Works matching DE "STOCHASTIC differential equations"

Results: 3748

NON-EXPLOSION AND PATHWISE UNIQUENESS OF STRONG SOLUTIONS FOR JUMP-TYPE STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY OPTIONAL SEMIMARTINGALES UNDER NON-LIPSCHITZ CONDITIONS.

Published in:

TWMS Journal of Applied & Engineering Mathematics, 2025, v. 15, n. 7, p. 1726

By:

HADDADI, M.;
AKDIM, K.

Publication type:

Article

Application of machine learning with asymptotic expansion to unconstrained optimal portfolio.

Published in:

International Journal of Financial Engineering, 2025, v. 12, n. 3, p. 1, doi. 10.1142/S2424786325500100

By:

Naito, Makoto;
Takehara, Kohta

Publication type:

Article

Strong convergence of the adaptive Milstein method for nonlinear stochastic differential equations with piecewise continuous arguments.

Published in:

Computational & Applied Mathematics, 2025, v. 44, n. 7, p. 1, doi. 10.1007/s40314-025-03337-1

By:

Zhang, Yuhang;
Song, Minghui;
Zhu, Jiaqi

Publication type:

Article

Multicomponent Kardar-Parisi-Zhang universality in degenerate coupled condensates.

Published in:

Communications Physics, 2025, v. 8, n. 1, p. 1, doi. 10.1038/s42005-025-02233-8

By:

Weinberger, Harvey;
Comaron, Paolo;
Szymańska, Marzena H.

Publication type:

Article

A study on the existence results for neutral functional random integro-differential equations with infinite delay.

Published in:

Journal of Mathematical Modeling (JMM), 2025, v. 13, n. 3, p. 675, doi. 10.22124/jmm.2025.27789.2447

By:

Madhumitha, Srinivasan;
Gunasekar, Tharmalingam;
Raghavendran, Prabakaran;
Santra, Shyam Sundar;
Noeiaghdam, Samad

Publication type:

Article

The stochastic Differential Equations Model for the Spread of Viral Hepatitis and Immune Response.

Published in:

Iraqi Journal of Science, 2025, v. 66, n. 6, p. 2421, doi. 10.24996/ijs.2025.66.6.19

By:

Kareem, Ahmed M.

Publication type:

Article

Multi-level PEnet: A Robust Three-Stage Model for Parameter Estimation in Non-Gaussian Noise-Driven Stochastic Differential Equations.

Published in:

Nonlinear Dynamics, 2025, v. 113, n. 17, p. 22895, doi. 10.1007/s11071-025-11318-6

By:

Li, Shuaiyu;
Cheng, Yuzhong;
Ruan, Yang;
Saigo, Hiroto

Publication type:

Article

Existence, uniqueness and UHR stability of non-instantaneous impulsive fractional stochastic integro-differential equations.

Published in:

Arabian Journal of Mathematics, 2025, v. 14, n. 2, p. 253, doi. 10.1007/s40065-025-00531-1

By:

Mouchir, Samiha;
Slama, Abdeldjalil

Publication type:

Article

SDEs with critical time dependent drifts: strong solutions.

Published in:

Probability Theory & Related Fields, 2025, v. 192, n. 3/4, p. 1071, doi. 10.1007/s00440-025-01390-9

By:

Röckner, Michael;
Zhao, Guohuan

Publication type:

Article

Non-commutative Lp spaces and Grassmann stochastic analysis.

Published in:

Probability Theory & Related Fields, 2025, v. 192, n. 3/4, p. 949, doi. 10.1007/s00440-025-01379-4

By:

De Vecchi, Francesco;
Fresta, Luca;
Gordina, Maria;
Gubinelli, Massimiliano

Publication type:

Article

Singular Mean‐Field Backward Stochastic Volterra Integral Equations in Infinite Dimensional Spaces.

Published in:

Mathematical Methods in the Applied Sciences, 2025, v. 48, n. 13, p. 13012, doi. 10.1002/mma.11081

By:

Asadzade, Javad A.;
Mahmudov, Nazim I.

