Artículos de revistas sobre el tema "Skorohod equations"
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Buckdahn, Rainer. "Linear skorohod stochastic differential equations". Probability Theory and Related Fields 90, n.º 2 (junio de 1991): 223–40. http://dx.doi.org/10.1007/bf01192163.
Texto completoBuckdahn, Rainer y David Nualart. "Skorohod stochastic differential equations with boundary conditions". Stochastics and Stochastic Reports 45, n.º 3-4 (diciembre de 1993): 211–35. http://dx.doi.org/10.1080/17442509308833862.
Texto completoNualart, David y Michèle Thieullen. "Skorohod stochastic differential equations on random intervals". Stochastics and Stochastic Reports 49, n.º 3-4 (agosto de 1994): 149–67. http://dx.doi.org/10.1080/17442509408833917.
Texto completoBuckdahn, Rainer. "Skorohod stochastic differential equations of diffusion type". Probability Theory and Related Fields 93, n.º 3 (septiembre de 1992): 297–323. http://dx.doi.org/10.1007/bf01193054.
Texto completoEl-Borai, Mahmoud M., Khairia El-Said El-Nadi, Osama L. Mostafa y Hamdy M. Ahmed. "Volterra equations with fractional stochastic integrals". Mathematical Problems in Engineering 2004, n.º 5 (2004): 453–68. http://dx.doi.org/10.1155/s1024123x04312020.
Texto completoTudor, Ciprian A. "Itô-Skorohod stochastic equations and applications to finance". Journal of Applied Mathematics and Stochastic Analysis 2004, n.º 4 (1 de enero de 2004): 359–69. http://dx.doi.org/10.1155/s1048953304311044.
Texto completoBishwal, Jaya P. N. "Maximum likelihood estimation in Skorohod stochastic differential equations". Proceedings of the American Mathematical Society 138, n.º 04 (1 de abril de 2010): 1471. http://dx.doi.org/10.1090/s0002-9939-09-10113-2.
Texto completoBuckdahn, Rainer. "Anticipative Girsanov transformations and Skorohod stochastic differential equations". Memoirs of the American Mathematical Society 111, n.º 533 (1994): 0. http://dx.doi.org/10.1090/memo/0533.
Texto completoDONEY, R. y T. ZHANG. "Perturbed Skorohod equations and perturbed reflected diffusion processes". Annales de l'Institut Henri Poincare (B) Probability and Statistics 41, n.º 1 (enero de 2005): 107–21. http://dx.doi.org/10.1016/j.anihpb.2004.03.005.
Texto completoBuckdahn, R., P. Malliavin y D. Nualart. "Multidimensional linear stochastic differential equations in the skorohod sense". Stochastics and Stochastic Reports 62, n.º 1-2 (noviembre de 1997): 117–45. http://dx.doi.org/10.1080/17442509708834130.
Texto completoZhang, Xicheng. "Skorohod problem and multivalued stochastic evolution equations in Banach spaces". Bulletin des Sciences Mathématiques 131, n.º 2 (marzo de 2007): 175–217. http://dx.doi.org/10.1016/j.bulsci.2006.05.009.
Texto completoChen, Z. Q. y Z. Zhao. "Switched diffusion processes and systems of elliptic equations: a Dirichlet space approach". Proceedings of the Royal Society of Edinburgh: Section A Mathematics 124, n.º 4 (1994): 673–701. http://dx.doi.org/10.1017/s0308210500028596.
Texto completoEgorov, A. D. "Approximate formulas for the evaluation of the mathematical expectation of functionals from the solution to the linear Skorohod equation". Proceedings of the National Academy of Sciences of Belarus. Physics and Mathematics Series 57, n.º 2 (16 de julio de 2021): 198–205. http://dx.doi.org/10.29235/1561-2430-2021-57-2-198-205.
