Works matching DE "STOCHASTIC difference equations"

Results: 488

Probability-weighted nonlinear stochastic optimal control strategy of quasi-integrable Hamiltonian systems with uncertain parameters.

Published in:

International Journal of Robust & Nonlinear Control, 2015, v. 25, n. 16, p. 3086, doi. 10.1002/rnc.3251

By:

Gu, X. D.;
Zhu, W. Q.

Publication type:

Article

H<sub> ∞</sub> fault estimation with randomly occurring uncertainties, quantization effects and successive packet dropouts: The finite-horizon case.

Published in:

International Journal of Robust & Nonlinear Control, 2015, v. 25, n. 15, p. 2671, doi. 10.1002/rnc.3221

By:

Li, Zhen'na;
Wang, Zidong;
Ding, Derui;
Shu, Huisheng

Publication type:

Article

Extended mean-field control problem with partial observation.

Published in:

ESAIM: Control, Optimisation & Calculus of Variations, 2022, v. 28, p. 1, doi. 10.1051/cocv/2022010

By:

Nie, Tianyang;
Yan, Ke

Publication type:

Article

Backward SDEs and infinite horizon stochastic optimal control.

Published in:

ESAIM: Control, Optimisation & Calculus of Variations, 2019, v. 25, p. 1, doi. 10.1051/cocv/2018022

By:

Confortola, Fulvia;
Cosso, Andrea;
Fuhrman, Marco

Publication type:

Article

Linear quadratic stochastic optimal control problems with operator coefficients: open-loop solutions.

Published in:

ESAIM: Control, Optimisation & Calculus of Variations, 2019, v. 25, p. 1, doi. 10.1051/cocv/2018013

By:

Wei, Qingmeng;
Yong, Jiongmin;
Yu, Zhiyong

Publication type:

Article

Maximum principle for optimal control of fully coupled forward-backward stochastic differential delayed equations.

Published in:

ESAIM: Control, Optimisation & Calculus of Variations, 2012, v. 18, n. 4, p. 1073, doi. 10.1051/cocv/2011204

By:

Huang, Jianhui;
Shi, Jingtao

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

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

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:

Shaini, Bilall I.;
Ibishi, Dashmir;
Rexhepi, Shpëtim

Publication type:

Article

Transportation Inequalities for Coupled Fractional Stochastic Evolution Equations Driven by Fractional Brownian Motion.

Published in:

Discrete Dynamics in Nature & Society, 2020, p. 1, doi. 10.1155/2020/8213976

By:

Zhan, Wentao;
Jing, Yuanyuan;
Xu, Liping;
Li, Zhi

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

Spin switching: From quantum to quasiclassical approach.

Published in:

Physica Status Solidi (B), 2014, v. 251, n. 9, p. 1764, doi. 10.1002/pssb.201350225

By:

Chudnovskiy, A.;
Hübner, Ch.;
Baxevanis, B.;
Pfannkuche, D.

Publication type:

Article

Existence and asymptotic behaviour of positive solutions to a stochastic multispecies Holling type II model.

Published in:

Stat, 2020, v. 9, n. 1, p. 1, doi. 10.1002/sta4.266

By:

Ximing Xu;
Libai Xu

Publication type:

Article

THE BASIC MATHEMATICAL THEORY FOR OPTION PRICING IN FINANCIAL MARKETS AT DISCRETE AND CONTINUOUS TIME.

Published in:

Economics: Time Realities, 2014, n. 6, p. 183

By:

Vostrov, G. M.;
Alao, O. R.

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

Lp (p > 1) Solutions of BSDEs with Generators Satisfying Some Non-uniform Conditions in t and ω.

Published in:

Chinese Annals of Mathematics, 2020, v. 41, n. 3, p. 479, doi. 10.1007/s11401-020-0212-y

By:

Liu, Yajun;
Li, Depeng;
Fan, Shengjun

Publication type:

Article

Invariant Measures for Nonlinear Conservation Laws Driven by Stochastic Forcing.

Published in:

Chinese Annals of Mathematics, 2019, v. 40, n. 6, p. 967, doi. 10.1007/s11401-019-0169-x

By:

Chen, Gui-Qiang G.;
Pang, Peter H. C.

Publication type:

Article

On long-term arbitrage opportunities in Markovian models of financial markets.

Published in:

Annals of Operations Research, 2012, v. 200, n. 1, p. 131, doi. 10.1007/s10479-011-0892-5

By:

Mbele Bidima, Martin;
Rasonyi, Miklos

Publication type:

Article

Algorithmic Solution of Stochastic Differential Equations.

Published in:

Algorithms, 2010, v. 3, n. 3, p. 216, doi. 10.3390/a3030216

By:

Schurz, Henri

Publication type:

Article

Fractional stochastic differential equations: A semimartingale approach.

Published in:

Studia Universitatis Babeş-Bolyai, Mathematica, 2011, v. 56, n. 1, p. 141

By:

Nguyen Tien Dung

Publication type:

Article

Discrete stochastic model of HIV infection spread within a heterogeneous population.

Published in:

Russian Journal of Numerical Analysis & Mathematical Modelling, 2012, v. 27, n. 5, p. 459, doi. 10.1515/rnam-2012-0026

By:

Pertsev, N. V.;
Leonenko, V. N.

Publication type:

Article

Using SDE for solving inverse parabolic boundary value problem with a Neumann boundary condition.

Published in:

Russian Journal of Numerical Analysis & Mathematical Modelling, 2007, v. 22, n. 5, p. 449, doi. 10.1515/rnam.2007.022

By:

GUSEV, S. A.

Publication type:

Article

Asymptotically autonomous robustness of random attractors for a class of weakly dissipative stochastic wave equations on unbounded domains.

