HAVE RANDOM CONSEQUENCES.
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- Mathematics of Operations Research, 1997, v. 22, n. 3, p. 639, doi. 10.1287/moor.22.3.639
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Early warning signals of demographic regime shifts in invading populations.
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- Population Ecology, 2009, v. 51, n. 3, p. 419, doi. 10.1007/s10144-009-0148-2
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On the pricing and hedging of precipitation derivatives.
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- Probability, Uncertainty & Quantitative Risk, 2024, v. 9, n. 4, p. 1, doi. 10.3934/puqr.2024021
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Exponential growth BSDE driven by a marked point process.
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- Probability, Uncertainty & Quantitative Risk, 2024, v. 9, n. 4, p. 1, doi. 10.3934/puqr.2024020
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ϵ-Nash mean-field games for stochastic linear-quadratic systems with delay and applications.
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- Probability, Uncertainty & Quantitative Risk, 2024, v. 9, n. 3, p. 1, doi. 10.3934/puqr.2024017
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Penalization schemes for BSDEs and reflected BSDEs with generalized driver.
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- Probability, Uncertainty & Quantitative Risk, 2024, v. 9, n. 3, p. 1, doi. 10.3934/puqr.2024014
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Deep learning scheme for forward utilities using ergodic BSDEs.
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- Probability, Uncertainty & Quantitative Risk, 2024, v. 9, n. 2, p. 1, doi. 10.3934/puqr.2024009
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G -forward performance process and representation of homothetic case via ergodic quadratic G -BSDE.
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- Probability, Uncertainty & Quantitative Risk, 2024, v. 9, n. 1, p. 1, doi. 10.3934/puqr.2024005
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G-stochastic maximum principle for risk-sensitive control problem and its applications.
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- Probability, Uncertainty & Quantitative Risk, 2023, v. 8, n. 4, p. 463, doi. 10.3934/puqr.2023021
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Backward doubly-stochastic differential equations with mean reflection.
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- Probability, Uncertainty & Quantitative Risk, 2023, v. 8, n. 4, p. 417, doi. 10.3934/puqr.2023019
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Mean-field stochastic differential equations with a discontinuous diffusion coefficient.
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- Probability, Uncertainty & Quantitative Risk, 2023, v. 8, n. 3, p. 351, doi. 10.3934/puqr.2023016
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Uniform convergence rates for spot volatility estimation.
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- Probability, Uncertainty & Quantitative Risk, 2023, v. 8, n. 3, p. 321, doi. 10.3934/puqr.2023014
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On the uniqueness result for the BSDE with deterministic coefficient.
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- Probability, Uncertainty & Quantitative Risk, 2023, v. 8, n. 3, p. 309, doi. 10.3934/puqr.2023013
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BSDEs with stochastic Lipschitz condition: A general result.
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- Probability, Uncertainty & Quantitative Risk, 2023, v. 8, n. 2, p. 267, doi. 10.3934/puqr.2023011
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Optimal consumption-investment under partial information in conditionally log-Gaussian models.
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- Probability, Uncertainty & Quantitative Risk, 2023, v. 8, n. 1, p. 95, doi. 10.3934/puqr.2023005
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Optimal control of SDEs with expected path constraints and related constrained FBSDEs.
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- Probability, Uncertainty & Quantitative Risk, 2022, v. 7, n. 4, p. 365, doi. 10.3934/puqr.2022020
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Backward stochastic differential equations and backward stochastic Volterra integral equations with anticipating generators.
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- Probability, Uncertainty & Quantitative Risk, 2022, v. 7, n. 4, p. 301, doi. 10.3934/puqr.2022018
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