Works matching DE "STOCHASTIC integral equations"

Results: 85

On the exact rates of decay of solutions of positive linear Volterra equations with delays.

Published in:

Positivity, 2010, v. 14, n. 1, p. 181, doi. 10.1007/s11117-009-0014-7

By:

Bui The Anh

Publication type:

Article

CONTINUITY THEOREMS IN STOCHASTIC CONTROL PROBLEMS.

Published in:

Mathematics of Operations Research, 1982, v. 7, n. 4, p. 568, doi. 10.1287/moor.7.4.568

By:

Yamada, Keigo

Publication type:

Article

A Branch and Bound Method for Stochastic Integer Problems Under Probabilistic Constraints.

Published in:

Optimization Methods & Software, 2002, v. 17, n. 3, p. 359, doi. 10.1080/1055678021000033937

By:

Beraldi, Patrizia;
Ruszczynski, Andrzej

Publication type:

Article

Two Types of RG-Factorizations of Quasi-birth-and-death Processes and Their Applications to Stochastic Integral Functionals.

Published in:

Stochastic Models, 2004, v. 20, n. 3, p. 299, doi. 10.1081/STM-200025740

By:

Li, Quan-Lin;
Cao, Jinhua

Publication type:

Article

Strong solutions to stochastic equations with Lévy noise and a discontinuous drift coefficient.

Published in:

Doklady Mathematics, 2015, v. 92, n. 1, p. 471, doi. 10.1134/S1064562415040213

By:

Bogachev, V.;
Pilipenko, A.

Publication type:

Article

Boundary control of the displacement at one end with the other end free for a process described by the telegraph equation with a variable coefficient.

Published in:

Doklady Mathematics, 2013, v. 87, n. 3, p. 351, doi. 10.1134/S1064562413030319

By:

Kritskov, L.;
Abdukarimov, M.

Publication type:

Article

ON COMPONENTWISE AND VECTOR STOCHASTIC INTEGRATION.

Published in:

Mathematical Finance, 1994, v. 4, n. 1, p. 57, doi. 10.1111/j.1467-9965.1994.tb00049.x

By:

Chatelain, Michel;
Stricker, Christophe

Publication type:

Article

Stochastic integral representations of quantum martingales on multiple Fock space.

Published in:

Proceedings of the Indian Academy of Sciences: Mathematical Sciences, 2006, v. 116, n. 4, p. 489

By:

Un Cig Ji

Publication type:

Article

Combinatorial optimization under uncertainty.

Published in:

Cybernetics & Systems Analysis, 2008, v. 44, n. 5, p. 655, doi. 10.1007/s10559-008-9035-7

By:

Yemets, O.;
Roskladka, A.

Publication type:

Article

Global Existence and Controllability to a Stochastic Integro-differential Equation.

Published in:

Electronic Journal of Qualitative Theory of Differential Equations, 2010, p. 1, doi. 10.14232/ejqtde.2010.1.47

By:

Yong-Kui Chang;
Zhi-Han Zhao;
Nieto, Juan J.

Publication type:

Article

Existence of Solutions of General Nonlinear Stochastic Volterra Fredholm Integral Equations.

Published in:

Stochastic Analysis & Applications, 2005, v. 23, n. 4, p. 827, doi. 10.1081/SAP-200064487

By:

Balachandran, K.;
Sumathy, K.;
Kuo, H. H.

Publication type:

Article

Computing a Stationary Base-Stock Policy for a Finite Horizon Stochastic Inventory Problem with Non-linear Shortage Costs.

Published in:

Stochastic Analysis & Applications, 2004, v. 22, n. 3, p. 589, doi. 10.1081/SAP-120030447

By:

Çetinkaya, S.;
Parlar, M.

Publication type:

Article

The Non-uniform Riemann Approach to Anticipating Stochastic Integrals.

