Introduction to Stochastic Finance with Market Examples, 2nd ed: Nicolas Privault, Boca Raton, FL: Chapman & Hall/CRC Press, 2023, x + 652 pp., $120.00(H), ISBN 978-1-032-28826-0.
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- 2024
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- Book Review
Works about STOCHASTIC partial differential equations
Results: 981
1
2
Quantum value indefiniteness.
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- Natural Computing, 2011, v. 10, n. 4, p. 1371, doi. 10.1007/s11047-010-9241-x
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- Article
3
Global Sensitivity Analysis for Models Described by Stochastic Differential Equations.
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- Methodology & Computing in Applied Probability, 2020, v. 22, n. 2, p. 803, doi. 10.1007/s11009-019-09732-6
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- Article
4
Prediction and Conditional Simulation of a 2D Lognormal Diffusion Random Field.
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- Methodology & Computing in Applied Probability, 2007, v. 9, n. 3, p. 413, doi. 10.1007/s11009-007-9029-3
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- Article
5
Rate of Convergence of a Stochastic Particle System for the Smoluchowski Coagulation Equation.
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- Methodology & Computing in Applied Probability, 2003, v. 5, n. 2, p. 131, doi. 10.1023/A:1024524500111
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- Article
6
A model of feedback control for the charge-balanced suppression of epileptic seizures.
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- Journal of Computational Neuroscience, 2010, v. 28, n. 3, p. 375, doi. 10.1007/s10827-010-0215-x
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- Article
7
Asymptotic Expansion as Prior Knowledge in Deep Learning Method for High dimensional BSDEs.
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- Asia-Pacific Financial Markets, 2019, v. 26, n. 3, p. 391, doi. 10.1007/s10690-019-09271-7
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- Article
8
Effect of noise on front propagation in reaction-diffusion equations of KPP type.
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- Inventiones Mathematicae, 2011, v. 184, n. 2, p. 405, doi. 10.1007/s00222-010-0292-5
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- Article
9
Convergence to SPDEs in Stratonovich Form.
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- Communications in Mathematical Physics, 2009, v. 292, n. 2, p. 457, doi. 10.1007/s00220-009-0898-x
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- Article
10
Stochastic Porous Media Equations and Self-Organized Criticality.
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- Communications in Mathematical Physics, 2009, v. 285, n. 3, p. 901, doi. 10.1007/s00220-008-0651-x
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- Article
11
Homogenized Dynamics of Stochastic Partial Differential Equations with Dynamical Boundary Conditions.
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- Communications in Mathematical Physics, 2007, v. 275, n. 1, p. 163, doi. 10.1007/s00220-007-0301-8
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- Article
12
Homogenization of Ornstein-Uhlenbeck Process in Random Environment.
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- Communications in Mathematical Physics, 2006, v. 266, n. 3, p. 699, doi. 10.1007/s00220-006-0046-9
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- Article
13
A Stochastic Perturbation of Inviscid Flows.
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- Communications in Mathematical Physics, 2006, v. 266, n. 3, p. 631, doi. 10.1007/s00220-006-0058-5
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- Article
14
Modeling spatial dependencies of natural hazards in coastal regions: a nonstationary approach with barriers.
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- Stochastic Environmental Research & Risk Assessment, 2023, v. 37, n. 11, p. 4479, doi. 10.1007/s00477-023-02519-9
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- Article
15
Beyond stationary simulation; modern approaches to stochastic modelling.
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- Stochastic Environmental Research & Risk Assessment, 2023, v. 37, n. 11, p. 4129, doi. 10.1007/s00477-023-02497-y
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- Publication type:
- Article
16
Unified landslide hazard assessment using hurdle models: a case study in the Island of Dominica.
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- Stochastic Environmental Research & Risk Assessment, 2022, v. 36, n. 8, p. 2071, doi. 10.1007/s00477-022-02239-6
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- Article
17
One-dimensional solute transport in open channel flow from a stochastic systematic perspective.
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- Stochastic Environmental Research & Risk Assessment, 2019, v. 33, n. 7, p. 1403, doi. 10.1007/s00477-019-01699-7
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- Article
18
On approximation for fractional stochastic partial differential equations on the sphere.
