Works matching DE "STOCHASTIC integrals"
Results: 494
Existence of strong solutions for one-dimensional reflected mixed stochastic delay differential equations.
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- Forum Mathematicum, 2025, v. 37, n. 2, p. 425, doi. 10.1515/forum-2023-0288
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- Article
Price dynamics with circuit breakers.
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- Quantitative Finance, 2024, v. 24, n. 12, p. 1711, doi. 10.1080/14697688.2024.2429421
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- Article
Continuity of solutions for tempered fractional general diffusion equations driven by TFBM: Continuity of solutions for tempered...: L. J. Zhang, Y. J. Wang.
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- Fractional Calculus & Applied Analysis, 2025, v. 28, n. 1, p. 411, doi. 10.1007/s13540-024-00369-y
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- Article
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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- Article
Linear-quadratic stochastic volterra controls II. Optimal strategies and riccati-volterra equations.
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- ESAIM: Control, Optimisation & Calculus of Variations, 2024, v. 30, p. 1, doi. 10.1051/cocv/2024036
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- Article
A general maximum principle for progressive optimal stochastic control problems with Markov regime-switching.
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- ESAIM: Control, Optimisation & Calculus of Variations, 2022, v. 28, p. 1, doi. 10.1051/cocv/2022054
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- Article
Infinite horizon backward stochastic Volterra integral equations and discounted control problems.
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- ESAIM: Control, Optimisation & Calculus of Variations, 2021, v. 26, p. 1, doi. 10.1051/cocv/2021098
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- Article
Necessary conditions of Pontraygin's type for general controlled stochastic Volterra integral equations.
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- ESAIM: Control, Optimisation & Calculus of Variations, 2020, v. 26, p. 1, doi. 10.1051/cocv/2020001
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- Article
A novel online gait optimization approach for biped robots with point-feet.
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- ESAIM: Control, Optimisation & Calculus of Variations, 2019, v. 25, p. 1, doi. 10.1051/cocv/2017034
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- Article
LINEAR QUADRATIC CONTROL PROBLEMS OF STOCHASTIC VOLTERRA INTEGRAL EQUATIONS.
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- ESAIM: Control, Optimisation & Calculus of Variations, 2018, v. 24, n. 4, p. 1849, doi. 10.1051/cocv/2017002
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- Article
Stochastic Perturbations of Line Solitons of KP.
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- Theoretical & Mathematical Physics, 2003, v. 137, n. 3, p. 1753, doi. 10.1023/B:TAMP.0000007923.53436.e4
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- Article
On Numerical Modeling of the Multidimentional Dynamic Systems under Random Perturbations with the 2.5 Order of Strong Convergence.
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- Automation & Remote Control, 2019, v. 80, n. 5, p. 867, doi. 10.1134/S0005117919050060
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- Article
NUMERICAL SOLUTION OF SINGULAR STOCHASTIC INTEGRAL EQUATIONS OF ABEL’S TYPE USING OPERATIONAL MATRIX METHOD.
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- Proceedings of Institute of Mathematics & Mechanics National Academy of Sciences of Azerbaijan, 2022, v. 48, p. 39, doi. 10.30546/2409-4994.48.2022.3955
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- Article
Singular stochastic Volterra integral equations with Mittag–Leffler kernels: well-posedness and strong convergence of θ-Maruyama method.
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- International Journal of Computer Mathematics, 2023, v. 100, n. 6, p. 1321, doi. 10.1080/00207160.2023.2186152
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- Article
The stochastic Leibniz formula for Volterra integrals under enlarged filtrations.
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- Stochastic Models, 2023, v. 39, n. 4, p. 823, doi. 10.1080/15326349.2023.2173233
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- Article
IV Workshop on Branching Processes and their Applications (WBPA 2018) – Part I.
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- 2019
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- Publication type:
- Editorial
Sample paths of continuous-state branching processes with dependent immigration.
