Literatura académica sobre el tema "Stochastic differential equations"
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Artículos de revistas sobre el tema "Stochastic differential equations"
Norris, J. R. y B. Oksendal. "Stochastic Differential Equations". Mathematical Gazette 77, n.º 480 (noviembre de 1993): 393. http://dx.doi.org/10.2307/3619809.
Texto completoBOUFOUSSI, B. y N. MRHARDY. "MULTIVALUED STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS VIA BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONS". Stochastics and Dynamics 08, n.º 02 (junio de 2008): 271–94. http://dx.doi.org/10.1142/s0219493708002317.
Texto completoSyed Tahir Hussainy y Pathmanaban K. "A study on analytical solutions for stochastic differential equations via martingale processes". Journal of Computational Mathematica 6, n.º 2 (7 de diciembre de 2022): 85–92. http://dx.doi.org/10.26524/cm151.
Texto completoHalanay, A., T. Morozan y C. Tudor. "Bounded solutions of affine stochastic differential equations and stability". Časopis pro pěstování matematiky 111, n.º 2 (1986): 127–36. http://dx.doi.org/10.21136/cpm.1986.118271.
Texto completoMTW y H. Kunita. "Stochastic Flows and Stochastic Differential Equations". Journal of the American Statistical Association 93, n.º 443 (septiembre de 1998): 1251. http://dx.doi.org/10.2307/2669903.
Texto completoKrylov, Nicolai. "Stochastic flows and stochastic differential equations". Stochastics and Stochastic Reports 51, n.º 1-2 (noviembre de 1994): 155–58. http://dx.doi.org/10.1080/17442509408833949.
Texto completoJacka, S. D. y H. Kunita. "Stochastic Flows and Stochastic Differential Equations." Journal of the Royal Statistical Society. Series A (Statistics in Society) 155, n.º 1 (1992): 175. http://dx.doi.org/10.2307/2982680.
Texto completoEliazar, Iddo. "Selfsimilar stochastic differential equations". Europhysics Letters 136, n.º 4 (1 de noviembre de 2021): 40002. http://dx.doi.org/10.1209/0295-5075/ac4dd4.
Texto completoMalinowski, Marek T. y Mariusz Michta. "Stochastic set differential equations". Nonlinear Analysis: Theory, Methods & Applications 72, n.º 3-4 (febrero de 2010): 1247–56. http://dx.doi.org/10.1016/j.na.2009.08.015.
Texto completoZhang, Qi y Huaizhong Zhao. "Mass-conserving stochastic partial differential equations and backward doubly stochastic differential equations". Journal of Differential Equations 331 (septiembre de 2022): 1–49. http://dx.doi.org/10.1016/j.jde.2022.05.015.
Texto completoTesis sobre el tema "Stochastic differential equations"
Bahar, Arifah. "Applications of stochastic differential equations and stochastic delay differential equations in population dynamics". Thesis, University of Strathclyde, 2005. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.415294.
Texto completoDareiotis, Anastasios Constantinos. "Stochastic partial differential and integro-differential equations". Thesis, University of Edinburgh, 2015. http://hdl.handle.net/1842/14186.
Texto completoAbourashchi, Niloufar. "Stability of stochastic differential equations". Thesis, University of Leeds, 2009. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.509828.
Texto completoZhang, Qi. "Stationary solutions of stochastic partial differential equations and infinite horizon backward doubly stochastic differential equations". Thesis, Loughborough University, 2008. https://dspace.lboro.ac.uk/2134/34040.
Texto completoHollingsworth, Blane Jackson Schmidt Paul G. "Stochastic differential equations a dynamical systems approach /". Auburn, Ala, 2008. http://repo.lib.auburn.edu/EtdRoot/2008/SPRING/Mathematics_and_Statistics/Dissertation/Hollingsworth_Blane_43.pdf.
Texto completoMu, Tingshu. "Backward stochastic differential equations and applications : optimal switching, stochastic games, partial differential equations and mean-field". Thesis, Le Mans, 2020. http://www.theses.fr/2020LEMA1023.
