Works matching DE "STOCHASTIC difference equations"

Results: 488

Local Refinement Techniques for Elliptic Problems on Cell-centered Grids; II. Optimal Order Two-grid Iterative Methods.

Published in:

Numerical Linear Algebra with Applications, 1994, v. 1, n. 4, p. 337, doi. 10.1002/nla.1680010403

By:

Ewing, R. E.;
Lazarov, R. D.;
Vassilevski, P. S.

Publication type:

Article

Analytical solution of stochastic differential equation by multilayer perceptron neural network approximation of Fokker–Planck equation.

Published in:

Numerical Methods for Partial Differential Equations, 2020, v. 36, n. 3, p. 637, doi. 10.1002/num.22445

By:

Namadchian, Ali;
Ramezani, Mehdi

Publication type:

Article

Entrainment in up and down states of neural populations: non-smooth and stochastic models.

Published in:

Journal of Mathematical Biology, 2016, v. 73, n. 5, p. 1131, doi. 10.1007/s00285-016-0984-6

By:

McCleney, Zachary;
Kilpatrick, Zachary

Publication type:

Article

A decision-making Fokker-Planck model in computational neuroscience.

Published in:

Journal of Mathematical Biology, 2011, v. 63, n. 5, p. 801, doi. 10.1007/s00285-010-0391-3

By:

Carrillo, José;
Cordier, Stéphane;
Mancini, Simona

Publication type:

Article

Approximation of the invariant distribution for a class of ergodic SDEs with one-sided Lipschitz continuous drift coefficient using an explicit tamed Euler scheme.

Published in:

ESAIM: Probability & Statistics, 2023, v. 27, p. 841, doi. 10.1051/ps/2023017

By:

Brehier, Charles-Edouard

Publication type:

Article

A probabilistic approach to quasilinear parabolic PDEs with obstacle and Neumann problems.

Published in:

ESAIM: Probability & Statistics, 2020, v. 24, p. 207, doi. 10.1051/ps/2019023

By:

Xiao, Lishun;
Fan, Shengjun;
Tian, Dejian

Publication type:

Article

LAMN property for the drift and volatility parameters of a sde driven by a stable Lévy process.

Published in:

ESAIM: Probability & Statistics, 2019, v. 23, p. 136, doi. 10.1051/ps/2018007

By:

Clément, Emmanuelle;
Gloter, Arnaud;
Nguyen, Huong

Publication type:

Article

Regularity and approximability of the solutions to the chemical master equation.

Published in:

ESAIM: Mathematical Modelling & Numerical Analysis (ESAIM: M2AN), 2014, v. 48, n. 6, p. 1757, doi. 10.1051/m2an/2014018

By:

Gauckler, Ludwig;
Yserentant, Harry

Publication type:

Article

Minimax linear filtering of random sequences with uncertain covariance function.

Published in:

Automation & Remote Control, 2016, v. 77, n. 2, p. 226, doi. 10.1134/S0005117916020028

By:

Semenikhin, K.

Publication type:

Article

Numerical solution algorithms for stochastic differential systems with switching diffusion.

Published in:

Automation & Remote Control, 2013, v. 74, n. 12, p. 2037, doi. 10.1134/S0005117913120072

By:

Chernykh, N.;
Pakshin, P.

Publication type:

Article

On a problem of perturbation restoration in stochastic differential equation.

Published in:

Automation & Remote Control, 2012, v. 73, n. 3, p. 494, doi. 10.1134/S0005117912030083

By:

Rozenberg, V.

Publication type:

Article

Model predictive control of systems with random dependent parameters under constraints and its application to the investment portfolio optimization.

Published in:

Automation & Remote Control, 2006, v. 67, n. 12, p. 1927, doi. 10.1134/S000511790612006X

By:

Dombrovsky, V.;
Dombrovsky, D.;
Lyashenko, E.

Publication type:

Article

Semicontinuity of multifunctions and a stochastic fluid oscillator.