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- Stochastic Models, 2019, v. 35, n. 2, p. 167, doi. 10.1080/15326349.2019.1575753
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- Article
ON THE TRAJECTORIES OF STOCHASTIC FLOW GENERATED BY THE NATURAL MODEL IN MULTI-DIMENSIONAL CASE.
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- Facta Universitatis, Series: Mathematics & Informatics, 2021, v. 36, n. 4, p. 879, doi. 10.22190/FUMI210118065K
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- Article
Efficient option pricing in the rough Heston model using weak simulation schemes.
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- Quantitative Finance, 2024, v. 24, n. 9, p. 1247, doi. 10.1080/14697688.2024.2391523
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- Article
When to efficiently rebalance a portfolio.
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- Quantitative Finance, 2024, v. 24, n. 9, p. 1235, doi. 10.1080/14697688.2024.2371479
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- Article
A fast algorithm for simulation of rough volatility models.
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- Quantitative Finance, 2022, v. 22, n. 3, p. 447, doi. 10.1080/14697688.2021.1970213
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- Article
Deninger's conjectures and Weil--Arakelov cohomology.
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- Münster Journal of Mathematics, 2020, v. 13, n. 2, p. 519, doi. 10.17879/90169642993
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- Article
ADVANCED STOCHASTIC METHODS FOR MULTIDIMENSIONAL INTEGRALS AND APPLICATIONS.
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- Journal Scientific & Applied Research, 2021, n. 20, p. 19
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- Article
A COMPARISON OF SEVERAL STOCHASTIC TECHNIQUES FOR COMPUTATION OF MULTIDIMENSIONAL INTEGRALS.
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- Journal Scientific & Applied Research, 2021, n. 20, p. 11
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- Article
Shifted Legendre spectral collocation technique for solving stochastic Volterra–Fredholm integral equations.
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- International Journal of Nonlinear Sciences & Numerical Simulation, 2023, v. 24, n. 1, p. 123, doi. 10.1515/ijnsns-2020-0144
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- Article
A Multivariable Method for Calculating Failure Probability of Aeroengine Rotor Disk.
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- Aerospace (MDPI Publishing), 2023, v. 10, n. 3, p. 296, doi. 10.3390/aerospace10030296
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- Article
Some open problems in exact simulation of stochastic differential equations.
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- Queueing Systems, 2022, v. 100, n. 3/4, p. 509, doi. 10.1007/s11134-022-09835-x
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- Article
On Itô formulas for jump processes.
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- Queueing Systems, 2021, v. 98, n. 3/4, p. 247, doi. 10.1007/s11134-021-09709-8
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- Article
Martingale methods in statistics.
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- Journal of the Royal Statistical Society: Series A (Statistics in Society), 2022, v. 185, p. S769, doi. 10.1111/rssa.12862
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- Article
SIMULATION OF TWO-STEP ORDER 2 IMPLICIT STRONG METHOD FOR APPROXIMATING STRATONOVICH STOCHASTIC DIFFERENTIAL EQUATIONS.
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- Advances in Differential Equations & Control Processes, 2023, v. 30, n. 4, p. 385, doi. 10.17654/0974324323021
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- Article
TWO-STEP ORDER 3/2 STRONG METHOD FOR APPROXIMATING STOCHASTIC DIFFERENTIAL EQUATIONS.
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- Advances in Differential Equations & Control Processes, 2023, v. 30, n. 1, p. 1, doi. 10.17654/0974324323001
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- Article
HIGHER-ORDER RUNGE-KUTTA METHOD FOR ITÔ STOCHASTIC DIFFERENTIAL EQUATIONS WITH A NON-DEGENERATE DIFFUSION MATRIX.
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- Advances in Differential Equations & Control Processes, 2019, v. 21, n. 1, p. 123, doi. 10.17654/DE021010123
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- Article
On the well‐posedness of a class of nonautonomous SPDEs: An operator‐theoretical perspective.