Texto completoThis thesis is related to Doubly Reflected Backward Stochastic Differential Equations (DRBSDEs) with two obstacles and their applications in zero-sum stochastic switching games, systems of partial differential equations, mean-field problems.There are two parts in this thesis. The first part deals with optimal stochastic switching and is composed of two works. In the first work we prove the existence of the solution of a system of DRBSDEs with bilateral interconnected obstacles in a probabilistic framework. This problem is related to a zero-sum switching game. Then we tackle the problem of the uniqueness of the solution. Finally, we apply the obtained results and prove that, without the usual monotonicity condition, the associated PDE system has a unique solution in viscosity sense. In the second work, we also consider a system of DRBSDEs with bilateral interconnected obstacles in the markovian framework. The difference between this work and the first one lies in the fact that switching does not work in the same way. In this second framework, when switching is operated, the system is put in the following state regardless of which player decides to switch. This difference is fundamental and largely complicates the problem of the existence of the solution of the system. Nevertheless, in the Markovian framework we show this existence and give a uniqueness result by the Perron’s method. Later on, two particular switching games are analyzed.In the second part we study a one-dimensional Reflected BSDE with two obstacles of mean-field type. By the fixed point method, we show the existence and uniqueness of the solution in connection with the integrality of the data
Rassias, Stamatiki. "Stochastic functional differential equations and applications". Thesis, University of Strathclyde, 2008. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.486536.
Texto completoHofmanová, Martina. "Degenerate parabolic stochastic partial differential equations". Phd thesis, École normale supérieure de Cachan - ENS Cachan, 2013. http://tel.archives-ouvertes.fr/tel-00916580.
Texto completoCurry, Charles. "Algebraic structures in stochastic differential equations". Thesis, Heriot-Watt University, 2014. http://hdl.handle.net/10399/2791.
Texto completoRajotte, Matthew. "Stochastic Differential Equations and Numerical Applications". VCU Scholars Compass, 2014. http://scholarscompass.vcu.edu/etd/3383.
Texto completoLibros sobre el tema "Stochastic differential equations"
Øksendal, Bernt. Stochastic Differential Equations. Berlin, Heidelberg: Springer Berlin Heidelberg, 1992. http://dx.doi.org/10.1007/978-3-662-02847-6.
Texto completoØksendal, Bernt. Stochastic Differential Equations. Berlin, Heidelberg: Springer Berlin Heidelberg, 1995. http://dx.doi.org/10.1007/978-3-662-03185-8.
Texto completoØksendal, Bernt. Stochastic Differential Equations. Berlin, Heidelberg: Springer Berlin Heidelberg, 2003. http://dx.doi.org/10.1007/978-3-642-14394-6.
Texto completoPanik, Michael J. Stochastic Differential Equations. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2017. http://dx.doi.org/10.1002/9781119377399.
Texto completoØksendal, Bernt. Stochastic Differential Equations. Berlin, Heidelberg: Springer Berlin Heidelberg, 1985. http://dx.doi.org/10.1007/978-3-662-13050-6.
Texto completoØksendal, Bernt. Stochastic Differential Equations. Berlin, Heidelberg: Springer Berlin Heidelberg, 1989. http://dx.doi.org/10.1007/978-3-662-02574-1.
Texto completoSobczyk, Kazimierz. Stochastic Differential Equations. Dordrecht: Springer Netherlands, 1991. http://dx.doi.org/10.1007/978-94-011-3712-6.
Texto completoCecconi, Jaures, ed. Stochastic Differential Equations. Berlin, Heidelberg: Springer Berlin Heidelberg, 2011. http://dx.doi.org/10.1007/978-3-642-11079-5.
Texto completoØksendal, Bernt. Stochastic Differential Equations. Berlin, Heidelberg: Springer Berlin Heidelberg, 1998. http://dx.doi.org/10.1007/978-3-662-03620-4.
Texto completoWu, Rangquan. Stochastic differential equations. Boston, Mass: Pitman Advanced, 1985.
Buscar texto completoCapítulos de libros sobre el tema "Stochastic differential equations"
Doleans–Dade, C. "Stochastic Processes and Stochastic Differential Equations". En Stochastic Differential Equations, 5–73. Berlin, Heidelberg: Springer Berlin Heidelberg, 2010. http://dx.doi.org/10.1007/978-3-642-11079-5_1.
Texto completoKallianpur, Gopinath y Rajeeva L. Karandikar. "Stochastic Differential Equations". En Introduction to Option Pricing Theory, 79–93. Boston, MA: Birkhäuser Boston, 2000. http://dx.doi.org/10.1007/978-1-4612-0511-1_4.
Texto completoØksendal, Bernt. "Stochastic Differential Equations". En Universitext, 35–45. Berlin, Heidelberg: Springer Berlin Heidelberg, 1989. http://dx.doi.org/10.1007/978-3-662-02574-1_5.
Texto completoProtter, Philip. "Stochastic Differential Equations". En Stochastic Integration and Differential Equations, 187–284. Berlin, Heidelberg: Springer Berlin Heidelberg, 1990. http://dx.doi.org/10.1007/978-3-662-02619-9_6.
Texto completoGawarecki, Leszek y Vidyadhar Mandrekar. "Stochastic Differential Equations". En Probability and Its Applications, 73–149. Berlin, Heidelberg: Springer Berlin Heidelberg, 2011. http://dx.doi.org/10.1007/978-3-642-16194-0_3.
