Works matching DE "STOCHASTIC integral equations"

Results: 85

CONTINUITY THEOREMS IN STOCHASTIC CONTROL PROBLEMS.

Published in:

Mathematics of Operations Research, 1982, v. 7, n. 4, p. 568, doi. 10.1287/moor.7.4.568

By:

Yamada, Keigo

Publication type:

Article

Numerical method for solving linear stochastic Itô-Volterra integral equations driven by fractional Brownian motion using hat functions.

Published in:

Turkish Journal of Mathematics, 2017, v. 41, n. 3, p. 611, doi. 10.3906/mat-1508-50

By:

HASHEMI, Bentol Hoda;
KHODABIN, Morteza;
MALEKNEJAD, Khosrow

Publication type:

Article

Conditional cubic stochastic operator.

Published in:

Journal of Difference Equations & Applications, 2015, v. 21, n. 12, p. 1163, doi. 10.1080/10236198.2015.1062481

By:

Davronov, R.R.;
Jamilov, U.U.;
Ladra, M.

Publication type:

Article

THE ITÔ-HENSTOCK STOCHASTIC DIFFERENTIAL EQUATIONS.

Published in:

Real Analysis Exchange, 2012, v. 37, n. 2, p. 411, doi. 10.14321/realanalexch.37.2.0411

By:

Tan Soon Boon;
Toh Tin Lam

Publication type:

Article

Existence of Solutions of General Nonlinear Stochastic Volterra Fredholm Integral Equations.

Published in:

Stochastic Analysis & Applications, 2005, v. 23, n. 4, p. 827, doi. 10.1081/SAP-200064487

By:

Balachandran, K.;
Sumathy, K.;
Kuo, H. H.

Publication type:

Article

Computing a Stationary Base-Stock Policy for a Finite Horizon Stochastic Inventory Problem with Non-linear Shortage Costs.

Published in:

Stochastic Analysis & Applications, 2004, v. 22, n. 3, p. 589, doi. 10.1081/SAP-120030447

By:

Çetinkaya, S.;
Parlar, M.

Publication type:

Article

The Non-uniform Riemann Approach to Anticipating Stochastic Integrals.

Published in:

Stochastic Analysis & Applications, 2004, v. 22, n. 2, p. 429, doi. 10.1081/SAP-120028598

By:

Chew Tuan Seng;
Huang Zhiyuan;
Wang Cai Shi

Publication type:

Article

Existence of Random Solutions of a General Class of Stochastic Functional Integral Equations.

Published in:

Stochastic Analysis & Applications, 2003, v. 21, n. 5, p. 1189, doi. 10.1081/SAP-120024709

By:

Subramaniam, R.;
Balachandran, K.;
Kim, J.

Publication type:

Article

On Markov Chain Approximations to Semilinear Partial Differential Equations Driven by Poisson Measure Noise.

Published in:

Stochastic Analysis & Applications, 2003, v. 21, n. 2, p. 419, doi. 10.1081/SAP-120019293

By:

Kouritzin, Michael;
Long, Hongwei;
Sun, Wei

Publication type:

Article

On the stochastic integral equations with non-lipschitz coefficients.

Published in:

Stochastic Analysis & Applications, 2002, v. 20, n. 2, p. 283, doi. 10.1081/SAP-120003435

By:

Cheng, Tsung-Lin

Publication type:

Article

Adapted solution of a backward stochastic nonlinear Volterra integral equation.

Published in:

Stochastic Analysis & Applications, 2002, v. 20, n. 1, p. 165, doi. 10.1081/SAP-120002426

By:

Lin, Jianzhong

Publication type:

Article

Two Types of RG-Factorizations of Quasi-birth-and-death Processes and Their Applications to Stochastic Integral Functionals.

Published in:

Stochastic Models, 2004, v. 20, n. 3, p. 299, doi. 10.1081/STM-200025740

By:

Li, Quan-Lin;
Cao, Jinhua

Publication type:

Article

SEMI-LINEAR BACKWARD STOCHASTIC INTEGRAL PARTIAL DIFFERENTIAL EQUATIONS DRIVEN BY A BROWNIAN MOTION AND A POISSON POINT PROCESS.