Publication type:

Article

Practical stability equivalence for SDEs, SDDEs, and their associated Euler-Maruyama methods in the G-framework.

Published in:

Advances in Continuous & Discrete Models, 2025, v. 2025, n. 1, p. 1, doi. 10.1186/s13662-025-03982-0

By:

Lu, Wen

Publication type:

Article

Inverse initial problem under Nash strategy for stochastic reaction-diffusion equations with dynamic boundary conditions.

Published in:

Journal of Inverse & Ill-Posed Problems, 2025, v. 33, n. 4, p. 529, doi. 10.1515/jiip-2024-0069

By:

Elgrou, Abdellatif;
Maniar, Lahcen;
Oukdach, Omar

Publication type:

Article

Parameter Estimation for Stochastic Fractional Differential Equations.

Published in:

IAENG International Journal of Applied Mathematics, 2025, v. 55, n. 8, p. 2528

By:

Piaopiao Zhou;
Yue Hou;
Chao Wei

Publication type:

Article

Comparison Between Milstein and Exact Coupling Methods using MATLAB for a Particular Two-Dimensional Stochastic Differential Equation.

Published in:

Journal of Information Science & Engineering, 2020, v. 36, n. 6, p. 1223, doi. 10.6688/JISE.202011_36(6).0006

By:

ALNAFISAH, YOUSEF ALI

Publication type:

Article

A cost valuation model based on a stochastic representation of the IPAT equation.

Published in:

Population & Environment, 2007, v. 29, n. 2, p. 68, doi. 10.1007/s11111-008-0061-1

By:

Zagheni, Emilio;
Billari, Francesco

Publication type:

Article

Dynamics of the Exponential Population Growth System with Mixed Fractional Brownian Motion.

Published in:

Complexity, 2021, p. 1, doi. 10.1155/2021/5079147

By:

Ma, Weijun;
Liu, Wei;
Zhu, Quanxin;
Shi, Kaibo

Publication type:

Article

Averaging Principle for Caputo Fractional Stochastic Differential Equations Driven by Fractional Brownian Motion with Delays.

Published in:

Complexity, 2021, p. 1, doi. 10.1155/2021/6646843

By:

Duan, Pengju;
Li, Hao;
Li, Jie;
Zhang, Pei

Publication type:

Article

Solvency Evaluation Model of Insurance Company Based on Stochastic Differential Equation.

Published in:

Complexity, 2021, p. 1, doi. 10.1155/2021/5594619

By:

Wang, Kai;
Zhu, Ling

Publication type:

Article

Solvency Evaluation Model of Insurance Company Based on Stochastic Differential Equation.

Published in:

Complexity, 2021, p. 1, doi. 10.1155/2021/5594619

By:

Wang, Kai;
Zhu, Ling

Publication type:

Article

Application of Chelyshkov polynomials in solving stochastic model with fractional Brownian motion.

Published in:

Journal of Nonlinear, Complex & Data Science, 2024, v. 25, n. 3/4, p. 339, doi. 10.1515/jncds-2024-0060

By:

Gupta, Reema;
Chakraverty, Snehashish

Publication type:

Article

A comonotonic theorem for backward stochastic differential equations in L and its applications.

Published in:

Ukrainian Mathematical Journal, 2012, v. 64, n. 6, p. 857, doi. 10.1007/s11253-012-0684-3

By:

Zong, Z.-J.

Publication type:

Article

On the Skorokhod mapping for equations with reflection and possible jump-like exit from a boundary.

Published in:

Ukrainian Mathematical Journal, 2012, v. 63, n. 9, p. 1415, doi. 10.1007/s11253-012-0588-2

By:

Pilipenko, A.

Publication type:

Article

Conditions of smoothness for the distribution density of a solution of a multidimensional linear stochastic differential equation with lévy noise.

Published in:

Ukrainian Mathematical Journal, 2011, v. 63, n. 4, p. 501, doi. 10.1007/s11253-011-0519-7

By:

Bodnarchuk, S.V.;
Kulik, A.

Publication type:

Article

Rate of convergence in the Euler scheme for stochastic differential equations with non-Lipschitz diffusion and Poisson measure.

