Works matching DE "STOCHASTIC integral equations"
Results: 83
STOCHASTIC-DYNAMIC LIMITING PRICING: AN EMPIRICAL TEST.
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- Review of Economics & Statistics, 1982, v. 64, n. 3, p. 413, doi. 10.2307/1925939
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Strong solutions to stochastic equations with Lévy noise and a discontinuous drift coefficient.
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- Doklady Mathematics, 2015, v. 92, n. 1, p. 471, doi. 10.1134/S1064562415040213
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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.
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- Doklady Mathematics, 2013, v. 87, n. 3, p. 351, doi. 10.1134/S1064562413030319
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Essential spectrum of pseudodifferential operators with operator-valued symbols.
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- Doklady Mathematics, 2011, v. 84, n. 2, p. 685, doi. 10.1134/S1064562411060317
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Estimates for norms of discrete stochastic integrals.
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- Doklady Mathematics, 2010, v. 81, n. 3, p. 414, doi. 10.1134/S106456241003021X
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EDITORS' NOTE.
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- Stochastics & Dynamics, 2004, v. 4, n. 1, p. iii, doi. 10.1142/S021949370400095X
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Stochastic Kadomtsev–Petviashvili Equation.
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- Journal of Experimental & Theoretical Physics, 2000, v. 90, n. 6, p. 1105, doi. 10.1134/1.559201
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Two Types of RG-Factorizations of Quasi-birth-and-death Processes and Their Applications to Stochastic Integral Functionals.
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- Stochastic Models, 2004, v. 20, n. 3, p. 299, doi. 10.1081/STM-200025740
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SEMI-LINEAR BACKWARD STOCHASTIC INTEGRAL PARTIAL DIFFERENTIAL EQUATIONS DRIVEN BY A BROWNIAN MOTION AND A POISSON POINT PROCESS.
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- Mathematical Control & Related Fields, 2015, v. 5, n. 3, p. 401, doi. 10.3934/mcrf.2015.5.401
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Heavy-traffic limits for many-server queues with service interruptions.
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- Queueing Systems, 2009, v. 61, n. 2/3, p. 167, doi. 10.1007/s11134-009-9104-2
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Non-parametric models in binary choice fixed effects panel data.
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- Econometrics Journal, 2011, v. 14, n. 3, p. 351, doi. 10.1111/j.1368-423X.2011.00343.x
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PID control of second-order systems with hysteresis.
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- International Journal of Control, 2008, v. 81, n. 8, p. 1331, doi. 10.1080/00207170701772479
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OPTIMAL GAUSSIAN DENSITY ESTIMATES FOR A CLASS OF STOCHASTIC EQUATIONS WITH ADDITIVE NOISE.
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- Infinite Dimensional Analysis, Quantum Probability & Related Topics, 2011, v. 14, n. 1, p. 25, doi. 10.1142/S0219025711004286
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Stochastic Evolution as a Quasiclassical Limit of a Boundary Value Problem for Schrödinger Equations.
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- Infinite Dimensional Analysis, Quantum Probability & Related Topics, 2002, v. 5, n. 1, p. 61, doi. 10.1142/S0219025702000717
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Ruin probabilities under general investments and heavy-tailed claims.
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- Finance & Stochastics, 2011, v. 15, n. 2, p. 243, doi. 10.1007/s00780-010-0135-7
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Ruin probabilities under general investments and heavy-tailed claims.
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- Finance & Stochastics, 2011, v. 15, n. 2, p. 243, doi. 10.1007/s00780-010-0135-7
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Mean-variance hedging for continuous processes: New proofs and examples.
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- Finance & Stochastics, 1998, v. 2, n. 2, p. 173, doi. 10.1007/s007800050037
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Existence of Solutions of General Nonlinear Stochastic Volterra Fredholm Integral Equations.
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- Stochastic Analysis & Applications, 2005, v. 23, n. 4, p. 827, doi. 10.1081/SAP-200064487
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Computing a Stationary Base-Stock Policy for a Finite Horizon Stochastic Inventory Problem with Non-linear Shortage Costs.
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- Stochastic Analysis & Applications, 2004, v. 22, n. 3, p. 589, doi. 10.1081/SAP-120030447
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The Non-uniform Riemann Approach to Anticipating Stochastic Integrals.
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- Stochastic Analysis & Applications, 2004, v. 22, n. 2, p. 429, doi. 10.1081/SAP-120028598
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Existence of Random Solutions of a General Class of Stochastic Functional Integral Equations.
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- Stochastic Analysis & Applications, 2003, v. 21, n. 5, p. 1189, doi. 10.1081/SAP-120024709
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On Markov Chain Approximations to Semilinear Partial Differential Equations Driven by Poisson Measure Noise.
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- Stochastic Analysis & Applications, 2003, v. 21, n. 2, p. 419, doi. 10.1081/SAP-120019293
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On the stochastic integral equations with non-lipschitz coefficients.
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- Stochastic Analysis & Applications, 2002, v. 20, n. 2, p. 283, doi. 10.1081/SAP-120003435
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Adapted solution of a backward stochastic nonlinear Volterra integral equation.
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- Stochastic Analysis & Applications, 2002, v. 20, n. 1, p. 165, doi. 10.1081/SAP-120002426
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Random fixed point of Greguš mapping and its application to nonliner stochastic integral equations.
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- Kuwait Journal of Science, 2014, v. 41, n. 2, p. 1
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SPECULATIVE INTENSITY AND SPOT AND FUTURES PRICE VARIABILITY.
