Works matching DE "STOCHASTIC differential equations"

Results: 3700

Strong convergence of Lévy-driven mixed stochastic integro-differential equations with application to the rough mixed volatility models.

Published in:

Communications on Analysis & Computation (CAC), 2025, v. 4, n. 1, p. 1, doi. 10.3934/cac.2025005

By:

Yang, Zhaoqiang;
Xu, Chenglong

Publication type:

Article

Linear Quadratic Optimal Control Problems for Conditional Mean‐Field Stochastic Differential Equations Under Partial Information.

Published in:

International Journal of Robust & Nonlinear Control, 2025, v. 35, n. 11, p. 4597, doi. 10.1002/rnc.7927

By:

Feng, Siqi;
Wang, Guangchen;
Xiao, Hua;
Xing, Zhuangzhuang;
Zhang, Huanjun

Publication type:

Article

An Input–Output Approach to Structured Stochastic Uncertainty in Continuous Time.

Published in:

International Journal of Robust & Nonlinear Control, 2025, v. 35, n. 11, p. 4462, doi. 10.1002/rnc.7919

By:

Filo, Maurice;
Bamieh, Bassam

Publication type:

Article

The calibration of volatility for European option under fractional stochastic interest rate model.

Published in:

Journal of Industrial & Management Optimization, 2025, v. 21, n. 6, p. 1, doi. 10.3934/jimo.2025057

By:

Zhao, Jiajia;
Xu, Zuoliang

Publication type:

Article

Deep learning-based stochastic averaging method for quasi-Hamiltonian system.

Published in:

European Physical Journal: Special Topics, 2025, v. 234, n. 3, p. 675, doi. 10.1140/epjs/s11734-024-01438-2

By:

Lü, Qiangfeng;
Deng, Maolin

Publication type:

Article

Deterministic-like data-driven discovery of stochastic differential equations via the Feynman–Kac formalism.

Published in:

European Physical Journal: Special Topics, 2025, v. 234, n. 3, p. 721, doi. 10.1140/epjs/s11734-024-01270-8

By:

Ma, Chaoxiang;
Huang, Cheng;
Cheng, Cheng;
Li, Xiuting

Publication type:

Article

The Estimation of a Signal Generated by a Dynamical System Modeled by McKean–Vlasov Stochastic Differential Equations Under Sampled Measurements.

Published in:

Mathematics (2227-7390), 2025, v. 13, n. 11, p. 1767, doi. 10.3390/math13111767

By:

Dragan, Vasile;
Aberkane, Samir

Publication type:

Article

CTRW-limits in the the Skorokhod topology and FPK equations associated with SDEs driven by CTRW-limit processes.

Published in:

Uzbek Mathematical Journal, 2025, v. 69, n. 2, p. 307, doi. 10.29229/uzmj.2025-2-30

By:

S., Umarov

Publication type:

Article

Ulam–Hyers Stability of Pantograph Hadamard Functional Fractional Stochastic Differential Equations.

Published in:

Mathematical Methods in the Applied Sciences, 2025, v. 48, n. 11, p. 11045, doi. 10.1002/mma.10941

By:

Li, Jun;
Tang, Pusen;
Liao, Feng;
Chen, Lin

Publication type:

Article

Limiting Behavior of Solutions to Mckean–Vlasov Fractional Sdes With HöLder Diffusion Coefficients.

Published in:

Mathematical Methods in the Applied Sciences, 2025, v. 48, n. 11, p. 11012, doi. 10.1002/mma.10938

By:

Wang, Wenya;
Guo, Zhongkai;
Wang, Yanmin

Publication type:

Article

Numerical Treatments for a Crossover Cholera Mathematical Model Combining Different Fractional Derivatives Based on Nonsingular and Singular Kernels.

Published in:

Computer Modeling in Engineering & Sciences (CMES), 2025, v. 143, n. 2, p. 1927, doi. 10.32604/cmes.2025.063971

By:

AL-Mekhlafi, Seham M.;
Raslan, Kamal R.;
Ali, Khalid K.;
Alssad, Sadam. H.;
Alsenaideh, Nehaya R.

Publication type:

Article

Trajectory Controllability of Fractional Neutral Stochastic Dynamical Systems of Order α ∈ (1, 2] With Deviating Argument.