Published in:

Proceedings of the Royal Society of Edinburgh: Section A: Mathematics, 2021, v. 151, n. 6, p. 1700, doi. 10.1017/prm.2020.77

By:

Caraballo, Tomás;
Guo, Boling;
Tuan, Nguyen Huy;
Wang, Renhai

Publication type:

Article

Controlling a class of chaotic quantum system under disturbances and noisy measurements: Application to 1D Bose-Einstein condensate.

Published in:

International Journal of Modern Physics C: Computational Physics & Physical Computation, 2016, v. 27, n. 4, p. -1, doi. 10.1142/S0129183116500406

By:

Aguilar-López, Ricardo;
López-Pérez, Pablo A.;
Lara-Cisneros, Gerardo;
Femat, Ricardo

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

一类中立型混杂随机微分方程解的存在唯一性.

Published in:

Basic Sciences Journal of Textile Universities / Fangzhi Gaoxiao Jichu Kexue Xuebao, 2019, v. 32, n. 1, p. 50, doi. 10.13338/j.issn.1006-8341.2019.01.009

By:

吴艾卿;
尤苏蓉

Publication type:

Article

A Higher-order interactive hidden Markov model and its applications.

Published in:

OR Spectrum, 2017, v. 39, n. 4, p. 1055, doi. 10.1007/s00291-017-0484-0

By:

Zhu, Dong-Mei;
Ching, Wai-Ki;
Elliott, Robert;
Siu, Tak-Kuen;
Zhang, Lianmin

Publication type:

Article

The Theory of Individual Based Discrete-Time Processes.

Published in:

Journal of Statistical Physics, 2014, v. 156, n. 1, p. 131, doi. 10.1007/s10955-014-0990-2

By:

Challenger, Joseph;
Fanelli, Duccio;
McKane, Alan

Publication type:

Article

Thermostats for “Slow” Configurational Modes.

Published in:

Journal of Statistical Physics, 2007, v. 128, n. 6, p. 1321, doi. 10.1007/s10955-007-9365-2

By:

Samoletov, Alex A.;
Dettmann, Carl P.;
Chaplain, Mark A. J.

Publication type:

Article

Accelerated Monte Carlo for Optimal Estimation of Time Series.

Published in:

Journal of Statistical Physics, 2005, v. 119, n. 5/6, p. 1331, doi. 10.1007/s10955-005-3770-1

By:

Alexander, Francis J.;
Eyink, Gregory L.;
Restrepo, Juan M.

Publication type:

Article

Pushed beyond the brink: Allee effects, environmental stochasticity, and extinction.

Published in:

Journal of Biological Dynamics, 2014, v. 8, n. 1, p. 187, doi. 10.1080/17513758.2014.962631

By:

Roth, Gregory;
Schreiber, Sebastian J.

Publication type:

Article

Hidden persistent disasters and asset prices.

Published in:

Annals of Finance, 2014, v. 10, n. 3, p. 395, doi. 10.1007/s10436-013-0226-5

By:

Suzuki, Masataka

Publication type:

Article

Inference for systems of stochastic differential equations from discretely sampled data: a numerical maximum likelihood approach.

Published in:

Annals of Finance, 2013, v. 9, n. 2, p. 217, doi. 10.1007/s10436-012-0219-9

By:

Lux, Thomas

Publication type:

Article

Relative arbitrage in volatility-stabilized markets.

Published in:

Annals of Finance, 2005, v. 1, n. 2, p. 149, doi. 10.1007/s10436-004-0011-6

By:

Fernholz, Robert;
Karatzas, Ioannis

Publication type:

Article

A second order SDE for the Langevin process reflected at a completely inelastic boundary.

Published in:

Journal of the European Mathematical Society (EMS Publishing), 2008, v. 10, n. 3, p. 625, doi. 10.4171/jems/125

By:

Bertoin, Jean

Publication type:

Article

Generalized moment estimation of stochastic differential equations.

Published in:

Computational Statistics, 2016, v. 31, n. 3, p. 1169, doi. 10.1007/s00180-015-0598-2

By:

Laurini, Márcio;
Hotta, Luiz

Publication type:

Article

Consumption Dynamics in Mixed-Income Neighborhoods with Connected Households: Consumption dynamics in mixed-income...: J. Jungeilges et al.

Published in:

Computational Economics, 2025, v. 65, n. 2, p. 1051, doi. 10.1007/s10614-024-10774-3

By:

Jungeilges, Jochen;
Nilssen, Trygve Kastberg;
Pavletsov, Makar;
Perevalova, Tatyana

Publication type:

Article

Modeling Wear in Cylinder Liners.

Published in:

Quality & Reliability Engineering International, 2017, v. 33, n. 4, p. 839, doi. 10.1002/qre.2061

By:

Hermann, Simone;
Ruggeri, Fabrizio

Publication type:

Article

A study of the stochastic evolution of hydraulic geometry relationships.

Published in:

River Research & Applications, 2019, v. 35, n. 7, p. 867, doi. 10.1002/rra.3461

By:

Song, Xiaolong;
Zhong, Deyu;
Wang, Guangqian

Publication type:

Article

On Generalized Reflected BSDEs with Rcll Obstacle.

Published in:

Stochastics & Quality Control, 2022, v. 37, n. 1, p. 1, doi. 10.1515/eqc-2022-0001

By:

El Jamali, Mohamed;
El Otmani, Mohamed

Publication type:

Article

ON THE UNIQUENESS IN LAW AND THE PATHWISE UNIQUENESS FOR STOCHASTIC DIFFERENTIAL EQUATIONS.

Published in:

Theory of Probability & Its Applications, 2002, v. 46, n. 3, p. 406, doi. 10.1137/S0040585X97979093

By:

Cherny, A.S.

Publication type:

Article