Published in:

Stochastic Analysis & Applications, 2004, v. 22, n. 2, p. 429, doi. 10.1081/SAP-120028598

By:

Chew Tuan Seng;
Huang Zhiyuan;
Wang Cai Shi

Publication type:

Article

Existence of Random Solutions of a General Class of Stochastic Functional Integral Equations.

Published in:

Stochastic Analysis & Applications, 2003, v. 21, n. 5, p. 1189, doi. 10.1081/SAP-120024709

By:

Subramaniam, R.;
Balachandran, K.;
Kim, J.

Publication type:

Article

On Markov Chain Approximations to Semilinear Partial Differential Equations Driven by Poisson Measure Noise.

Published in:

Stochastic Analysis & Applications, 2003, v. 21, n. 2, p. 419, doi. 10.1081/SAP-120019293

By:

Kouritzin, Michael;
Long, Hongwei;
Sun, Wei

Publication type:

Article

On the stochastic integral equations with non-lipschitz coefficients.

Published in:

Stochastic Analysis & Applications, 2002, v. 20, n. 2, p. 283, doi. 10.1081/SAP-120003435

By:

Cheng, Tsung-Lin

Publication type:

Article

Adapted solution of a backward stochastic nonlinear Volterra integral equation.

Published in:

Stochastic Analysis & Applications, 2002, v. 20, n. 1, p. 165, doi. 10.1081/SAP-120002426

By:

Lin, Jianzhong

Publication type:

Article

STOCHASTIC AVERAGING PRINCIPLE FOR DYNAMICAL SYSTEMS WITH FRACTIONAL BROWNIAN MOTION.

Published in:

Discrete & Continuous Dynamical Systems - Series B, 2014, v. 19, n. 4, p. 1197, doi. 10.3934/dcdsb.2014.19.1197

By:

YONG XU;
RONG GUO;
DI LIU;
HUIQING ZHANG;
JINQIAO DUAN

Publication type:

Article

PID control of second-order systems with hysteresis.

Published in:

International Journal of Control, 2008, v. 81, n. 8, p. 1331, doi. 10.1080/00207170701772479

By:

Jayawardhana, Bayu;
Logemann, Hartmut;
Ryan, Eugene P.

Publication type:

Article

$$G/{ GI}/N(+{ GI})$$ queues with service interruptions in the Halfin-Whitt regime.

Published in:

Mathematical Methods of Operations Research, 2016, v. 83, n. 1, p. 127, doi. 10.1007/s00186-015-0523-z

By:

Lu, Hongyuan;
Pang, Guodong;
Zhou, Yuhang

Publication type:

Article

On the behaviour of stochastic heat equations on bounded domains.

Published in:

ALEA. Latin American Journal of Probability & Mathematical Statistics, 2015, v. 12, p. 551

By:

Foondun, Mohammud;
Nualart, Eulalia

Publication type:

Article

The method of characteristics for Hamilton—Jacobi equations and applications to dynamical optimization.

Published in:

Journal of Mathematical Sciences, 2006, v. 135, n. 3, p. 2955, doi. 10.1007/s10958-006-0146-2

By:

Subbotina, N.

Publication type:

Article

SEMI-LINEAR BACKWARD STOCHASTIC INTEGRAL PARTIAL DIFFERENTIAL EQUATIONS DRIVEN BY A BROWNIAN MOTION AND A POISSON POINT PROCESS.

Published in:

Mathematical Control & Related Fields, 2015, v. 5, n. 3, p. 401, doi. 10.3934/mcrf.2015.5.401

By:

SHAOKUAN CHEN;
SHANJIAN TANG

Publication type:

Article

Nonlinear branching processes with immigration.

Published in:

Acta Mathematica Sinica, 2017, v. 33, n. 8, p. 1021, doi. 10.1007/s10114-017-6472-0

By:

Li, Pei-Sen

Publication type:

Article

STOCHASTIC-DYNAMIC LIMITING PRICING: AN EMPIRICAL TEST.

Published in:

Review of Economics & Statistics, 1982, v. 64, n. 3, p. 413, doi. 10.2307/1925939

By:

Masson, Robert T.;
Shaanan, Joseph

Publication type:

Article

Stochastic Integration for the Heterogeneous Correlation Modeling Using a Diffusion Equation.