Published in:

Mathematical Control & Related Fields, 2015, v. 5, n. 3, p. 401, doi. 10.3934/mcrf.2015.5.401

By:

SHAOKUAN CHEN;
SHANJIAN TANG

Publication type:

Article

Non-parametric models in binary choice fixed effects panel data.

Published in:

Econometrics Journal, 2011, v. 14, n. 3, p. 351, doi. 10.1111/j.1368-423X.2011.00343.x

By:

Hoderlein, Stefan;
Mammen, Enno;
Yu, Kyusang

Publication type:

Article

Stochastic Integration for the Heterogeneous Correlation Modeling Using a Diffusion Equation.

Published in:

Monthly Weather Review, 2010, v. 138, n. 8, p. 3356, doi. 10.1175/2010MWR3239.1

By:

Pannekoucke, Olivier;
Vezard, Laurent

Publication type:

Article

OPTIMAL GAUSSIAN DENSITY ESTIMATES FOR A CLASS OF STOCHASTIC EQUATIONS WITH ADDITIVE NOISE.

Published in:

Infinite Dimensional Analysis, Quantum Probability & Related Topics, 2011, v. 14, n. 1, p. 25, doi. 10.1142/S0219025711004286

By:

NUALART, DAVID;
QUER-SARDANYONS, LLUÍS;
Øksendal, B.

Publication type:

Article

Stochastic Evolution as a Quasiclassical Limit of a Boundary Value Problem for Schrödinger Equations.

Published in:

Infinite Dimensional Analysis, Quantum Probability & Related Topics, 2002, v. 5, n. 1, p. 61, doi. 10.1142/S0219025702000717

By:

Belavkin, V. P.;
Kolokol'tsov, V. N.

Publication type:

Article

Existence of Solutions of Nonlinear Stochastic Volterra Fredholm Integral Equations of Mixed Type.

Published in:

International Journal of Mathematics & Mathematical Sciences, 2010, p. 1, doi. 10.1155/2010/603819

By:

Balachandran, K.;
Kim, J.-H.

Publication type:

Article

Stochastic evolution equations with fractional Brownian motion.

Published in:

Probability Theory & Related Fields, 2003, v. 127, n. 2, p. 186, doi. 10.1007/s00440-003-0282-2

By:

Tindel, S.;
Tudor, C. A.;
Viens, F.

Publication type:

Article

Finding adapted solutions of forward–backward stochastic differential equations: method of continuation.

Published in:

Probability Theory & Related Fields, 1997, v. 107, n. 4, p. 537, doi. 10.1007/s004400050098

By:

Yong, Jiongmin

Publication type:

Article

Enlargement of the Wiener filtration by an absolutely continuous random variable via Malliavin’s calculus.

Published in:

Probability Theory & Related Fields, 1996, v. 106, n. 1, p. 105, doi. 10.1007/s004400050059

By:

Imkeller, Peter

Publication type:

Article

Stochastic Integral and Stochastic Derivative Connected with a Lévy Progress.

Published in:

Naukovi visti NTUU - KPI, 2012, v. 84, n. 4, p. 77

By:

Kachanovsky, N. A.

Publication type:

Article

ON SOLUTIONS OF GENERAL NONLINEAR STOCHASTIC INTEGRAL EQUATIONS.

Published in:

Journal of Applied Mathematics & Stochastic Analysis, 2006, p. 1, doi. 10.1155/JAMSA/2006/45979

By:

Balachandran, K.;
Kim, J.-H.

Publication type:

Article

Heavy-traffic limits for many-server queues with service interruptions.

Published in:

Queueing Systems, 2009, v. 61, n. 2/3, p. 167, doi. 10.1007/s11134-009-9104-2

By:

Guodong Pang;
Whitt, Ward

Publication type:

Article

Nonlinear branching processes with immigration.

Published in:

Acta Mathematica Sinica, 2017, v. 33, n. 8, p. 1021, doi. 10.1007/s10114-017-6472-0

By:

Li, Pei-Sen

Publication type:

Article

LIMITED INFORMATION USING THE NEWTON SOLUTION.

