Works matching DE "STOCHASTIC differential equations"
Results: 3428
Smith's reduction for random processes and application for stochastic differential equations.
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- Random Operators & Stochastic Equations, 2025, v. 33, n. 1, p. 59, doi. 10.1515/rose-2024-2024
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Existence results for coupled systems of fractional stochastic differential equations involving Hilfer derivatives.
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- Random Operators & Stochastic Equations, 2025, v. 33, n. 1, p. 23, doi. 10.1515/rose-2024-2022
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Robust two-player differential investment game of defined contribution pension plans under multiple risks.
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- Scandinavian Actuarial Journal, 2025, v. 2025, n. 2, p. 168, doi. 10.1080/03461238.2024.2401399
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Loss formulations for assumption-free neural inference of SDE coefficient functions.
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- NPJ Systems Biology & Applications, 2025, v. 11, n. 1, p. 1, doi. 10.1038/s41540-025-00500-6
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Ergodicity and Mixing Properties for SDEs with α -Stable Lévy Noises.
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- Axioms (2075-1680), 2025, v. 14, n. 2, p. 98, doi. 10.3390/axioms14020098
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Stochastic Modelling of the COVID-19 Epidemic.
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- Journal of Risk & Financial Management, 2025, v. 18, n. 2, p. 97, doi. 10.3390/jrfm18020097
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Stationary solutions and invariant measures for SDEs driven by Lévy processes with Markovian switching.
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- Stochastics & Dynamics, 2024, v. 24, n. 8, p. 1, doi. 10.1142/S0219493725500042
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Mean-field equilibrium price formation with exponential utility.
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- Stochastics & Dynamics, 2024, v. 24, n. 8, p. 1, doi. 10.1142/S0219493725500017
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Author index Volume 24.
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- Stochastics & Dynamics, 2024, v. 24, n. 8, p. 1, doi. 10.1142/S0219493724990016
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Effective diffusivity of a Janus sphere in an external field.
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- Applied Mathematics & Mechanics, 2025, v. 46, n. 3, p. 539, doi. 10.1007/s10483-025-3226-9
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Quasi-Sure Exponential Stability of Stochastic Differential Delay Systems Driven by G -Brownian Motion.
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- Symmetry (20738994), 2025, v. 17, n. 2, p. 214, doi. 10.3390/sym17020214
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Diffusion Mechanisms for Both Living and Dying Trees Across 37 Years in a Forest Stand in Lithuania's Kazlų Rūda Region.
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- Symmetry (20738994), 2025, v. 17, n. 2, p. 213, doi. 10.3390/sym17020213
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Modeling Multivariate Interest Rates Using Time-Varying Copulas and Reducible Nonlinear Stochastic Differential Equations.
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- Journal of Financial Econometrics, 2011, v. 9, n. 1, p. 198
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Seeing the Wood for the Trees: A Critical Evaluation of Methods to Estimate the Parameters of Stochastic Differential Equations.
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- Journal of Financial Econometrics, 2007, v. 5, n. 3, p. 390, doi. 10.1093/jjfinec/nbm009
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Author index Volume 19 (2021).
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- Analysis & Applications, 2021, v. 19, n. 6, p. 1113, doi. 10.1142/S0219530521990013
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Data informed solution estimation for forward-backward stochastic differential equations.
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- Analysis & Applications, 2021, v. 19, n. 3, p. 439, doi. 10.1142/S0219530520400102
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Rectified deep neural networks overcome the curse of dimensionality for nonsmooth value functions in zero-sum games of nonlinear stiff systems.
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- Analysis & Applications, 2020, v. 18, n. 6, p. 951, doi. 10.1142/S0219530520500116
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DYNAMICS OF A STOCHASTIC RATIO-DEPENDENT PREDATOR-PREY MODEL.
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- Analysis & Applications, 2011, v. 9, n. 3, p. 329, doi. 10.1142/S0219530511001868
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Optimal Investment and Risk Control Strategies for an Insurer Subject to a Stochastic Economic Factor in a Lévy Market.
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- Methodology & Computing in Applied Probability, 2022, v. 24, n. 4, p. 2913, doi. 10.1007/s11009-022-09964-z
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Numerical Resolution of McKean-Vlasov FBSDEs Using Neural Networks.
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- Methodology & Computing in Applied Probability, 2022, v. 24, n. 4, p. 2557, doi. 10.1007/s11009-022-09946-1
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A Multi-Step Algorithm for BSDEs Based On a Predictor-Corrector Scheme and Least-Squares Monte Carlo.
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- Methodology & Computing in Applied Probability, 2022, v. 24, n. 4, p. 2403, doi. 10.1007/s11009-022-09943-4
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Profit Optimization of Cattle Growth with Variable Prices.
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- Methodology & Computing in Applied Probability, 2022, v. 24, n. 3, p. 1917, doi. 10.1007/s11009-021-09889-z
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Portfolio Selection and Risk Control for an Insurer With Uncertain Time Horizon and Partial Information in an Anticipating Environment.
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- Methodology & Computing in Applied Probability, 2022, v. 24, n. 2, p. 635, doi. 10.1007/s11009-022-09941-6
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Deep Learning for Constrained Utility Maximisation.
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- Methodology & Computing in Applied Probability, 2022, v. 24, n. 2, p. 661, doi. 10.1007/s11009-021-09912-3
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Optimal Mean-Variance Investment-Reinsurance Strategy for a Dependent Risk Model with Ornstein-Uhlenbeck Process.
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- Methodology & Computing in Applied Probability, 2022, v. 24, n. 2, p. 1169, doi. 10.1007/s11009-021-09902-5
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A Fourier Transform Method for Solving Backward Stochastic Differential Equations.