Published in:

Journal of Applied Mathematics, 2025, v. 2025, p. 1, doi. 10.1155/jama/2539363

By:

Kasinathan, Dhanalakshmi;
Kasinathan, Ravikumar;
Kasinathan, Ramkumar;
Shanmugasundaram, Karthikeyan;
Chalishajar, Dimplekumar;
Simos, Theodore

Publication type:

Article

Computational Analysis of Hepatitis B Epidemic Model With Incorporating a Delay Effect Into Stochastic Differential Equations.

Published in:

Mathematical Methods in the Applied Sciences, 2025, v. 48, n. 10, p. 10361, doi. 10.1002/mma.10883

By:

Raza, Ali;
Shafique, Umar;
Al‐Shamiri, Mohamed Mahyoub;
Brites, Nuno M.;
Fadhal, Emad

Publication type:

Article

Using Early Rejection Markov Chain Monte Carlo and Gaussian Processes to Accelerate ABC Methods.

Published in:

Journal of Computational & Graphical Statistics, 2025, v. 34, n. 2, p. 395, doi. 10.1080/10618600.2024.2379349

By:

Cao, Xuefei;
Wang, Shijia;
Zhou, Yongdao

Publication type:

Article

Backward stochastic differential equations with time-delayed generators and integrable parameters.

Published in:

Random Operators & Stochastic Equations, 2025, v. 33, n. 2, p. 215, doi. 10.1515/rose-2025-2010

By:

Aman, Auguste;
Ren, Yong

Publication type:

Article

On the existence and uniqueness of solutions to natural equations with non-Lipschitz conditions.

Published in:

Random Operators & Stochastic Equations, 2025, v. 33, n. 2, p. 143, doi. 10.1515/rose-2025-2008

By:

Mohammed Chikouche, Elias Taki Eddine;
Benziadi, Fatima;
Caraballo, Tomás;
Kandouci, Abdeldjebbar

Publication type:

Article

Stochastic Sumudu transform and its applications for solving stochastic differential equations.

Published in:

Random Operators & Stochastic Equations, 2025, v. 33, n. 2, p. 133, doi. 10.1515/rose-2025-2007

By:

Alhassoun, Mohsen;
Yahya, Khalil;
Amer, Mohammed;
Abdallah, Ahmed M.

Publication type:

Article

Solving Fractional Stochastic Differential Equations via a Bilinear Time-Series Framework.

Published in:

Symmetry (20738994), 2025, v. 17, n. 5, p. 764, doi. 10.3390/sym17050764

By:

Alkhateeb, Rami;
Abu Hammad, Ma'mon;
AL-Shutnawi, Basma;
Laiche, Nabil;
Chikr El Mezouar, Zouaoui

Publication type:

Article

Fractional and Higher Integer-Order Moments for Fractional Stochastic Differential Equations.

Published in:

Symmetry (20738994), 2025, v. 17, n. 5, p. 665, doi. 10.3390/sym17050665

By:

Guidoum, Arsalane Chouaib;
Almulhim, Fatimah A.;
Bassoudi, Mohammed;
Boukhetala, Kamal;
Alamari, Mohammed B.

Publication type:

Article

Asymptotic expansions as control variates for deep solvers to fully-coupled forward-backward stochastic differential equations.

Published in:

PLoS ONE, 2025, v. 20, n. 5, p. 1, doi. 10.1371/journal.pone.0321778

By:

Naito, Makoto;
Saito, Taiga;
Takahashi, Akihiko;
Takehara, Kohta

Publication type:

Article

Iterative Forecasting of Financial Time Series: The Greek Stock Market from 2019 to 2024.

Published in:

Entropy, 2025, v. 27, n. 5, p. 497, doi. 10.3390/e27050497

By:

Bakalis, Evangelos;
Zerbetto, Francesco

Publication type:

Article

Integrating Dynamical Systems Modeling with Spatiotemporal scRNA-Seq Data Analysis.

Published in:

Entropy, 2025, v. 27, n. 5, p. 453, doi. 10.3390/e27050453

By:

Zhang, Zhenyi;
Sun, Yuhao;
Peng, Qiangwei;
Li, Tiejun;
Zhou, Peijie

Publication type:

Article

Well-posedness and approximation of reflected McKean–Vlasov SDEs with applications.

Published in:

Mathematical Models & Methods in Applied Sciences, 2025, v. 35, n. 8, p. 1845, doi. 10.1142/S0218202525500241

By:

Hinds, Piers D.;
Sharma, Akash;
Tretyakov, Michael V.

Publication type:

Article

Universal generative modeling in dual domains for dynamic MRI.