Published in:

Monthly Weather Review, 2010, v. 138, n. 8, p. 3356, doi. 10.1175/2010MWR3239.1

By:

Pannekoucke, Olivier;
Vezard, Laurent

Publication type:

Article

DYNAMICS OF STOCHASTIC OPTICAL SOLITONS.

Published in:

Journal of Electromagnetic Waves & Applications, 2004, v. 18, n. 2, p. 145, doi. 10.1163/156939304323062004

By:

Biswas, A.

Publication type:

Article

Studies on the signal amplification in weighted and unweighted small-world networks.

Published in:

International Journal of Modern Physics B: Condensed Matter Physics; Statistical Physics; Applied Physics, 2017, v. 31, n. 4, p. -1, doi. 10.1142/S0217979217500217

By:

Gao, Yang;
Wang, Jianjun;
Ma, Fuqiu

Publication type:

Article

Necessary Conditions of Optimality for Some Stochastic Integrodifferential Equations of Neutral Type on Hilbert Spaces.

Published in:

Applied Mathematics & Optimization, 2018, v. 77, n. 2, p. 343, doi. 10.1007/s00245-016-9377-x

By:

Dieye, Moustapha;
Diop, Mamadou Abdoul;
Ezzinbi, Khalil

Publication type:

Article

Existence and Regularity of the Pressure for the Stochastic Navier--Stokes Equations.

Published in:

Applied Mathematics & Optimization, 2003, v. 48, n. 3, p. 195, doi. 10.1007/s00245-003-0773-7

By:

Langa,, José A.;
Real, José,;
Simon, Jacques

Publication type:

Article

Hyperbolic Stochastic Differential Equations: Absolute Continuity of the Law of the Solution at a Fixed Point.

Published in:

Applied Mathematics & Optimization, 1996, v. 33, n. 3, p. 293, doi. 10.1007/BF01204706

By:

Farré, M.

Publication type:

Article

Application of hat basis functions for solving two-dimensional stochastic fractional integral equations.

Published in:

Computational & Applied Mathematics, 2018, v. 37, n. 4, p. 4899, doi. 10.1007/s40314-018-0608-4

By:

Mirzaee, Farshid;
Samadyar, Nasrin

Publication type:

Article

Asymptotic equivalence of linear stochastic Itô systems and oscillation of solutions of linear second-order equations.

Published in:

Differential Equations, 2011, v. 47, n. 6, p. 799, doi. 10.1134/S001226611106005X

By:

Stanzhitskii, A.;
Krenevich, A.;
Novak, I.

Publication type:

Article

Essential spectrum of pseudodifferential operators with operator-valued symbols.

Published in:

Doklady Mathematics, 2011, v. 84, n. 2, p. 685, doi. 10.1134/S1064562411060317

By:

Rabinovich, V.

Publication type:

Article

Estimates for norms of discrete stochastic integrals.

Published in:

Doklady Mathematics, 2010, v. 81, n. 3, p. 414, doi. 10.1134/S106456241003021X

By:

Yas'kov, P. A.

Publication type:

Article

Assessing the Efficiency of Public Schools Using Data Envelopment Analysis and Frontier Regression.

Published in:

Contemporary Economic Policy, 1999, v. 17, n. 3, p. 321, doi. 10.1111/j.1465-7287.1999.tb00685.x

By:

Ruggiero, John;
Vitaliano, Donald F.

Publication type:

Article

A finite element approach to the pricing of discrete lookbacks with stochastic volatility.

Published in:

Applied Mathematical Finance, 1999, v. 6, n. 2, p. 87, doi. 10.1080/135048699334564

By:

Forsyth, P.A.;
Vetzal, K.R.;
Zvan, R.

Publication type:

Article

The Stochastic Burger's Equation in Ito's Sense.

