Artículos de revistas sobre el tema "Mean-field stochastic differential equations (SDE)"
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Briand, Phillippe, Abir Ghannoum y Céline Labart. "Mean reflected stochastic differential equations with jumps". Advances in Applied Probability 52, n.º 2 (junio de 2020): 523–62. http://dx.doi.org/10.1017/apr.2020.11.
Texto completoSun, Yabing, Jie Yang y Weidong Zhao. "Itô-Taylor Schemes for Solving Mean-Field Stochastic Differential Equations". Numerical Mathematics: Theory, Methods and Applications 10, n.º 4 (12 de septiembre de 2017): 798–828. http://dx.doi.org/10.4208/nmtma.2017.0007.
Texto completoWang, Tianxiao. "On closed-loop equilibrium strategies for mean-field stochastic linear quadratic problems". ESAIM: Control, Optimisation and Calculus of Variations 26 (2020): 41. http://dx.doi.org/10.1051/cocv/2019057.
Texto completoKubilius, Kęstutis y Aidas Medžiūnas. "A Class of Fractional Stochastic Differential Equations with a Soft Wall". Fractal and Fractional 7, n.º 2 (21 de enero de 2023): 110. http://dx.doi.org/10.3390/fractalfract7020110.
Texto completoFerreiro-Castilla, A., A. E. Kyprianou y R. Scheichl. "An Euler–Poisson scheme for Lévy driven stochastic differential equations". Journal of Applied Probability 53, n.º 1 (marzo de 2016): 262–78. http://dx.doi.org/10.1017/jpr.2015.23.
Texto completoWang, Yongguang y Shuzhen Yao. "Neural Stochastic Differential Equations with Neural Processes Family Members for Uncertainty Estimation in Deep Learning". Sensors 21, n.º 11 (26 de mayo de 2021): 3708. http://dx.doi.org/10.3390/s21113708.
Texto completoHigham, Desmond J., Xuerong Mao y Andrew M. Stuart. "Exponential Mean-Square Stability of Numerical Solutions to Stochastic Differential Equations". LMS Journal of Computation and Mathematics 6 (2003): 297–313. http://dx.doi.org/10.1112/s1461157000000462.
Texto completoKubilius, Kęstutis y Aidas Medžiūnas. "Pathwise Convergent Approximation for the Fractional SDEs". Mathematics 10, n.º 4 (21 de febrero de 2022): 669. http://dx.doi.org/10.3390/math10040669.
Texto completoRupšys, Petras. "Modeling Dynamics of Structural Components of Forest Stands Based on Trivariate Stochastic Differential Equation". Forests 10, n.º 6 (14 de junio de 2019): 506. http://dx.doi.org/10.3390/f10060506.
Texto completoJaworski, Piotr. "On Copula-Itô processes". Dependence Modeling 7, n.º 1 (1 de noviembre de 2019): 322–47. http://dx.doi.org/10.1515/demo-2019-0017.
Texto completoMykhailenko, Viacheslav y Pavol Bobik. "Statistical Error for Cosmic Rays Modulation Evaluated by SDE Backward in Time Method for 1D Model". Fluids 7, n.º 2 (19 de enero de 2022): 46. http://dx.doi.org/10.3390/fluids7020046.
Texto completoAverina, Tatyana. "Conditional Optimization of Algorithms for Estimating Distributions of Solutions to Stochastic Differential Equations". Mathematics 12, n.º 4 (16 de febrero de 2024): 586. http://dx.doi.org/10.3390/math12040586.
Texto completoHutzenthaler, Martin, Arnulf Jentzen y Peter E. Kloeden. "Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients". Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences 467, n.º 2130 (15 de diciembre de 2010): 1563–76. http://dx.doi.org/10.1098/rspa.2010.0348.
Texto completoEsquível, Manuel L., Paula Patrício y Gracinda R. Guerreiro. "From ODE to Open Markov Chains, via SDE: an application to models for infections in individuals and populations". Computational and Mathematical Biophysics 8, n.º 1 (17 de diciembre de 2020): 180–97. http://dx.doi.org/10.1515/cmb-2020-0110.
Texto completoRupšys, Petras. "Generalized fixed-effects and mixed-effects parameters height–diameter models with diffusion processes". International Journal of Biomathematics 08, n.º 05 (13 de agosto de 2015): 1550060. http://dx.doi.org/10.1142/s1793524515500606.
Texto completoFagin, Joshua, Ji Won Park, Henry Best, James H. H. Chan, K. E. Saavik Ford, Matthew J. Graham, V. Ashley Villar, Shirley Ho y Matthew O’Dowd. "Latent Stochastic Differential Equations for Modeling Quasar Variability and Inferring Black Hole Properties". Astrophysical Journal 965, n.º 2 (1 de abril de 2024): 104. http://dx.doi.org/10.3847/1538-4357/ad2988.
Texto completoGiles, Michael B., Mateusz B. Majka, Lukasz Szpruch, Sebastian J. Vollmer y Konstantinos C. Zygalakis. "Multi-level Monte Carlo methods for the approximation of invariant measures of stochastic differential equations". Statistics and Computing 30, n.º 3 (10 de septiembre de 2019): 507–24. http://dx.doi.org/10.1007/s11222-019-09890-0.