Texto completoMa, Jin y Yusun Wang. "On Variant Reflected Backward SDEs, with Applications". Journal of Applied Mathematics and Stochastic Analysis 2009 (18 de junio de 2009): 1–26. http://dx.doi.org/10.1155/2009/854768.
Texto completoCastaing, Charles, Christiane Godet-Thobie, Manuel D. P. Monteiro Marques y Anna Salvadori. "Evolution Problems with m-Accretive Operators and Perturbations". Mathematics 10, n.º 3 (20 de enero de 2022): 317. http://dx.doi.org/10.3390/math10030317.
Texto completoGraham, Carl. "McKean-Vlasov Ito-Skorohod equations, and nonlinear diffusions with discrete jump sets". Stochastic Processes and their Applications 40, n.º 1 (febrero de 1992): 69–82. http://dx.doi.org/10.1016/0304-4149(92)90138-g.
Texto completoYang, Zhaoqiang. "Optimal Exercise Boundary of American Fractional Lookback Option in a Mixed Jump-Diffusion Fractional Brownian Motion Environment". Mathematical Problems in Engineering 2017 (2017): 1–17. http://dx.doi.org/10.1155/2017/5904125.
Texto completoYang, Zhaoqiang. "Efficient valuation and exercise boundary of American fractional lookback option in a mixed jump-diffusion model". International Journal of Financial Engineering 04, n.º 02n03 (junio de 2017): 1750033. http://dx.doi.org/10.1142/s2424786317500335.
Texto completoYang, Zhaoqiang. "A NEW STOPPING PROBLEM AND THE CRITICAL EXERCISE PRICE FOR AMERICAN FRACTIONAL LOOKBACK OPTION IN A SPECIAL MIXED JUMP-DIFFUSION MODEL". Probability in the Engineering and Informational Sciences 34, n.º 1 (21 de septiembre de 2018): 27–52. http://dx.doi.org/10.1017/s0269964818000311.
Texto completoCostantini, C. "The Skorohod oblique reflection problem in domains with corners and application to stochastic differential equations". Probability Theory and Related Fields 91, n.º 1 (marzo de 1992): 43–70. http://dx.doi.org/10.1007/bf01194489.
Texto completoKACHANOVSKY, N. A. "AN EXTENDED STOCHASTIC INTEGRAL AND A WICK CALCULUS ON PARAMETRIZED KONDRATIEV-TYPE SPACES OF MEIXNER WHITE NOISE". Infinite Dimensional Analysis, Quantum Probability and Related Topics 11, n.º 04 (diciembre de 2008): 541–64. http://dx.doi.org/10.1142/s0219025708003270.
Texto completoDyriv, M. M. y N. A. Kachanovsky. "On operators of stochastic differentiation on spaces of regular test and generalized functions of Lévy white noise analysis". Carpathian Mathematical Publications 6, n.º 2 (25 de diciembre de 2014): 212–29. http://dx.doi.org/10.15330/cmp.6.2.212-229.
Texto completoMoon, Jun. "State and Control Path-Dependent Stochastic Zero-Sum Differential Games: Viscosity Solutions of Path-Dependent Hamilton–Jacobi–Isaacs Equations". Mathematics 10, n.º 10 (22 de mayo de 2022): 1766. http://dx.doi.org/10.3390/math10101766.
Texto completoKachanovsky, N. A. "Operators of stochastic differentiation on spaces of nonregular generalized functions of Levy white noise analysis". Carpathian Mathematical Publications 8, n.º 1 (30 de junio de 2016): 83–106. http://dx.doi.org/10.15330/cmp.8.1.83-106.
Texto completoLiu, Kefan, Jingyao Chen, Jichao Zhang y Yueting Yang. "Application of fuzzy Malliavin calculus in hedging fixed strike lookback option". AIMS Mathematics 8, n.º 4 (2023): 9187–211. http://dx.doi.org/10.3934/math.2023461.