Published in:

ZAMM -- Journal of Applied Mathematics & Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik, 2003, v. 83, n. 9, p. 584, doi. 10.1002/zamm.200310053

By:

H. Fritsch

Publication type:

Article

GPU accelerated biochemical network simulation.

Published in:

Bioinformatics, 2011, v. 27, n. 6, p. 874, doi. 10.1093/bioinformatics/btr015

By:

Zhou, Yanxiang;
Liepe, Juliane;
Sheng, Xia;
Stumpf, Michael P. H.;
Barnes, Chris

Publication type:

Article

OPTION PRICING WITH PADÉ APPROXIMATIONS.

Published in:

Communications Series A1 Mathematics & Statistics, 2012, v. 61, n. 2, p. 45, doi. 10.1501/Commua1_0000000679

By:

KÖROĞLU, CANAN

Publication type:

Article

Distribution tails of a history-dependent random linear recursion.

Published in:

Stochastic Models, 2022, v. 38, n. 2, p. 250, doi. 10.1080/15326349.2021.2003712

By:

Roitershtein, Alexander;
Zhou, Zirou

Publication type:

Article

IV Workshop on Branching Processes and their Applications (WBPA 2018) – Part I.

Published in:

2019

By:

González, M.;
Molina, M.;
del Puerto, I.

Publication type:

Editorial

Sample paths of continuous-state branching processes with dependent immigration.

Published in:

Stochastic Models, 2019, v. 35, n. 2, p. 167, doi. 10.1080/15326349.2019.1575753

By:

Li, Zenghu

Publication type:

Article

Divergent Perpetuities Modulated by Regime Switches.

Published in:

Stochastic Models, 2013, v. 29, n. 2, p. 129, doi. 10.1080/15326349.2013.783282

By:

Basu, Ranojoy;
Roitershtein, Alexander

Publication type:

Article

Generalized Stochastic Delay Lotka-Volterra Systems.

Published in:

Stochastic Models, 2009, v. 25, n. 3, p. 436, doi. 10.1080/15326340903088800

By:

Yin, Juliang;
Mao, Xuerong;
Wu, Fuke

Publication type:

Article

On a Class of Quadratic Growth RBSDE with Jumps and Its Application.

Published in:

Stochastic Models, 2009, v. 25, n. 3, p. 483, doi. 10.1080/15326340903088834

By:

Li, Biao;
Zhang, Bo

Publication type:

Article

Fractal dimension of random attractors for non-autonomous fractional stochastic Ginzburg–Landau equations with multiplicative noise.

Published in:

Dynamical Systems: An International Journal, 2019, v. 34, n. 2, p. 274, doi. 10.1080/14689367.2018.1523368

By:

Lan, Yun;
Shu, Ji

Publication type:

Article

A NUMERICAL SCHEME FOR PRICING AMERICAN OPTIONS WITH TRANSACTION COSTS UNDER A JUMP DIFFUSION PROCESS.

Published in:

Journal of Industrial & Management Optimization, 2017, v. 13, n. 4, p. 1793, doi. 10.3934/jimo.2017019

By:

LESMANA, DONNY CITRA;
SONG WANG

Publication type:

Article

APPROXIMATION OF RANDOM INVARIANT MANIFOLDS FOR A STOCHASTIC SWIFT-HOHENBERG EQUATION.

Published in:

Discrete & Continuous Dynamical Systems - Series S, 2016, v. 9, n. 6, p. 1701, doi. 10.3934/dcdss.2016071

By:

YANFENG GUO;
JINQIAO DUAN;
DONGLONG LI

Publication type:

Article

First jump time in simulation of sampling trajectories of affine jump-diffusions driven by α-stable white noise.

Published in:

Communications on Pure & Applied Analysis, 2020, v. 19, n. 8, p. 4127, doi. 10.3934/cpaa.2020184

By:

Song, Jiao;
Wu, Jiang-Lun;
Huang, Fangzhou

Publication type:

Article

Stochastic functional Hamiltonian system with singular coefficients.