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- Stochastic Environmental Research & Risk Assessment, 2018, v. 32, n. 9, p. 2585, doi. 10.1007/s00477-018-1517-1
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- Publication type:
- Article
19
Estimation and prediction of the spatial occurrence of fish species using Bayesian latent Gaussian models.
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- Stochastic Environmental Research & Risk Assessment, 2013, v. 27, n. 5, p. 1171, doi. 10.1007/s00477-012-0652-3
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- Publication type:
- Article
20
A method for reliability-based optimization with multiple non-normal stochastic parameters: a simplified airshed management study.
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- Stochastic Environmental Research & Risk Assessment, 2010, v. 24, n. 1, p. 101, doi. 10.1007/s00477-009-0304-4
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- Article
21
A stochastic approach to nonlinear unconfined flow subject to multiple random fields.
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- Stochastic Environmental Research & Risk Assessment, 2009, v. 23, n. 6, p. 823, doi. 10.1007/s00477-008-0261-3
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- Article
22
Spectral theory for operator matrices related to models in mechanics.
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- Mathematical Notes, 2008, v. 83, n. 5/6, p. 843, doi. 10.1134/S0001434608050295
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- Article
23
On the structure of the class A(ϕ).
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- Mathematical Notes, 2006, v. 80, n. 1/2, p. 284, doi. 10.1007/s11006-006-0137-0
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- Article
24
Existence and Uniqueness of the Solution to the Cauchy Problem for the Stochastic Reaction-Diffusion Differential Equation of Neutral Type.
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- Journal of Mathematical Sciences, 2017, v. 226, n. 3, p. 307, doi. 10.1007/s10958-017-3536-8
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- Article
25
Abstract Green Formulas for Triples of Hilbert Spaces and Sesquilinear Forms.
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- Journal of Mathematical Sciences, 2017, v. 225, n. 2, p. 226, doi. 10.1007/s10958-017-3470-9
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- Article
26
Pursuit problem in distributed control systems.
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- Cybernetics & Systems Analysis, 2009, v. 45, n. 2, p. 297, doi. 10.1007/s10559-009-9100-x
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- Article
27
Strong Averaging Principle for a Class of Slow-fast Singular SPDEs Driven by α-stable Process.
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- Frontiers of Mathematics, 2023, v. 18, n. 3, p. 565, doi. 10.1007/s11464-021-0069-8
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- Publication type:
- Article
28
Stochastic Integral Evolution Equations with Locally Monotone and Non-Lipschitz Coefficients.
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- Frontiers of Mathematics, 2023, v. 18, n. 2, p. 455, doi. 10.1007/s11464-021-0100-0
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- Publication type:
- Article
29
Identification of non-linear stochastic spatiotemporal dynamical systems.
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- IET Control Theory & Applications (Wiley-Blackwell), 2013, v. 7, n. 17, p. 2069, doi. 10.1049/iet-cta.2013.0150
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- Article
30
Modelado espacial avanzado con ecuaciones diferenciales parciales estocásticas usando R e INLA.
- Published in:
- 2019
- Publication type:
- Book Review
31
Strong convergence theorem for strict pseudo-contractions in Hilbert spaces.
- Published in:
- Journal of Inequalities & Applications, 2016, v. 2016, n. 1, p. 1, doi. 10.1186/s13660-016-1072-6
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- Article
32
On the split common fixed point problem for strict pseudocontractive and asymptotically nonexpansive mappings in Banach spaces.
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- Journal of Inequalities & Applications, 2015, v. 2015, n. 1, p. 1, doi. 10.1186/s13660-015-0832-z
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- Article
33
Mann-type hybrid steepest-descent method for three nonlinear problems.
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- Journal of Inequalities & Applications, 2015, v. 2015, n. 1, p. 1, doi. 10.1186/s13660-015-0807-0
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- Article
34
A modified regularization method for finding zeros of monotone operators in Hilbert spaces.
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- Journal of Inequalities & Applications, 2015, v. 2015, n. 1, p. 1, doi. 10.1186/s13660-015-0739-8
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- Article
35
Solution sensitivity of generalized nonlinear parametric (A, η, m)-proximal operator system of equations in Hilbert spaces.