Published in:

Studies in Applied Mathematics, 2004, v. 112, n. 1, p. 87, doi. 10.1111/j.1467-9590.2004.01505.x

By:

Villarroel, Javier

Publication type:

Article

Numerical method for solving linear stochastic Itô-Volterra integral equations driven by fractional Brownian motion using hat functions.

Published in:

Turkish Journal of Mathematics, 2017, v. 41, n. 3, p. 611, doi. 10.3906/mat-1508-50

By:

HASHEMI, Bentol Hoda;
KHODABIN, Morteza;
MALEKNEJAD, Khosrow

Publication type:

Article

Conditional cubic stochastic operator.

Published in:

Journal of Difference Equations & Applications, 2015, v. 21, n. 12, p. 1163, doi. 10.1080/10236198.2015.1062481

By:

Davronov, R.R.;
Jamilov, U.U.;
Ladra, M.

Publication type:

Article

Entropy maximum in random processes with a 1/ f spectrum.

Published in:

Doklady Physics, 2010, v. 55, n. 10, p. 485, doi. 10.1134/S1028335810100034

By:

Koverda, V. P.;
Skokov, V. N.

Publication type:

Article

Approximation of stochastic evolution equations and application to equations with fractional power of infinitesimal operators.

Published in:

Random Operators & Stochastic Equations, 2000, v. 8, n. 1, p. 27, doi. 10.1515/rose.2000.8.1.27

By:

Grecksch, W.;
Anh, V.V.

Publication type:

Article

Equivalence of gradients on configuration spaces.

Published in:

Random Operators & Stochastic Equations, 1999, v. 7, n. 3, p. 241, doi. 10.1515/rose.1999.7.3.241

By:

Privault, Nicolas

Publication type:

Article

OPTIMAL GAUSSIAN DENSITY ESTIMATES FOR A CLASS OF STOCHASTIC EQUATIONS WITH ADDITIVE NOISE.

Published in:

Infinite Dimensional Analysis, Quantum Probability & Related Topics, 2011, v. 14, n. 1, p. 25, doi. 10.1142/S0219025711004286

By:

NUALART, DAVID;
QUER-SARDANYONS, LLUÍS;
Øksendal, B.

Publication type:

Article

Stochastic Evolution as a Quasiclassical Limit of a Boundary Value Problem for Schrödinger Equations.

Published in:

Infinite Dimensional Analysis, Quantum Probability & Related Topics, 2002, v. 5, n. 1, p. 61, doi. 10.1142/S0219025702000717

By:

Belavkin, V. P.;
Kolokol'tsov, V. N.

Publication type:

Article

Existence of Solutions of Nonlinear Stochastic Volterra Fredholm Integral Equations of Mixed Type.

Published in:

International Journal of Mathematics & Mathematical Sciences, 2010, p. 1, doi. 10.1155/2010/603819

By:

Balachandran, K.;
Kim, J.-H.

Publication type:

Article

Ruin probabilities under general investments and heavy-tailed claims.

Published in:

Finance & Stochastics, 2011, v. 15, n. 2, p. 243, doi. 10.1007/s00780-010-0135-7

By:

Hult, Henrik;
Lindskog, Filip

Publication type:

Article

Ruin probabilities under general investments and heavy-tailed claims.

Published in:

Finance & Stochastics, 2011, v. 15, n. 2, p. 243, doi. 10.1007/s00780-010-0135-7

By:

Hult, Henrik;
Lindskog, Filip

Publication type:

Article

Mean-variance hedging for continuous processes: New proofs and examples.

Published in:

Finance & Stochastics, 1998, v. 2, n. 2, p. 173, doi. 10.1007/s007800050037

By:

Pham, Huyên;
Rheinländer, Thorsten;
Schweizer, Martin

Publication type:

Article

Duality Theory in Interval-Valued Linear Programming Problems.

Published in:

Journal of Optimization Theory & Applications, 2011, v. 150, n. 2, p. 298, doi. 10.1007/s10957-011-9842-2

By:

Hsien-Chung Wu

Publication type:

Article