Published in:

NMR in Biomedicine, 2023, v. 36, n. 12, p. 1, doi. 10.1002/nbm.5011

By:

Yu, Chuanming;
Guan, Yu;
Ke, Ziwen;
Lei, Ke;
Liang, Dong;
Liu, Qiegen

Publication type:

Article

Jump Phenomena and Bifurcations in Stochastic Vehicle-Road Dynamics.

Published in:

PAMM: Proceedings in Applied Mathematics & Mechanics, 2015, v. 15, n. 1, p. 561, doi. 10.1002/pamm.201510271

By:

Wedig, Walter V.

Publication type:

Article

On the solution of the Fokker-Planck equation on infinite domains using problem-specific orthonormal basis functions in a Galerkin-type method.

Published in:

PAMM: Proceedings in Applied Mathematics & Mechanics, 2014, v. 14, n. 1, p. 767, doi. 10.1002/pamm.201410366

By:

Lentz, Lukas;
Martens, Wolfram

Publication type:

Article

Optimal control problem of various epidemic models with uncertainty based on deep reinforcement learning.

Published in:

Numerical Methods for Partial Differential Equations, 2022, v. 38, n. 6, p. 2142, doi. 10.1002/num.22872

By:

Hwang, Yoon‐gu;
Kwon, Hee‐Dae;
Lee, Jeehyun

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

Solving high-dimensional forward-backward doubly SDEs and their related SPDEs through deep learning.

Published in:

Personal & Ubiquitous Computing, 2022, v. 26, n. 4, p. 925, doi. 10.1007/s00779-020-01500-5

By:

Teng, Bin;
Shi, Yufeng;
Zhu, Qingfeng

Publication type:

Article

Stochastic population growth in spatially heterogeneous environments: the density-dependent case.

Published in:

Journal of Mathematical Biology, 2018, v. 76, n. 3, p. 697, doi. 10.1007/s00285-017-1153-2

By:

Hening, Alexandru;
Nguyen, Dang H.;
Yin, George

Publication type:

Article

Using genetic data to estimate diffusion rates in heterogeneous landscapes.

Published in:

Journal of Mathematical Biology, 2016, v. 73, n. 2, p. 397, doi. 10.1007/s00285-015-0954-4

By:

Roques, L.;
Walker, E.;
Franck, P.;
Soubeyrand, S.;
Klein, E.

Publication type:

Article

A stochastic model for transmission, extinction and outbreak of Escherichia coli O157:H7 in cattle as affected by ambient temperature and cleaning practices.

Published in:

Journal of Mathematical Biology, 2014, v. 69, n. 2, p. 501, doi. 10.1007/s00285-013-0707-1

By:

Wang, Xueying;
Gautam, Raju;
Pinedo, Pablo;
Allen, Linda;
Ivanek, Renata

Publication type:

Article

Adiabatic reduction of a model of stochastic gene expression with jump Markov process.

Published in:

Journal of Mathematical Biology, 2014, v. 68, n. 5, p. 1051, doi. 10.1007/s00285-013-0661-y

By:

Yvinec, Romain;
Zhuge, Changjing;
Lei, Jinzhi;
Mackey, Michael

Publication type:

Article

Daphnias: from the individual based model to the large population equation.

Published in:

Journal of Mathematical Biology, 2013, v. 66, n. 4/5, p. 915, doi. 10.1007/s00285-012-0619-5

By:

Metz, J.;
Tran, Viet

Publication type:

Article

Analysis of a stochastic predator-prey model with applications to intrahost HIV genetic diversity.

Published in:

Journal of Mathematical Biology, 2012, v. 65, n. 6/7, p. 1285, doi. 10.1007/s00285-011-0497-2

By:

Leviyang, Sivan

Publication type:

Article

Selective sweeps for recessive alleles and for other modes of dominance.

Published in:

Journal of Mathematical Biology, 2011, v. 63, n. 3, p. 399, doi. 10.1007/s00285-010-0382-4

By:

Ewing, G.;
Hermisson, J.;
Pfaffelhuber, P.;
Rudolf, J.

Publication type:

Article

Energetics and dynamics of global integrals modeling interaction between stiff filaments.

Published in:

Journal of Mathematical Biology, 2009, v. 59, n. 3, p. 377, doi. 10.1007/s00285-008-0227-6

By:

Reiter, Philipp;
Felix, Dieter;
von der Mosel, Heiko;
Alt, Wolfgang

Publication type:

Article

Analyzing fish movement as a persistent turning walker.