Published in:

Ukrainian Mathematical Journal, 2011, v. 63, n. 1, p. 49, doi. 10.1007/s11253-011-0487-y

By:

Zubchenko, V.;
Mishura, Yu.

Publication type:

Article

On the construction of a set of stochastic differential equations on the basis of a given integral manifold independent of velocities.

Published in:

Ukrainian Mathematical Journal, 2010, v. 62, n. 7, p. 1163, doi. 10.1007/s11253-010-0421-8

By:

Tleubergenov, M.;
Azhymbaev, D.

Publication type:

Article

Girsanov theorem for stochastic flows with interaction.

Published in:

Ukrainian Mathematical Journal, 2009, v. 61, n. 3, p. 435, doi. 10.1007/s11253-009-0216-y

By:

Malovichko, T.

Publication type:

Article

Renormalization constant for the local times of self-intersections of a diffusion process in the plane.

Published in:

Ukrainian Mathematical Journal, 2008, v. 60, n. 11, p. 1740, doi. 10.1007/s11253-009-0166-4

By:

Izyumtseva, O. I.

Publication type:

Article

Convergence of solutions of stochastic differential equations to the Arratia flow.

Published in:

Ukrainian Mathematical Journal, 2008, v. 60, n. 11, p. 1789, doi. 10.1007/s11253-009-0169-1

By:

Malovichko, T. V.

Publication type:

Article

Malliavin calculus for difference approximations of multidimensional diffusions: Truncated local limit theorem.

Published in:

Ukrainian Mathematical Journal, 2008, v. 60, n. 3, p. 395, doi. 10.1007/s11253-008-0065-0

By:

Kulik, A. M.

Publication type:

Article

Order reduction for a system of stochastic differential equations with a small parameter in the coefficient of the leading derivative. Estimate for the rate of convergence.

Published in:

Ukrainian Mathematical Journal, 2006, v. 58, n. 12, p. 1799, doi. 10.1007/s11253-006-0169-3

By:

Bondarev, B.;
Kovtun, E.

Publication type:

Article

Mixed problem for a nonlinear ultraparabolic equation that generalizes the diffusion equation with inertia.

Published in:

Ukrainian Mathematical Journal, 2006, v. 58, n. 9, p. 1347, doi. 10.1007/s11253-006-0137-y

By:

Lavrenyuk, S.;
Protsakh, N.

Publication type:

Article

Some remarks on a Wiener flow with coalescence.

Published in:

Ukrainian Mathematical Journal, 2005, v. 57, n. 10, p. 1550, doi. 10.1007/s11253-006-0013-9

By:

Dorogovtsev, A.

Publication type:

Article

On the Transfer of Generalized Functions by an Evolution Flow.

Published in:

Ukrainian Mathematical Journal, 2005, v. 57, n. 8, p. 1201, doi. 10.1007/s11253-005-0257-9

By:

Karlikova, M.

Publication type:

Article

Properties of the Flows Generated by Stochastic Equations with Reflection.

Published in:

Ukrainian Mathematical Journal, 2005, v. 57, n. 8, p. 1262, doi. 10.1007/s11253-005-0260-1

By:

Pilipenko, A.

Publication type:

Article

On a Weak Solution of an Equation for an Evolution Flow with Interaction.

Published in:

Ukrainian Mathematical Journal, 2005, v. 57, n. 7, p. 1055, doi. 10.1007/s11253-005-0247-y

By:

Karlikova, M.

Publication type:

Article

On Stability of Solutions of a Stochastic Equation.

Published in:

Ukrainian Mathematical Journal, 2004, v. 56, n. 1, p. 22, doi. 10.1023/B:UKMA.0000031701.23961.e9

By:

Dorogovtsev, A. Ya.

Publication type:

Article

On Multidimensional Generalized Diffusion Processes.

Published in:

Ukrainian Mathematical Journal, 2003, v. 55, n. 9, p. 1560, doi. 10.1023/B:UKMA.0000018017.13829.ef

By:

Shevchenko, H. M.

Publication type:

Article

Evolution of Wide Star Pairs Owing to Irregular Forces.