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- GAMM Mitteilungen, 2018, v. 41, n. 4, p. N.PAG, doi. 10.1002/gamm.201800014
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- Article
Nonlinear Stochastic Optimal Control with Input Saturation Constraints Based on Path Integrals.
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- IEEJ Transactions on Electrical & Electronic Engineering, 2020, v. 15, n. 8, p. 1169, doi. 10.1002/tee.23177
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- Article
Effects of multiplicative noise on the Duffing oscillator with variable coefficients and its integral of motion.
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- International Journal of Modern Physics C: Computational Physics & Physical Computation, 2020, v. 31, n. 7, p. N.PAG, doi. 10.1142/S0129183120500953
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- Article
Simplified single-time stochastic maximum principle.
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- Balkan Journal of Geometry & Its Applications, 2011, v. 16, n. 2, p. 155
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- Article
A RANDOM LOCATIONAL EQUILIBRIUM PROBLEM.
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- Journal of Regional Science, 1974, v. 14, n. 1, p. 47, doi. 10.1111/j.1467-9787.1974.tb00428.x
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- Article
Stochastic modeling of nonlinear oscillators under combined Gaussian and Poisson white noise: a viewpoint based on the energy conservation law.
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- Nonlinear Dynamics, 2016, v. 84, n. 3, p. 1311, doi. 10.1007/s11071-015-2570-7
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- Article
Dissipativity analysis of stochastic neural networks with time delays.
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- Nonlinear Dynamics, 2012, v. 70, n. 1, p. 825, doi. 10.1007/s11071-012-0499-7
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- Article
Score tests for independence in semiparametric competing risks models.
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- Lifetime Data Analysis, 2009, v. 15, n. 4, p. 413, doi. 10.1007/s10985-009-9123-7
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- Article
Implicit max-stable extremal integrals.
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- Extremes, 2021, v. 24, n. 1, p. 1, doi. 10.1007/s10687-020-00388-x
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- Article
An explicit order 2 scheme for the strong approximation of Stratonovich stochastic differential equations with scalar noise.
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- Numerical Methods for Partial Differential Equations, 2021, v. 37, n. 3, p. 2730, doi. 10.1002/num.22769
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- Article
Order Conditions for Sampling the Invariant Measure of Ergodic Stochastic Differential Equations on Manifolds.
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- Foundations of Computational Mathematics, 2022, v. 22, n. 3, p. 649, doi. 10.1007/s10208-021-09495-y
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- Article
Andriy Anatoliyovych Dorogovtsev (On His 60th Birthday).
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- 2024
- Publication type:
- Announcement
Anatolii Volodymyrovych Skorokhod (Brief Biographical Essay).
- Published in:
- 2021
- Publication type:
- Calendar
Simulated Optimal Operation Policies of a Reservoir System Obtained with Continuous Functions Using Synthetic Inflows.
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- Water Resources Management, 2021, v. 35, n. 7, p. 2249, doi. 10.1007/s11269-021-02841-3
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- Article
Quasi Controlled K -Metric Spaces over C<sup>∗</sup>-Algebras with an Application to Stochastic Integral Equations.
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- Computer Modeling in Engineering & Sciences (CMES), 2023, v. 135, n. 3, p. 2649, doi. 10.32604/cmes.2023.023496
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- Article
A maximal inequality for pth power of stochastic convolution integrals.
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- Journal of Inequalities & Applications, 2016, v. 2016, n. 1, p. 1, doi. 10.1186/s13660-016-1094-0
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- Article
FISHERY REGULATION WITH HARVEST UNCERTAINTY.
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- International Economic Review, 1985, v. 26, n. 3, p. 731, doi. 10.2307/2526717
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- Article
带有弱奇性核的多项分数阶非线性随机微分方程的 改进Euler-Maruyama格式 .
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- Applied Mathematics & Mechanics (1000-0887), 2021, v. 42, n. 11, p. 1203, doi. 10.21656/1000.0887.420067
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- Article