Works matching DE "STOCHASTIC integral equations"

Results: 85

Extended Stochastic Integral and Wick Calculus on Spaces of Regular Generalized Functions Connected with Gamma Measure.

Published in:

Ukrainian Mathematical Journal, 2005, v. 57, n. 8, p. 1214, doi. 10.1007/s11253-005-0258-8

By:

Kachanovskii, N.

Publication type:

Article

APPROXIMATE CONTROLLABILITY OF DAMPED SECOND-ORDER IMPULSIVE NEUTRAL STOCHASTIC INTEGRO-DIFFERENTIAL SYSTEM WITH STATE-DEPENDENT DELAY.

Published in:

Electronic Journal of Mathematical Analysis & Applications, 2017, v. 5, n. 2, p. 221

By:

DIEM DANG HUAN

Publication type:

Article

Non-parametric models in binary choice fixed effects panel data.

Published in:

Econometrics Journal, 2011, v. 14, n. 3, p. 351, doi. 10.1111/j.1368-423X.2011.00343.x

By:

Hoderlein, Stefan;
Mammen, Enno;
Yu, Kyusang

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

The BFH payments system in new classical and new Keynesian models.

Published in:

Atlantic Economic Journal, 1993, v. 21, n. 2, p. 62, doi. 10.1007/BF02302316

By:

Woolsey, W. William

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

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

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

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

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

Decomposition of test sets in stochastic integer programming.

Published in:

Mathematical Programming, 2003, v. 94, n. 2/3, p. 323, doi. 10.1007/s10107-002-0322-1

By:

Hemmecke, R.;
Schultz, R.

Publication type:

Article

ON SOLUTIONS OF GENERAL NONLINEAR STOCHASTIC INTEGRAL EQUATIONS.

Published in:

Journal of Applied Mathematics & Stochastic Analysis, 2006, p. 1, doi. 10.1155/JAMSA/2006/45979

By:

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

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

Random fixed point theorems for Hardy-Rogers self-random operators with applications to random integral equations.

Published in:

Stochastics: An International Journal of Probability & Stochastic Processes, 2018, v. 90, n. 2, p. 297, doi. 10.1080/17442508.2017.1346655

By:

Saipara, Plern;
Kumam, Poom;
Yeol Je Cho

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

Random fixed point of Greguš mapping and its application to nonliner stochastic integral equations.

Published in:

Kuwait Journal of Science, 2014, v. 41, n. 2, p. 1

By:

BEG, ISMAT;
SAHA, M.;
GANGULY, ANAMIKA;
DEY, DEBASHIS

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

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

Karhunen-Loeve Analysis of Historical Time Series With an Application to Plantation Births in Jamaica .

Published in:

Journal of the American Statistical Association, 1979, v. 74, n. 366, p. 284, doi. 10.2307/2286324

By:

Basilevsky, Alexander;
Hum, Derek P. J.

Publication type:

Article

Stochastic evolution equations with fractional Brownian motion.

Published in:

Probability Theory & Related Fields, 2003, v. 127, n. 2, p. 186, doi. 10.1007/s00440-003-0282-2

By:

Tindel, S.;
Tudor, C. A.;
Viens, F.

Publication type:

Article

Finding adapted solutions of forward–backward stochastic differential equations: method of continuation.

Published in:

Probability Theory & Related Fields, 1997, v. 107, n. 4, p. 537, doi. 10.1007/s004400050098

By:

Yong, Jiongmin

Publication type:

Article

Enlargement of the Wiener filtration by an absolutely continuous random variable via Malliavin’s calculus.

Published in:

Probability Theory & Related Fields, 1996, v. 106, n. 1, p. 105, doi. 10.1007/s004400050059

By:

Imkeller, Peter

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

LIMITED INFORMATION USING THE NEWTON SOLUTION.

Published in:

Australian Economic Papers, 1972, v. 11, n. 18, p. 112, doi. 10.1111/j.1467-8454.1972.tb00192.x

By:

Byron, R.P.

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

Modelling M/G/1 queueing systems with server vacations using stochastic Petri nets.

Published in:

Orion, 2006, v. 22, n. 2, p. 131, doi. 10.5784/22-2-39

By:

Ramanath, K.;
Lakshmi, P.

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

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

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

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

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

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

Preconditioners for Solving Stochastic Boundary Integral Equations with Weakly Singular Kernels.

Published in:

Computing, 1999, v. 63, n. 1, p. 47, doi. 10.1007/s006070050050

By:

Rostami Varnos Fadrani, D.;
Maleknejad, K.

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

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

Convergence of Stochastic Optimization and Decision Analysis in the Engineering Design of Aquifer...

Published in:

Ground Water, 1999, v. 37, n. 6, p. 934, doi. 10.1111/j.1745-6584.1999.tb01193.x

By:

Freeze, R. Allan;
Gorelick, Steven M.

Publication type:

Article

Infinite rate mutually catalytic branching in infinitely many colonies: construction, characterization and convergence.

Published in:

Probability Theory & Related Fields, 2012, v. 154, n. 3/4, p. 533, doi. 10.1007/s00440-011-0376-1

By:

Klenke, Achim;
Mytnik, Leonid

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

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

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

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