Texto completoWagner, Wolfgang. "Skorohod, A. V.: Stochastic Equations for Complex Systems (Mathematics and its applications. East European Series). D. Reidel Publiahing Company, Dordrecht 1988,196 S., US $69.00; UKE 43.50; Dfl. 140.00". Biometrical Journal 31, n.º 2 (1989): 212. http://dx.doi.org/10.1002/bimj.4710310210.
Texto completoMandrekar, V. y U. V. Naik-Nimbalkar. "Weak uniqueness of martingale solutions to stochastic partial differential equations in Hilbert spaces". Theory of Stochastic Processes 25(41), n.º 1 (21 de diciembre de 2020): 78–89. http://dx.doi.org/10.37863/tsp-5986263728-06.
Texto completoDöring, Leif, Lukas Gonon, David J. Prömel y Oleg Reichmann. "On Skorokhod embeddings and Poisson equations". Annals of Applied Probability 29, n.º 4 (agosto de 2019): 2302–37. http://dx.doi.org/10.1214/18-aap1454.
Texto completoSun, Xichao y Ming Li. "Stochastic Fractional Heat Equations Driven by Fractional Noises". Mathematical Problems in Engineering 2015 (2015): 1–16. http://dx.doi.org/10.1155/2015/421705.
Texto completoLevajkovic, Tijana y Dora Selesi. "Chaos expansion methods for stochastic differential equations involving the Malliavin derivative, Part I". Publications de l'Institut Math?matique (Belgrade) 90, n.º 104 (2011): 65–84. http://dx.doi.org/10.2298/pim1104065l.
Texto completoЛотоцкий, С. В., S. V. Lototskii, Борис Л. Розовский y Boris L. Rozovskii. "A unified approach to stochastic evolution equations using the Skorokhod integral". Teoriya Veroyatnostei i ee Primeneniya 54, n.º 2 (2009): 288–303. http://dx.doi.org/10.4213/tvp2703.
Texto completoLototsky, S. V. y B. L. Rozovskii. "A Unified Approach to Stochastic Evolution Equations Using the Skorokhod Integral". Theory of Probability & Its Applications 54, n.º 2 (enero de 2010): 189–202. http://dx.doi.org/10.1137/s0040585x97984152.
Texto completoLin, Yiqing y Abdoulaye Soumana Hima. "Reflected stochastic differential equations driven by G-Brownian motion in non-convex domains". Stochastics and Dynamics 19, n.º 03 (30 de mayo de 2019): 1950025. http://dx.doi.org/10.1142/s0219493719500254.
Texto completode Raynal, Paul-Éric Chaudru, Gilles Pagès y Clément Rey. "Numerical methods for Stochastic differential equations: two examples". ESAIM: Proceedings and Surveys 64 (2018): 65–77. http://dx.doi.org/10.1051/proc/201864065.
Texto completoMohammed, Mogtaba. "Homogenization of nonlinear hyperbolic stochastic equation via Tartar’s method". Journal of Hyperbolic Differential Equations 14, n.º 02 (16 de mayo de 2017): 323–40. http://dx.doi.org/10.1142/s0219891617500096.
Texto completoNikitin, A. y O. Baliasnikova. "Optimization of functionals under uncertainties for Ito-Skorokhod stochastic differential equations in Hilbert spaces". Bulletin of Taras Shevchenko National University of Kyiv. Series: Physics and Mathematics, n.º 3 (2018): 65–70. http://dx.doi.org/10.17721/1812-5409.2018/3.9.
Texto completoManna, Utpal y Debopriya Mukherjee. "Optimal relaxed control of stochastic hereditary evolution equations with Lévy noise". ESAIM: Control, Optimisation and Calculus of Variations 25 (2019): 61. http://dx.doi.org/10.1051/cocv/2018066.
Texto completoGeiss, Christel, Céline Labart y Antti Luoto. "Mean square rate of convergence for random walk approximation of forward-backward SDEs". Advances in Applied Probability 52, n.º 3 (septiembre de 2020): 735–71. http://dx.doi.org/10.1017/apr.2020.17.