Published in:

Communications on Pure & Applied Analysis, 2020, v. 19, n. 3, p. 1257, doi. 10.3934/cpaa.2020060

By:

Huang, Xing;
Lv, Wujun

Publication type:

Article

On the existence and uniqueness of solution to a stochastic simplified liquid crystal model.

Published in:

Communications on Pure & Applied Analysis, 2019, v. 18, n. 5, p. 2243, doi. 10.3934/cpaa.2019101

By:

Medjo, T. Tachim

Publication type:

Article

Dynamics of non-autonomous fractional stochastic Ginzburg-Landau equations with multiplicative noise.

Published in:

Communications on Pure & Applied Analysis, 2019, v. 18, n. 5, p. 2409, doi. 10.3934/cpaa.2019109

By:

Lan, Yun;
Shu, Ji

Publication type:

Article

Optimization for a Financial Market with Jumps by Lagrange's Method.

Published in:

Pacific Economic Review, 1999, v. 4, n. 3, p. 261, doi. 10.1111/1468-0106.00077

By:

Rong, Situ

Publication type:

Article

IS MORE INFORMATION A GOOD THING? BIAS NONMONOTONICITY IN STOCHASTIC DIFFERENCE EQUATIONS.

Published in:

Bulletin of Economic Research, 2000, v. 52, n. 2, p. 91, doi. 10.1111/1467-8586.00096

By:

Abadir, Karim M.;
Hadri, Kaddour

Publication type:

Article

LINEAR PRESERVING GD-MAJORIZATION FUNCTIONS FROM M<sub>n,m</sub> TO M<sub>n,k</sub>.

Published in:

Bulletin of the Iranian Mathematical Society, 2011, v. 37, n. 1, p. 215

By:

Armandnejad, A.;
Heydari, H.

Publication type:

Article

On studying relations between time series in climatology.

Published in:

Earth System Dynamics, 2015, v. 6, n. 1, p. 389, doi. 10.5194/esd-6-389-2015

By:

Privalsky, V.

Publication type:

Article

On studying relations between time series in climatology.

Published in:

Earth System Dynamics, 2015, v. 6, n. 1, p. 699, doi. 10.5194/esdd-6-699-2015

By:

Privalsky, V.

Publication type:

Article

Construction of gene regulatory networks with colored noise.

Published in:

Neural Computing & Applications, 2012, v. 21, n. 8, p. 1883, doi. 10.1007/s00521-011-0584-8

By:

Wang, Xuesong;
Li, Lijing;
Cheng, Yuhu;
Liu, Qingfeng

Publication type:

Article

Response and Reliability of a Giant Magnetostrictive Film Actuator Subject to Axial Random Excitation.

Published in:

Journal of Superconductivity & Novel Magnetism, 2017, v. 30, n. 8, p. 2353, doi. 10.1007/s10948-016-3795-5

By:

Ge, Gen;
Li, Zepeng;
Xu, Jia

Publication type:

Article

Stochastic Analysis and Particle Filtering of the Volatility.

Published in:

IAENG International Journal of Applied Mathematics, 2011, v. 41, n. 1, p. 76

By:

Baili, Hana

Publication type:

Article

UTILITY MAXIMIZATION IN AN INSIDER INFLUENCED MARKET.

Published in:

Mathematical Finance, 2006, v. 16, n. 1, p. 153, doi. 10.1111/j.1467-9965.2006.00266.x

By:

Kohatsu-Higa, Arturo;
Sulem, Agnès

Publication type:

Article

Lateral spread of invasive Spartina alterniflora in uncrowded environments.

Published in:

Biological Invasions, 2011, v. 13, n. 2, p. 401, doi. 10.1007/s10530-010-9834-4

By:

Dennis, Brian;
Civille, Janie;
Strong, Donald

Publication type:

Article

Discrete‐time linear quadratic gaussian control with input delay and Markovian packet dropouts.