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- Economic Inquiry, 1991, v. 29, n. 4, p. 737, doi. 10.1111/j.1465-7295.1991.tb00858.x
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Plastic Structural Analysis Under Stochastic Uncertainty.
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- Mathematical & Computer Modelling of Dynamical Systems, 2003, v. 9, n. 3, p. 303, doi. 10.1076/mcmd.9.3.303.24149
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The BFH payments system in new classical and new Keynesian models.
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- Atlantic Economic Journal, 1993, v. 21, n. 2, p. 62, doi. 10.1007/BF02302316
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A finite element approach to the pricing of discrete lookbacks with stochastic volatility.
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- Applied Mathematical Finance, 1999, v. 6, n. 2, p. 87, doi. 10.1080/135048699334564
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On the behaviour of stochastic heat equations on bounded domains.
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- ALEA. Latin American Journal of Probability & Mathematical Statistics, 2015, v. 12, p. 551
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ON COMPONENTWISE AND VECTOR STOCHASTIC INTEGRATION.
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- Mathematical Finance, 1994, v. 4, n. 1, p. 57, doi. 10.1111/j.1467-9965.1994.tb00049.x
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- Article
Numerical method for solving linear stochastic Itô-Volterra integral equations driven by fractional Brownian motion using hat functions.
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- Turkish Journal of Mathematics, 2017, v. 41, n. 3, p. 611, doi. 10.3906/mat-1508-50
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A Branch and Bound Method for Stochastic Integer Problems Under Probabilistic Constraints.
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- Optimization Methods & Software, 2002, v. 17, n. 3, p. 359, doi. 10.1080/1055678021000033937
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The use of Adomian decomposition method for solving the one-dimensional parabolic equation with non-local boundary specifications.
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- International Journal of Computer Mathematics, 2004, v. 81, n. 1, p. 25, doi. 10.1080/0020716031000112321
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- Article
Entropy maximum in random processes with a 1/ f spectrum.
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- Doklady Physics, 2010, v. 55, n. 10, p. 485, doi. 10.1134/S1028335810100034
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Preconditioners for Solving Stochastic Boundary Integral Equations with Weakly Singular Kernels.
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- Computing, 1999, v. 63, n. 1, p. 47, doi. 10.1007/s006070050050
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Nonlinear branching processes with immigration.
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- Acta Mathematica Sinica, 2017, v. 33, n. 8, p. 1021, doi. 10.1007/s10114-017-6472-0
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$$G/{ GI}/N(+{ GI})$$ queues with service interruptions in the Halfin-Whitt regime.
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- Mathematical Methods of Operations Research, 2016, v. 83, n. 1, p. 127, doi. 10.1007/s00186-015-0523-z
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HANKEL OPERATORS ON THE ENTIRE TEST FUNCTIONS WITH GROWTH CONDITION.
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- Communications in Mathematical Analysis, 2007, v. 3, n. 2, p. 39
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Global Existence and Controllability to a Stochastic Integro-differential Equation.
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- Electronic Journal of Qualitative Theory of Differential Equations, 2010, p. 1, doi. 10.14232/ejqtde.2010.1.47
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APPROXIMATE CONTROLLABILITY OF DAMPED SECOND-ORDER IMPULSIVE NEUTRAL STOCHASTIC INTEGRO-DIFFERENTIAL SYSTEM WITH STATE-DEPENDENT DELAY.
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- Electronic Journal of Mathematical Analysis & Applications, 2017, v. 5, n. 2, p. 221
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Infinite rate mutually catalytic branching in infinitely many colonies: construction, characterization and convergence.
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- Probability Theory & Related Fields, 2012, v. 154, n. 3/4, p. 533, doi. 10.1007/s00440-011-0376-1
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Stochastic evolution equations with fractional Brownian motion.
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- Probability Theory & Related Fields, 2003, v. 127, n. 2, p. 186, doi. 10.1007/s00440-003-0282-2
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The Stochastic Burger's Equation in Ito's Sense.
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- Studies in Applied Mathematics, 2004, v. 112, n. 1, p. 87, doi. 10.1111/j.1467-9590.2004.01505.x
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- Article
BLOCK-PULSE FUNCTIONS AND OPERATIONAL MATRIX FOR THE NUMERICAL SOLUTION OF SOME CLASSES OF LINEAR AND NONLINEAR STOCHASTIC INTEGRAL EQUATIONS.
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- Advances in Mathematical Sciences & Applications, 2019, v. 28, n. 1, p. 139
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Assessing the Efficiency of Public Schools Using Data Envelopment Analysis and Frontier Regression.
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- Contemporary Economic Policy, 1999, v. 17, n. 3, p. 321, doi. 10.1111/j.1465-7287.1999.tb00685.x
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Approximation of stochastic evolution equations and application to equations with fractional power of infinitesimal operators.
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- Random Operators & Stochastic Equations, 2000, v. 8, n. 1, p. 27, doi. 10.1515/rose.2000.8.1.27
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Equivalence of gradients on configuration spaces.
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- Random Operators & Stochastic Equations, 1999, v. 7, n. 3, p. 241, doi. 10.1515/rose.1999.7.3.241
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Studies on the signal amplification in weighted and unweighted small-world networks.
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- International Journal of Modern Physics B: Condensed Matter Physics; Statistical Physics; Applied Physics, 2017, v. 31, n. 4, p. -1, doi. 10.1142/S0217979217500217
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Existence of Solutions of Nonlinear Stochastic Volterra Fredholm Integral Equations of Mixed Type.
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- International Journal of Mathematics & Mathematical Sciences, 2010, p. 1, doi. 10.1155/2010/603819
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