Texto completoANKIRCHNER, STEFAN, GREGOR HEYNE y PETER IMKELLER. "A BSDE APPROACH TO THE SKOROKHOD EMBEDDING PROBLEM FOR THE BROWNIAN MOTION WITH DRIFT". Stochastics and Dynamics 08, n.º 01 (marzo de 2008): 35–46. http://dx.doi.org/10.1142/s0219493708002160.
Texto completoNinouh, Abdelhakim, Boulakhras Gherbal y Nassima Berrouis. "Existence of optimal controls for systems of controlled forward-backward doubly SDEs". Random Operators and Stochastic Equations 28, n.º 2 (1 de junio de 2020): 93–112. http://dx.doi.org/10.1515/rose-2020-2031.
Texto completoPilipenko, A. Yu. "On the Skorokhod mapping for equations with reflection and possible jump-like exit from a boundary". Ukrainian Mathematical Journal 63, n.º 9 (febrero de 2012): 1415–32. http://dx.doi.org/10.1007/s11253-012-0588-2.
Texto completoCacciafesta, Federico y Anne-Sophie de Suzzoni. "Invariance of Gibbs measures under the flows of Hamiltonian equations on the real line". Communications in Contemporary Mathematics 22, n.º 02 (15 de febrero de 2019): 1950012. http://dx.doi.org/10.1142/s0219199719500123.
Texto completoYurchenko, I. V. y V. K. Yasynskyy. "Existence of Lyapunov–Krasovskii Functionals for Stochastic Functional Differential Ito–Skorokhod Equations Under the Condition of Solutions’ Stability on Probability with Finite Aftereffect". Cybernetics and Systems Analysis 54, n.º 6 (noviembre de 2018): 957–70. http://dx.doi.org/10.1007/s10559-018-0099-8.
Texto completoLi, Hanwu y Yongsheng Song. "Backward Stochastic Differential Equations Driven by G-Brownian Motion with Double Reflections". Journal of Theoretical Probability, 13 de septiembre de 2020. http://dx.doi.org/10.1007/s10959-020-01038-5.
Texto completoCass, Thomas y Nengli Lim. "Skorohod and rough integration for stochastic differential equations driven by Volterra processes". Annales de l'Institut Henri Poincaré, Probabilités et Statistiques 57, n.º 1 (1 de febrero de 2021). http://dx.doi.org/10.1214/20-aihp1074.
Texto completoDroniou, Jérôme, Beniamin Goldys y Kim-Ngan Le. "Design and convergence analysis of numerical methods for stochastic evolution equations with Leray–Lions operator". IMA Journal of Numerical Analysis, 4 de marzo de 2021. http://dx.doi.org/10.1093/imanum/draa105.
Texto completoSun, Chengfeng, Hongjun Gao, Hui Liu y Jie Zhang. "Martingale solutions of the stochastic 2D primitive equations with anisotropic viscosity". ESAIM: Probability and Statistics, 20 de abril de 2022. http://dx.doi.org/10.1051/ps/2022006.
Texto completoFichtner, Karl-Heinz, Steffen Klaere y Volkmar Liebscher. "Solving a class of linear Skorokhod stochastic differential equations". Communications on Stochastic Analysis 9, n.º 4 (1 de diciembre de 2015). http://dx.doi.org/10.31390/cosa.9.4.02.
Texto completo"Skorohod's stochastic differential equations with reflecting boundary condition". Stochastic Processes and their Applications 21, n.º 1 (diciembre de 1985): 43–44. http://dx.doi.org/10.1016/0304-4149(85)90307-2.
Texto completoGrün, Günther y Lorenz Klein. "Zero-contact angle solutions to stochastic thin-film equations". Journal of Evolution Equations 22, n.º 3 (16 de julio de 2022). http://dx.doi.org/10.1007/s00028-022-00818-2.
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