Published in:

Australian Economic Papers, 1972, v. 11, n. 18, p. 112, doi. 10.1111/j.1467-8454.1972.tb00192.x

By:

Byron, R.P.

Publication type:

Article

Application of hat basis functions for solving two-dimensional stochastic fractional integral equations.

Published in:

Computational & Applied Mathematics, 2018, v. 37, n. 4, p. 4899, doi. 10.1007/s40314-018-0608-4

By:

Mirzaee, Farshid;
Samadyar, Nasrin

Publication type:

Article

Random fixed point theorems for Hardy-Rogers self-random operators with applications to random integral equations.

Published in:

Stochastics: An International Journal of Probability & Stochastic Processes, 2018, v. 90, n. 2, p. 297, doi. 10.1080/17442508.2017.1346655

By:

Saipara, Plern;
Kumam, Poom;
Yeol Je Cho

Publication type:

Article

STOCHASTIC-DYNAMIC LIMITING PRICING: AN EMPIRICAL TEST.

Published in:

Review of Economics & Statistics, 1982, v. 64, n. 3, p. 413, doi. 10.2307/1925939

By:

Masson, Robert T.;
Shaanan, Joseph

Publication type:

Article

On the exact rates of decay of solutions of positive linear Volterra equations with delays.

Published in:

Positivity, 2010, v. 14, n. 1, p. 181, doi. 10.1007/s11117-009-0014-7

By:

Bui The Anh

Publication type:

Article

Preconditioners for Solving Stochastic Boundary Integral Equations with Weakly Singular Kernels.

Published in:

Computing, 1999, v. 63, n. 1, p. 47, doi. 10.1007/s006070050050

By:

Rostami Varnos Fadrani, D.;
Maleknejad, K.

Publication type:

Article

Decomposition of test sets in stochastic integer programming.

Published in:

Mathematical Programming, 2003, v. 94, n. 2/3, p. 323, doi. 10.1007/s10107-002-0322-1

By:

Hemmecke, R.;
Schultz, R.

Publication type:

Article

Modelling M/G/1 queueing systems with server vacations using stochastic Petri nets.

Published in:

Orion, 2006, v. 22, n. 2, p. 131, doi. 10.5784/22-2-39

By:

Ramanath, K.;
Lakshmi, P.

Publication type:

Article

Assessing the Efficiency of Public Schools Using Data Envelopment Analysis and Frontier Regression.

Published in:

Contemporary Economic Policy, 1999, v. 17, n. 3, p. 321, doi. 10.1111/j.1465-7287.1999.tb00685.x

By:

Ruggiero, John;
Vitaliano, Donald F.

Publication type:

Article

$$G/{ GI}/N(+{ GI})$$ queues with service interruptions in the Halfin-Whitt regime.

Published in:

Mathematical Methods of Operations Research, 2016, v. 83, n. 1, p. 127, doi. 10.1007/s00186-015-0523-z

By:

Lu, Hongyuan;
Pang, Guodong;
Zhou, Yuhang

Publication type:

Article

Existence and Regularity of the Pressure for the Stochastic Navier--Stokes Equations.

Published in:

Applied Mathematics & Optimization, 2003, v. 48, n. 3, p. 195, doi. 10.1007/s00245-003-0773-7

By:

Langa,, José A.;
Real, José,;
Simon, Jacques

Publication type:

Article

Hyperbolic Stochastic Differential Equations: Absolute Continuity of the Law of the Solution at a Fixed Point.

Published in:

Applied Mathematics & Optimization, 1996, v. 33, n. 3, p. 293, doi. 10.1007/BF01204706

By:

Farré, M.

Publication type:

Article

Construction of age-structured branching processes by stochastic equations.

Published in:

Journal of Applied Probability, 2022, v. 59, n. 3, p. 670, doi. 10.1017/jpr.2021.80

By:

Ji, Lina;
Li, Zenghu

Publication type:

Article

APPROXIMATE CONTROLLABILITY OF DAMPED SECOND-ORDER IMPULSIVE NEUTRAL STOCHASTIC INTEGRO-DIFFERENTIAL SYSTEM WITH STATE-DEPENDENT DELAY.