Texto completoSharma, Shambhu N. y H. Parthasarathy. "Dynamics of a stochastically perturbed two-body problem". Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences 463, n.º 2080 (16 de enero de 2007): 979–1003. http://dx.doi.org/10.1098/rspa.2006.1801.
Texto completoLahiri, Abhirup y Tarun Kumar Rawat. "Noise analysis of single stage fractional-order low-pass filter using stochastic and fractional Calculus". ECTI Transactions on Electrical Engineering, Electronics, and Communications 7, n.º 2 (5 de septiembre de 2008): 47–54. http://dx.doi.org/10.37936/ecti-eec.200972.171889.
Texto completoXue, Xirui, Shucai Huang, Daozhi Wei y Jiahao Xie. "Multiradar Joint Tracking of Cluster Targets Based on Graph-LSTMs". Journal of Sensors 2022 (14 de noviembre de 2022): 1–20. http://dx.doi.org/10.1155/2022/8556477.
Texto completoZhu, Jie. "The Mean Field Forward Backward Stochastic Differential Equations and Stochastic Partial Differential Equations". Pure and Applied Mathematics Journal 4, n.º 3 (2015): 120. http://dx.doi.org/10.11648/j.pamj.20150403.20.
Texto completoLi, Zhi y Jiaowan Luo. "Mean-field reflected backward stochastic differential equations". Statistics & Probability Letters 82, n.º 11 (noviembre de 2012): 1961–68. http://dx.doi.org/10.1016/j.spl.2012.06.018.
Texto completoBuckdahn, Rainer, Juan Li y Shige Peng. "Mean-field backward stochastic differential equations and related partial differential equations". Stochastic Processes and their Applications 119, n.º 10 (octubre de 2009): 3133–54. http://dx.doi.org/10.1016/j.spa.2009.05.002.
Texto completoAgram, Nacira, Yaozhong Hu y Bernt Øksendal. "Mean-field backward stochastic differential equations and applications". Systems & Control Letters 162 (abril de 2022): 105196. http://dx.doi.org/10.1016/j.sysconle.2022.105196.
Texto completoLi, Juan y Hui Min. "Weak solutions of mean-field stochastic differential equations". Stochastic Analysis and Applications 35, n.º 3 (15 de febrero de 2017): 542–68. http://dx.doi.org/10.1080/07362994.2017.1278706.
Texto completoZong, Gaofeng y Zengjing Chen. "Harnack inequality for mean-field stochastic differential equations". Statistics & Probability Letters 83, n.º 5 (mayo de 2013): 1424–32. http://dx.doi.org/10.1016/j.spl.2013.01.035.
Texto completoBuckdahn, Rainer, Juan Li, Shige Peng y Catherine Rainer. "Mean-field stochastic differential equations and associated PDEs". Annals of Probability 45, n.º 2 (marzo de 2017): 824–78. http://dx.doi.org/10.1214/15-aop1076.
Texto completoZhu, Qingfeng y Yufeng Shi. "Mean-Field Forward-Backward Doubly Stochastic Differential Equations and Related Nonlocal Stochastic Partial Differential Equations". Abstract and Applied Analysis 2014 (2014): 1–10. http://dx.doi.org/10.1155/2014/194341.
Texto completoDumitrescu, Roxana, Bernt Øksendal y Agnès Sulem. "Stochastic Control for Mean-Field Stochastic Partial Differential Equations with Jumps". Journal of Optimization Theory and Applications 176, n.º 3 (20 de febrero de 2018): 559–84. http://dx.doi.org/10.1007/s10957-018-1243-3.
Texto completoElbarrimi, Oussama y Youssef Ouknine. "Approximation of solutions of mean-field stochastic differential equations". Stochastics and Dynamics 21, n.º 01 (11 de marzo de 2020): 2150003. http://dx.doi.org/10.1142/s0219493721500039.
Texto completoLu, Wen y Yong Ren. "MEAN-FIELD BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS ON MARKOV CHAINS". Bulletin of the Korean Mathematical Society 54, n.º 1 (31 de enero de 2017): 17–28. http://dx.doi.org/10.4134/bkms.b150007.
Texto completoHao, Tao. "Anticipated mean-field backward stochastic differential equations with jumps∗". Lithuanian Mathematical Journal 60, n.º 3 (31 de mayo de 2020): 359–75. http://dx.doi.org/10.1007/s10986-020-09484-8.
Texto completoBuckdahn, Rainer, Boualem Djehiche, Juan Li y Shige Peng. "Mean-field backward stochastic differential equations: A limit approach". Annals of Probability 37, n.º 4 (julio de 2009): 1524–65. http://dx.doi.org/10.1214/08-aop442.
Texto completoMin, Hui, Ying Peng y Yongli Qin. "Fully Coupled Mean-Field Forward-Backward Stochastic Differential Equations and Stochastic Maximum Principle". Abstract and Applied Analysis 2014 (2014): 1–15. http://dx.doi.org/10.1155/2014/839467.
