Works matching IS 21512302 AND DT 2018 AND VI 10 AND IP 1
Results: 8
Anticipated Backward Doubly Stochastic Differential Equations With Stochastic Lipschitzian Coefficients.
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- Journal of Numerical Mathematics & Stochastics, 2018, v. 10, n. 1, p. 94
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- Article
Reflected Discontinuous Backward Doubly Stochastic Differential Equations With Poisson Jumps.
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- Journal of Numerical Mathematics & Stochastics, 2018, v. 10, n. 1, p. 73
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- Article
Optimal Algorithm Re-Initialization for Combinatorial Optimization.
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- Journal of Numerical Mathematics & Stochastics, 2018, v. 10, n. 1, p. 58
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Numerical Methods for Certain Classes of Markovian Backward Stochastic Differential Equations and Quasi-Linear Parabolic Partial Differential Equations Via Girsanov's Theorem.
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- Journal of Numerical Mathematics & Stochastics, 2018, v. 10, n. 1, p. 45
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A Modified Conjugate Gradient Method Via a Double Direction Approach for Solving Large-Scale Symmetric Nonlinear Equations.
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- Journal of Numerical Mathematics & Stochastics, 2018, v. 10, n. 1, p. 32
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Kernel Adjusted Conditional Density Estimation.
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- Journal of Numerical Mathematics & Stochastics, 2018, v. 10, n. 1, p. 20
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- Article
Controllability Results for Time-Dependent Impulsive Neutral Stochastic Functional Differential Equations Driven by Fractional Brownian Motion.
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- Journal of Numerical Mathematics & Stochastics, 2018, v. 10, n. 1, p. 1
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- Article
Editorial.
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- Journal of Numerical Mathematics & Stochastics, 2018, v. 10, n. 1, p. 0
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- Article