Published in:

Electronic Journal of Mathematical Analysis & Applications, 2017, v. 5, n. 2, p. 221

By:

DIEM DANG HUAN

Publication type:

Article

ON A FUNCTIONAL VERSION OF THE CONVERGENCE OF A QUADRATIC FORM IN INDEPENDENT MARTINGALES TO A ... DISTRIBUTION.

Published in:

Theory of Probability & Its Applications, 1999, v. 43, n. 1, p. 13, doi. 10.1137/S0040585X97976635

By:

Cadre, B.

Publication type:

Article

REGULAR GAUSSIAN RANDOM OPERATORS AND STROOK-VARADHAN THEOREM FOR SYMMETRIC STOCHASTIC FREDHOLM-TYPE EQUATIONS.

Published in:

Theory of Probability & Its Applications, 1998, v. 42, n. 2, p. 244, doi. 10.1137/S0040585X97976106

By:

Kulik, A.M.

Publication type:

Article

AN APPROXIMATION OF THE IT ^ O AND STRATONOVICH STOCHASTIC INTEGRALS BY ELEMENTS OF A DIRECT PRODUCT OF ALGEBRAS OF GENERALIZED RANDOM PROCESSES.

Published in:

Theory of Probability & Its Applications, 1997, v. 41, n. 4, p. 695, doi. 10.1137/S0040585X97975708

By:

Lazakovitch, N.V.;
Stashulenok, S.P.

Publication type:

Article

The use of Adomian decomposition method for solving the one-dimensional parabolic equation with non-local boundary specifications.

Published in:

International Journal of Computer Mathematics, 2004, v. 81, n. 1, p. 25, doi. 10.1080/0020716031000112321

By:

Dehghan, Mehdi

Publication type:

Article

SPECULATIVE INTENSITY AND SPOT AND FUTURES PRICE VARIABILITY.

Published in:

Economic Inquiry, 1991, v. 29, n. 4, p. 737, doi. 10.1111/j.1465-7295.1991.tb00858.x

By:

Driskill, Robert;
McCafferty, Stephen;
Sheffrin, Steven M.

Publication type:

Article

Plastic Structural Analysis Under Stochastic Uncertainty.

Published in:

Mathematical & Computer Modelling of Dynamical Systems, 2003, v. 9, n. 3, p. 303, doi. 10.1076/mcmd.9.3.303.24149

By:

Marti, K.

Publication type:

Article

Approximation of stochastic evolution equations and application to equations with fractional power of infinitesimal operators.

Published in:

Random Operators & Stochastic Equations, 2000, v. 8, n. 1, p. 27, doi. 10.1515/rose.2000.8.1.27

By:

Grecksch, W.;
Anh, V.V.

Publication type:

Article

Equivalence of gradients on configuration spaces.

Published in:

Random Operators & Stochastic Equations, 1999, v. 7, n. 3, p. 241, doi. 10.1515/rose.1999.7.3.241

By:

Privault, Nicolas

Publication type:

Article

STOCHASTIC AVERAGING PRINCIPLE FOR DYNAMICAL SYSTEMS WITH FRACTIONAL BROWNIAN MOTION.

Published in:

Discrete & Continuous Dynamical Systems - Series B, 2014, v. 19, n. 4, p. 1197, doi. 10.3934/dcdsb.2014.19.1197

By:

YONG XU;
RONG GUO;
DI LIU;
HUIQING ZHANG;
JINQIAO DUAN

Publication type:

Article

The BFH payments system in new classical and new Keynesian models.

Published in:

Atlantic Economic Journal, 1993, v. 21, n. 2, p. 62, doi. 10.1007/BF02302316

By:

Woolsey, W. William

Publication type:

Article

Necessary Conditions of Optimality for Some Stochastic Integrodifferential Equations of Neutral Type on Hilbert Spaces.

Published in:

Applied Mathematics & Optimization, 2018, v. 77, n. 2, p. 343, doi. 10.1007/s00245-016-9377-x

By:

Dieye, Moustapha;
Diop, Mamadou Abdoul;
Ezzinbi, Khalil

Publication type:

Article