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- Methodology & Computing in Applied Probability, 2022, v. 24, n. 1, p. 385, doi. 10.1007/s11009-021-09860-y
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Robust Stochastic Stackelberg Differential Reinsurance and Investment Games for an Insurer and a Reinsurer with Delay.
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- Methodology & Computing in Applied Probability, 2022, v. 24, n. 1, p. 361, doi. 10.1007/s11009-021-09855-9
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Deep Neural Networks Algorithms for Stochastic Control Problems on Finite Horizon: Numerical Applications.
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- Methodology & Computing in Applied Probability, 2022, v. 24, n. 1, p. 143, doi. 10.1007/s11009-019-09767-9
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Discrete-type Approximations for Non-Markovian Optimal Stopping Problems: Part II.
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- Methodology & Computing in Applied Probability, 2020, v. 22, n. 3, p. 1221, doi. 10.1007/s11009-019-09764-y
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Optimal Reinsurance and Investment Strategy for an Insurer in a Model with Delay and Jumps.
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- Methodology & Computing in Applied Probability, 2020, v. 22, n. 2, p. 777, doi. 10.1007/s11009-019-09734-4
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First-Order Weak Balanced Schemes for Stochastic Differential Equations.
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- Methodology & Computing in Applied Probability, 2020, v. 22, n. 2, p. 833, doi. 10.1007/s11009-019-09733-5
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Global Sensitivity Analysis for Models Described by Stochastic Differential Equations.
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- Methodology & Computing in Applied Probability, 2020, v. 22, n. 2, p. 803, doi. 10.1007/s11009-019-09732-6
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Stochastic Square of the Brennan-Schwartz Diffusion Process: Statistical Computation and Application.
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- Methodology & Computing in Applied Probability, 2020, v. 22, n. 2, p. 455, doi. 10.1007/s11009-019-09714-8
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Product Markovian Quantization of a Diffusion Process with Applications to Finance.
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- Methodology & Computing in Applied Probability, 2019, v. 21, n. 4, p. 1087, doi. 10.1007/s11009-018-9652-1
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On Jump-Diffusive Driving Noise Sources: Some Explicit Results and Applications.
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- Methodology & Computing in Applied Probability, 2019, v. 21, n. 3, p. 753, doi. 10.1007/s11009-017-9566-3
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A Model-Point Approach to Indifference Pricing of Life Insurance Portfolios with Dependent Lives.
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- Methodology & Computing in Applied Probability, 2019, v. 21, n. 2, p. 423, doi. 10.1007/s11009-017-9611-2
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Magnitude and Speed of Consecutive Market Crashes in a Diffusion Model.
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- Methodology & Computing in Applied Probability, 2018, v. 20, n. 1, p. 117, doi. 10.1007/s11009-016-9535-2
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An Integration by Parts Type Formula for Stopping Times and its Application.
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- Methodology & Computing in Applied Probability, 2017, v. 19, n. 3, p. 751, doi. 10.1007/s11009-016-9512-9
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A Convolution Method for Numerical Solution of Backward Stochastic Differential Equations.
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- Methodology & Computing in Applied Probability, 2017, v. 19, n. 1, p. 1, doi. 10.1007/s11009-015-9449-4
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Analysis and Approximation of a Stochastic Growth Model with Extinction.
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- Methodology & Computing in Applied Probability, 2016, v. 18, n. 2, p. 499, doi. 10.1007/s11009-015-9438-7
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Stochastic Viability and Comparison Theorems for Mixed Stochastic Differential Equations.
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- Methodology & Computing in Applied Probability, 2015, v. 17, n. 1, p. 169, doi. 10.1007/s11009-013-9336-9
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Exact Simulation Problems for Jump-Diffusions.
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- Methodology & Computing in Applied Probability, 2014, v. 16, n. 4, p. 907, doi. 10.1007/s11009-013-9330-2
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On Random Marked Sets with a Smaller Integer Dimension.
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- Methodology & Computing in Applied Probability, 2014, v. 16, n. 2, p. 397, doi. 10.1007/s11009-013-9335-x
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Multiphasic Individual Growth Models in Random Environments.
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- Methodology & Computing in Applied Probability, 2012, v. 14, n. 1, p. 49, doi. 10.1007/s11009-010-9172-0
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Exact Solutions of Stochastic Differential Equations: Gompertz, Generalized Logistic and Revised Exponential.
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- Methodology & Computing in Applied Probability, 2010, v. 12, n. 2, p. 261, doi. 10.1007/s11009-009-9145-3
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Robust Optimal Portfolio Choice Under Markovian Regime-switching Model.
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- Methodology & Computing in Applied Probability, 2009, v. 11, n. 2, p. 145, doi. 10.1007/s11009-008-9085-3
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Estimating Stochastic Dynamical Systems Driven by a Continuous-Time Jump Markov Process.
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- Methodology & Computing in Applied Probability, 2006, v. 8, n. 4, p. 431, doi. 10.1007/s11009-006-0423-z
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On a New FluctuationDissipation Theorem for Degenerate Stationary Flows.
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- Methodology & Computing in Applied Probability, 2003, v. 5, n. 3, p. 369, doi. 10.1023/A:1026291304997
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Approximation of jump diffusions in finance and economics.
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- Computational Economics, 2007, v. 29, n. 3/4, p. 283, doi. 10.1007/s10614-006-9066-y
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Orbit uncertainty propagation and sensitivity analysis with separated representations.
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- Celestial Mechanics & Dynamical Astronomy, 2017, v. 129, n. 1/2, p. 105, doi. 10.1007/s10569-017-9767-7
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