Published in:

Optimal Control - Applications & Methods, 2024, v. 45, n. 4, p. 1736, doi. 10.1002/oca.3119

By:

Lu, Xiao;
Cai, Yuanyu;
Liang, Xiao;
Sun, Hongyu

Publication type:

Article

The open‐loop and closed‐loop Nash equilibrium of the local and remote stochastic game for multiplicative noise systems with inconsistent information.

Published in:

Optimal Control - Applications & Methods, 2024, v. 45, n. 1, p. 230, doi. 10.1002/oca.3055

By:

Li, Xin;
Qi, Qingyuan

Publication type:

Article

Infinite‐horizon optimal control for networked control systems with Markovian packet losses.

Published in:

Optimal Control - Applications & Methods, 2024, v. 45, n. 1, p. 29, doi. 10.1002/oca.3045

By:

Wang, Hongxia;
Li, Zixing;
Liu, Tao;
Liang, Xiao

Publication type:

Article

Solvability of general fully coupled forward–backward stochastic difference equations with delay and applications.

Published in:

Optimal Control - Applications & Methods, 2023, v. 44, n. 6, p. 3011, doi. 10.1002/oca.3023

By:

Song, Teng

Publication type:

Article

Stochastic optimal control problems of discrete‐time Markov jump systems.

Published in:

Optimal Control - Applications & Methods, 2023, v. 44, n. 5, p. 2551, doi. 10.1002/oca.2991

By:

Song, Teng

Publication type:

Article

Discrete‐time mean field social control with a major agent.

Published in:

Optimal Control - Applications & Methods, 2023, v. 44, n. 5, p. 2664, doi. 10.1002/oca.2997

By:

Ma, Xiao;
Wang, Bing‐Chang;
Zhang, Huanshui

Publication type:

Article

Optimal control and stabilization for discrete‐time networked control systems with multichannel Markovian packet losses.

Published in:

Optimal Control - Applications & Methods, 2023, v. 44, n. 4, p. 2185, doi. 10.1002/oca.2972

By:

Han, Chunyan;
Zhang, Song;
Wang, Wei;
Shen, Tao

Publication type:

Article

Maximum principle for stochastic optimal control problem of finite state forward‐backward stochastic difference systems.

Published in:

Optimal Control - Applications & Methods, 2022, v. 43, n. 4, p. 1076, doi. 10.1002/oca.2875

By:

Ji, Shaolin;
Liu, Haodong

Publication type:

Article

Fully coupled mean‐field FBSDEs with jumps and related optimal control problems.

Published in:

Optimal Control - Applications & Methods, 2021, v. 42, n. 1, p. 305, doi. 10.1002/oca.2677

By:

Li, Wenqiang;
Min, Hui

Publication type:

Article

Optimal linear quadratic Gaussian control for discrete time‐varying system with simultaneous input delay and state/control‐dependent noises.

Published in:

Optimal Control - Applications & Methods, 2020, v. 41, n. 3, p. 882, doi. 10.1002/oca.2576

By:

Lu, Xiao;
Zhang, Qiyan;
Liang, Xiao;
Wang, Haixia;
Sheng, Chunyang;
Zhang, Zhiguo;
Cui, Wei

Publication type:

Article

Optimal control of fractional neutral stochastic differential equations with deviated argument governed by Poisson jumps and infinite delay.

Published in:

Optimal Control - Applications & Methods, 2019, v. 40, n. 5, p. 880, doi. 10.1002/oca.2515

By:

Durga, N.;
Muthukumar, P.

Publication type:

Article

A stochastic maximum principle for processes driven by G-Brownian motion and applications to finance.

Published in:

Optimal Control - Applications & Methods, 2017, v. 38, n. 6, p. 934, doi. 10.1002/oca.2299

By:

Sun, Zhongyang;
Zhang, Xin;
Guo, Junyi

Publication type:

Article