Published in:

Astrophysics, 2003, v. 46, n. 2, p. 243, doi. 10.1023/A:1024176207309

By:

Baranov, A. S.

Publication type:

Article

Diffusion-based Sparse-Grid generative models for density estimation.

Published in:

Applied Mathematics for Modern Challenges, 2024, v. 2, n. 4, p. 1, doi. 10.3934/ammc.2024019

By:

Liu, Yanfang;
Bryantseva, Alisa;
Stoyanov, Miroslav;
Bao, Feng;
Zhang, Guannan

Publication type:

Article

Topological approximate Bayesian computation for parameter inference of an angiogenesis model.

Published in:

Bioinformatics, 2022, v. 38, n. 9, p. 2529, doi. 10.1093/bioinformatics/btac118

By:

Thorne, Thomas;
Kirk, Paul D W;
Harrington, Heather A

Publication type:

Article

systems biology simulation core library.

Published in:

Bioinformatics, 2022, v. 38, n. 3, p. 864, doi. 10.1093/bioinformatics/btab669

By:

Panchiwala, Hemil;
Shah, Shalin;
Planatscher, Hannes;
Zakharchuk, Mykola;
König, Matthias;
Dräger, Andreas

Publication type:

Article

Topological augmentation to infer hidden processes in biological systems.

Published in:

Bioinformatics, 2014, v. 30, n. 2, p. 221

By:

Sunnåker, Mikael;
Zamora-Sillero, Elias;
López García de Lomana, Adrián;
Rudroff, Florian;
Sauer, Uwe;
Stelling, Joerg;
Wagner, Andreas

Publication type:

Article

Stochastic Simulation of the Process of Size Separation of Granular Materials on Sieve Classifiers.

Published in:

Theoretical Foundations of Chemical Engineering, 2020, v. 54, n. 5, p. 828, doi. 10.1134/S0040579520050279

By:

Akhmadiev, F. G.;
Gizzyatov, R. F.

Publication type:

Article

THE W-METHOD IN STABILITY ANALYSIS OF STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS.

Published in:

Functional Differential Equations (0793-1786), 2022, v. 29, n. 3/4, p. 167, doi. 10.26351/FDE/29/3-4/4

By:

KADIEV, R.;
PONOSOV, A.

Publication type:

Article

ANALYSIS OF THE MCKENDRICK-VON FOERSTER EQUATION WITH WEIGHTED WHITE NOISE BY MEANS OF STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS.

Published in:

Functional Differential Equations (0793-1786), 2021, v. 28, n. 3/4, p. 125, doi. 10.26351/FDE/28/3-4/5

By:

PONOSOV, A.

Publication type:

Article

Understanding biofilm--phage interactions in cystic fibrosis patients using mathematical frameworks.

Published in:

Computational & Mathematical Biophysics, 2025, v. 13, n. 1, p. 1, doi. 10.1515/cmb-2024-0018

By:

Emerenini, Blessing O.;
Hartung, Doris;
Reyes Grimaldo, Ricardo N. G.;
Canner, Claire;
Williams, Maya;
Agyingi, Ephraim;
Osgood, Robert

Publication type:

Article

Turbulent velocity distributions and implied trajectory models.

Published in:

Boundary-Layer Meteorology, 2007, v. 125, n. 1, p. 39, doi. 10.1007/s10546-007-9188-3

By:

Wilson, John

Publication type:

Article

Solvency Assessment of Insurance Companies in Algeria Using a Dynamic Model during the Period (2013-2022).

Published in:

Finance & Business Economies Review, 2024, v. 8, n. 2, p. 86, doi. 10.58205/fber.v8i2.1834

By:

Toufik, Ait Ouali;
Djamila, Mendil

Publication type:

Article

Dynamics of an SEIR epidemic model with saturated incidence rate including stochastic influence.

Published in:

Computational Methods for Differential Equations, 2024, v. 12, n. 2, p. 350, doi. 10.22034/CMDE.2023.56544.2365

By:

Kumar, G.;
Ramesh, K.;
Nisar, Kottakkaran Sooppy

Publication type:

Article