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- Journal of Inequalities & Applications, 2014, v. 2014, p. 1, doi. 10.1186/1029-242X-2014-362
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- Article
36
Iterative algorithms for finding the zeroes of sums of operators.
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- Journal of Inequalities & Applications, 2014, v. 2014, p. 1, doi. 10.1186/1029-242X-2014-349
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- Publication type:
- Article
37
On the convergence of hybrid projection algorithms for total quasi-asymptotically pseudo-contractive mapping.
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- Journal of Inequalities & Applications, 2013, v. 2013, n. 1, p. 1, doi. 10.1186/1029-242X-2013-375
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- Publication type:
- Article
38
Moudafi's Viscosity Approximations with Demi-Continuous and Strong Pseudo-Contractions for Non-Expansive Semigroups.
- Published in:
- Journal of Inequalities & Applications, 2010, v. 2010, p. 1, doi. 10.1155/2010/645498
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- Publication type:
- Article
39
On the System of Nonlinear Mixed Implicit Equilibrium Problems in Hilbert Spaces.
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- Journal of Inequalities & Applications, 2010, v. 2010, p. 1, doi. 10.1155/2010/437976
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- Publication type:
- Article
40
Weak and Strong Convergence Theorems for Equilibrium Problems and Countable Strict Pseudocontractions Mappings in Hilbert Space.
- Published in:
- Journal of Inequalities & Applications, 2010, v. 2010, p. 1, doi. 10.1155/2010/474813
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- Publication type:
- Article
41
Convergence Theorems on Generalized Equilibrium Problems and Fixed Point Problems with Applications.
- Published in:
- Journal of Inequalities & Applications, 2010, v. 2010, p. 1, doi. 10.1155/2010/189036
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- Publication type:
- Article
42
Regularization Inertial Proximal Point Algorithm for Monotone Hemicontinuous Mapping and Inverse Strongly Monotone Mappings in Hilbert Spaces.
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- Journal of Inequalities & Applications, 2010, v. 2010, p. 1, doi. 10.1155/2010/451916
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- Publication type:
- Article
43
An Iterative Scheme with a Countable Family of Nonexpansive Mappings for Variational Inequality Problems in Hilbert Spaces.
- Published in:
- Journal of Inequalities & Applications, 2010, v. 2010, p. 1, doi. 10.1155/2010/687374
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- Publication type:
- Article
44
The Existence, Uniqueness, and Controllability of Neutral Stochastic Delay Partial Differential Equations Driven by Standard Brownian Motion and Fractional Brownian Motion.
- Published in:
- Discrete Dynamics in Nature & Society, 2018, p. 1, doi. 10.1155/2018/7502514
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- Publication type:
- Article
45
Existence of Random Attractor for Stochastic Fractional Long-Short Wave Equations with Periodic Boundary Condition.
- Published in:
- Discrete Dynamics in Nature & Society, 2017, p. 1, doi. 10.1155/2017/3642548
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- Publication type:
- Article
46
On the Convergence of Solutions for SPDEs under Perturbation of the Domain.
- Published in:
- Discrete Dynamics in Nature & Society, 2016, p. 1, doi. 10.1155/2016/5425639
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- Publication type:
- Article
47
New compactly supported spatiotemporal covariance functions from SPDEs.
- Published in:
- Statistical Methods & Applications, 2016, v. 25, n. 1, p. 125, doi. 10.1007/s10260-015-0333-8
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- Publication type:
- Article
48
Discussing the 'big n problem'.
- Published in:
- Statistical Methods & Applications, 2013, v. 22, n. 1, p. 97, doi. 10.1007/s10260-012-0207-2
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- Publication type:
- Article
49
An Efficient Localized RBF-FD Method to Simulate the Heston–Hull–White PDE in Finance.
- Published in:
- Mathematics (2227-7390), 2023, v. 11, n. 4, p. 833, doi. 10.3390/math11040833
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- Publication type:
- Article
50
Random Perturbation of Invariant Manifolds for Non-Autonomous Dynamical Systems.
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- Mathematics (2227-7390), 2022, v. 10, n. 6, p. 992, doi. 10.3390/math10060992
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- Publication type:
- Article