Texto completoZhu, Qingfeng, Lijiao Su, Fuguo Liu, Yufeng Shi, Yong’ao Shen y Shuyang Wang. "Mean-field type forward-backward doubly stochastic differential equations and related stochastic differential games". Frontiers of Mathematics in China 15, n.º 6 (diciembre de 2020): 1307–26. http://dx.doi.org/10.1007/s11464-020-0889-y.
Texto completoMa, Limin, Weihai Zhang y Zhenbin Liu. "Relationship between Nash Equilibrium Strategies and H2/H∞ Control of Mean-Field Stochastic Differential Equations with Multiplicative Noise". Processes 11, n.º 11 (4 de noviembre de 2023): 3154. http://dx.doi.org/10.3390/pr11113154.
Texto completoSun, Yabing y Weidong Zhao. "Numerical methods for mean-field stochastic differential equations with jumps". Numerical Algorithms 88, n.º 2 (4 de febrero de 2021): 903–37. http://dx.doi.org/10.1007/s11075-020-01062-w.
Texto completoXiaocui, Ma y Xi Fubao. "Moderate deviations for mean-field stochastic differential equations with jumps". SCIENTIA SINICA Mathematica 50, n.º 1 (5 de agosto de 2019): 87. http://dx.doi.org/10.1360/n012018-00192.
Texto completoHancheng, Guo y Ren Xiuyun. "Mean-field backward stochastic differential equations with uniformly continuous generators". Journal of Control and Decision 2, n.º 2 (3 de abril de 2015): 142–54. http://dx.doi.org/10.1080/23307706.2015.1027796.
Texto completoCai, Yujie, Jianhui Huang y Vasileios Maroulas. "Large deviations of mean-field stochastic differential equations with jumps". Statistics & Probability Letters 96 (enero de 2015): 1–9. http://dx.doi.org/10.1016/j.spl.2014.08.010.
Texto completoSun, Yabing, Weidong Zhao y Tao Zhou. "Explicit theta-Schemes for Mean-Field Backward Stochastic Differential Equations". SIAM Journal on Numerical Analysis 56, n.º 4 (enero de 2018): 2672–97. http://dx.doi.org/10.1137/17m1161944.
Texto completoLu, Wen, Yong Ren y Lanying Hu. "Mean-field backward stochastic differential equations in general probability spaces". Applied Mathematics and Computation 263 (julio de 2015): 1–11. http://dx.doi.org/10.1016/j.amc.2015.04.014.
Texto completoNykänen, Jani. "Mean-field stochastic differential equations with a discontinuous diffusion coefficient". Probability, Uncertainty and Quantitative Risk 8, n.º 3 (2023): 351–72. http://dx.doi.org/10.3934/puqr.2023016.
Texto completoLi, Junsong, Chao Mi, Chuanzhi Xing y Dehao Zhao. "General Coupled Mean-Field Reflected Forward-Backward Stochastic Differential Equations". Acta Mathematica Scientia 43, n.º 5 (12 de julio de 2023): 2234–62. http://dx.doi.org/10.1007/s10473-023-0518-4.
Texto completoLi, Xun, Jingtao Shi y Jiongmin Yong. "Mean-field linear-quadratic stochastic differential games in an infinite horizon". ESAIM: Control, Optimisation and Calculus of Variations 27 (2021): 81. http://dx.doi.org/10.1051/cocv/2021078.
Texto completoLi, Juan y Hui Min. "Weak Solutions of Mean-Field Stochastic Differential Equations and Application to Zero-Sum Stochastic Differential Games". SIAM Journal on Control and Optimization 54, n.º 3 (enero de 2016): 1826–58. http://dx.doi.org/10.1137/15m1015583.
Texto completoZhao, Nana, Jinghan Wang, Yufeng Shi y Qingfeng Zhu. "General Time-Symmetric Mean-Field Forward-Backward Doubly Stochastic Differential Equations". Symmetry 15, n.º 6 (24 de mayo de 2023): 1143. http://dx.doi.org/10.3390/sym15061143.
Texto completoSun, Shengqiu. "Mean‐field backward stochastic differential equations driven by G ‐Brownian motion and related partial differential equations". Mathematical Methods in the Applied Sciences 43, n.º 12 (31 de mayo de 2020): 7484–505. http://dx.doi.org/10.1002/mma.6573.
Texto completoDu, Kai y Zhen Wu. "Linear-Quadratic Stackelberg Game for Mean-Field Backward Stochastic Differential System and Application". Mathematical Problems in Engineering 2019 (21 de febrero de 2019): 1–17. http://dx.doi.org/10.1155/2019/1798585.
Texto completoShi, Yu Feng, Jia Qiang Wen y Jie Xiong. "Mean-Field Backward Stochastic Differential Equations Driven by Fractional Brownian Motion". Acta Mathematica Sinica, English Series 37, n.º 7 (julio de 2021): 1156–70. http://dx.doi.org/10.1007/s10114-021-0002-9.
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