Works matching DE "STOCHASTIC integral equations"
Results: 80
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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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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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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NUMERICAL SOLUTION OF m-DIMENSIONAL STOCHASTIC ITÔ-VOLTERRA INTEGRAL EQUATIONS BY STOCHASTIC OPERATIONAL MATRIX BASED ON RATIONALIZED HAAR WAVELET.
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- Advances in Differential Equations & Control Processes, 2016, v. 17, n. 3, p. 189, doi. 10.17654/DE017030189
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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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A general method for exploring three-dimensional chaotic attractors with complicated topological structure based on the two-dimensional local vector field around equilibriums.
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- Nonlinear Dynamics, 2016, v. 83, n. 1/2, p. 1069, doi. 10.1007/s11071-015-2388-3
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Cluster synchronization on multiple sub-networks of complex networks with nonidentical nodes via pinning control.
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- Nonlinear Dynamics, 2016, v. 83, n. 1/2, p. 1079, doi. 10.1007/s11071-015-2389-2
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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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AN INDEPENDENCE TEST AND CONDITIONAL UNBIASED PREDICTIONS IN THE CONTEXT OF SIMULTANEOUS EQUATIONS SYSTEMS.
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- International Economic Review, 1973, v. 14, n. 3, p. 625, doi. 10.2307/2525975
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Stochastic Integration for the Heterogeneous Correlation Modeling Using a Diffusion Equation.
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- Monthly Weather Review, 2010, v. 138, n. 8, p. 3356, doi. 10.1175/2010MWR3239.1
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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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- Article
Duality Theory in Interval-Valued Linear Programming Problems.
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- Journal of Optimization Theory & Applications, 2011, v. 150, n. 2, p. 298, doi. 10.1007/s10957-011-9842-2
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- Article
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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Construction of age-structured branching processes by stochastic equations.
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- Journal of Applied Probability, 2022, v. 59, n. 3, p. 670, doi. 10.1017/jpr.2021.80
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CONTINUITY THEOREMS IN STOCHASTIC CONTROL PROBLEMS.
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- Mathematics of Operations Research, 1982, v. 7, n. 4, p. 568, doi. 10.1287/moor.7.4.568
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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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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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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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LIMITED INFORMATION USING THE NEWTON SOLUTION.
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- Australian Economic Papers, 1972, v. 11, n. 18, p. 112, doi. 10.1111/j.1467-8454.1972.tb00192.x
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On the exact rates of decay of solutions of positive linear Volterra equations with delays.
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- Positivity, 2010, v. 14, n. 1, p. 181, doi. 10.1007/s11117-009-0014-7
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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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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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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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Necessary Conditions of Optimality for Some Stochastic Integrodifferential Equations of Neutral Type on Hilbert Spaces.
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- Applied Mathematics & Optimization, 2018, v. 77, n. 2, p. 343, doi. 10.1007/s00245-016-9377-x
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Existence and Regularity of the Pressure for the Stochastic Navier--Stokes Equations.
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- Applied Mathematics & Optimization, 2003, v. 48, n. 3, p. 195, doi. 10.1007/s00245-003-0773-7
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Hyperbolic Stochastic Differential Equations: Absolute Continuity of the Law of the Solution at a Fixed Point.
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- Applied Mathematics & Optimization, 1996, v. 33, n. 3, p. 293, doi. 10.1007/BF01204706
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Extended Stochastic Integral and Wick Calculus on Spaces of Regular Generalized Functions Connected with Gamma Measure.
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- Ukrainian Mathematical Journal, 2005, v. 57, n. 8, p. 1214, doi. 10.1007/s11253-005-0258-8
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The method of characteristics for Hamilton—Jacobi equations and applications to dynamical optimization.
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- Journal of Mathematical Sciences, 2006, v. 135, n. 3, p. 2955, doi. 10.1007/s10958-006-0146-2
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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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Karhunen-Loeve Analysis of Historical Time Series With an Application to Plantation Births in Jamaica .
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- Journal of the American Statistical Association, 1979, v. 74, n. 366, p. 284, doi. 10.2307/2286324
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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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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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Stochastic integral representations of quantum martingales on multiple Fock space.
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- Proceedings of the Indian Academy of Sciences: Mathematical Sciences, 2006, v. 116, n. 4, p. 489
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Combinatorial optimization under uncertainty.
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- Cybernetics & Systems Analysis, 2008, v. 44, n. 5, p. 655, doi. 10.1007/s10559-008-9035-7
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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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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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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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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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