Published in:

Journal of Mathematical Biology, 2009, v. 58, n. 3, p. 429, doi. 10.1007/s00285-008-0198-7

By:

Gautrais, Jacques;
Jost, Christian;
Soria, Marc;
Campo, Alexandre;
Motsch, Sébastien;
Fournier, Richard;
Blanco, Stéphane;
Theraulaz, Guy

Publication type:

Article

Stochastic modelling of tumour-induced angiogenesis.

Published in:

Journal of Mathematical Biology, 2009, v. 58, n. 1/2, p. 219, doi. 10.1007/s00285-008-0193-z

By:

Capasso, Vincenzo;
Morale, Daniela

Publication type:

Article

Exterior exposure estimation using a one-compartment toxicokinetic model with blood sample measurements.

Published in:

Journal of Mathematical Biology, 2008, v. 56, n. 5, p. 611, doi. 10.1007/s00285-007-0133-3

By:

Chu-Chih Chen;
Meng-Chiuan Shih;
Kuen-Yuh Wu;
Pranab Sen

Publication type:

Article

Asymptotic velocity of one dimensional diffusions with periodic drift.

Published in:

Journal of Mathematical Biology, 2008, v. 56, n. 6, p. 765, doi. 10.1007/s00285-007-0138-y

By:

P. Collet;
S. MartÃnez

Publication type:

Article

Equivalence of measures and stochastic equations of hydrodynamic theory of plasma.

Published in:

Continuum Mechanics & Thermodynamics, 2024, v. 36, n. 4, p. 911, doi. 10.1007/s00161-024-01304-5

By:

Dmitrenko, Artur V.

Publication type:

Article

Steady-state ballistic thermal transport associated with transversal motions in a damped graphene lattice subjected to a point heat source.

Published in:

Continuum Mechanics & Thermodynamics, 2022, v. 34, n. 1, p. 297, doi. 10.1007/s00161-021-01059-3

By:

Gavrilov, Serge N.;
Krivtsov, Anton M.

Publication type:

Article

Steady-state kinetic temperature distribution in a two-dimensional square harmonic scalar lattice lying in a viscous environment and subjected to a point heat source.

Published in:

Continuum Mechanics & Thermodynamics, 2020, v. 32, n. 1, p. 41, doi. 10.1007/s00161-019-00782-2

By:

Gavrilov, Serge N.;
Krivtsov, Anton M.

Publication type:

Article

Heat transfer in a one-dimensional harmonic crystal in a viscous environment subjected to an external heat supply.

Published in:

Continuum Mechanics & Thermodynamics, 2019, v. 31, n. 1, p. 255, doi. 10.1007/s00161-018-0681-3

By:

Gavrilov, S. N.;
Krivtsov, A. M.;
Tsvetkov, D. V.

Publication type:

Article

Stochastic many-particle model for LFP electrodes.

Published in:

Continuum Mechanics & Thermodynamics, 2018, v. 30, n. 3, p. 593, doi. 10.1007/s00161-018-0629-7

By:

Guhlke, Clemens;
Gajewski, Paul;
Maurelli, Mario;
Friz, Peter K.;
Dreyer, Wolfgang

Publication type:

Article

A stochastic solver based on the residence time algorithm for crystal plasticity models.

Published in:

Computational Mechanics, 2021, v. 68, n. 6, p. 1369, doi. 10.1007/s00466-021-02073-7

By:

Yu, Qianran;
Martínez, Enrique;
Segurado, Javier;
Marian, Jaime

Publication type:

Article

A Hitch-hiker's Guide to Stochastic Differential Equations.

Published in:

Space Science Reviews, 2017, v. 212, n. 1/2, p. 151, doi. 10.1007/s11214-017-0351-y

By:

Strauss, R.;
Effenberger, Frederic

Publication type:

Article

Splitting for some classes of homeomorphic and coalescing stochastic flows.

Published in:

ESAIM: Probability & Statistics, 2024, v. 28, p. 75, doi. 10.1051/ps/2024004

By:

Vovchanskyi, M.B.

Publication type:

Article

Approximation and error analysis of forward–backward SDEs driven by general Lévy processes using shot noise series representations.

Published in:

ESAIM: Probability & Statistics, 2023, v. 27, p. 694, doi. 10.1051/ps/2023013

By:

Massing, Till

Publication type:

Article