Texto completoPlaten, Eckhard y David Heath. "Stochastic Differential Equations". En A Benchmark Approach to Quantitative Finance, 237–75. Berlin, Heidelberg: Springer Berlin Heidelberg, 2006. http://dx.doi.org/10.1007/978-3-540-47856-0_7.
Texto completoRozanov, Yuriĭ A. "Stochastic Differential Equations". En Introduction to Random Processes, 68–72. Berlin, Heidelberg: Springer Berlin Heidelberg, 1987. http://dx.doi.org/10.1007/978-3-642-72717-7_10.
Texto completoKloeden, Peter E. y Eckhard Platen. "Stochastic Differential Equations". En Numerical Solution of Stochastic Differential Equations, 103–60. Berlin, Heidelberg: Springer Berlin Heidelberg, 1992. http://dx.doi.org/10.1007/978-3-662-12616-5_4.
Texto completoChung, K. L. y R. J. Williams. "Stochastic Differential Equations". En Introduction to Stochastic Integration, 217–64. New York, NY: Springer New York, 2013. http://dx.doi.org/10.1007/978-1-4614-9587-1_10.
Texto completoSchuss, Zeev. "Stochastic Differential Equations". En Applied Mathematical Sciences, 92–132. New York, NY: Springer New York, 2009. http://dx.doi.org/10.1007/978-1-4419-1605-1_4.
Texto completoActas de conferencias sobre el tema "Stochastic differential equations"
Sharifi, J. y H. Momeni. "Optimal control equation for quantum stochastic differential equations". En 2010 49th IEEE Conference on Decision and Control (CDC). IEEE, 2010. http://dx.doi.org/10.1109/cdc.2010.5717172.
Texto completoMATICIUC, LUCIAN y AUREL RĂŞCANU. "BACKWARD STOCHASTIC GENERALIZED VARIATIONAL INEQUALITY". En Applied Analysis and Differential Equations - The International Conference. WORLD SCIENTIFIC, 2007. http://dx.doi.org/10.1142/9789812708229_0018.
Texto completoGuillouzic, Steve. "Transition rates for stochastic delay differential equations". En Stochastic and chaotic dynamics in the lakes. AIP, 2000. http://dx.doi.org/10.1063/1.1302421.
Texto completoKumar, Archana y Pramod Kumar Kapur. "SRGMs Based on Stochastic Differential Equations". En 2009 Second International Conference on Communication Theory, Reliability, and Quality of Service (CTRQ). IEEE, 2009. http://dx.doi.org/10.1109/ctrq.2009.26.
Texto completoMalinowski, Marek T. "On Bipartite Fuzzy Stochastic Differential Equations". En 8th International Conference on Fuzzy Computation Theory and Applications. SCITEPRESS - Science and Technology Publications, 2016. http://dx.doi.org/10.5220/0006079501090114.
Texto completoChen, Zengjing y Xiangrong Wang. "Comonotonicity of Backward Stochastic Differential Equations". En Proceedings of the International Conference on Mathematical Finance. WORLD SCIENTIFIC, 2001. http://dx.doi.org/10.1142/9789812799579_0003.
Texto completoMegan, Mihail, Diana Monica Stoica, Diana Alina Bistrian, Theodore E. Simos, George Psihoyios y Ch Tsitouras. "Nonuniform Instability of Stochastic Differential Equations". En ICNAAM 2010: International Conference of Numerical Analysis and Applied Mathematics 2010. AIP, 2010. http://dx.doi.org/10.1063/1.3498498.
Texto completoFAGNOLA, FRANCO. "H-P QUANTUM STOCHASTIC DIFFERENTIAL EQUATIONS". En Proceedings of the RIMS Workshop on Infinite-Dimensional Analysis and Quantum Probability. WORLD SCIENTIFIC, 2003. http://dx.doi.org/10.1142/9789812705242_0002.
Texto completoFAGNOLA, FRANCO. "REGULAR SOLUTIONS OF QUANTUM STOCHASTIC DIFFERENTIAL EQUATIONS". En Quantum Stochastics and Information - Statistics, Filtering and Control. WORLD SCIENTIFIC, 2008. http://dx.doi.org/10.1142/9789812832962_0002.
Texto completoMensour, Boualem y André Longtin. "Multistability and invariants in delay-differential equations". En Applied nonlinear dynamics and stochastic systems near the millenium. AIP, 1997. http://dx.doi.org/10.1063/1.54182.
Texto completoInformes sobre el tema "Stochastic differential equations"
Christensen, S. K. y G. Kallianpur. Stochastic Differential Equations for Neuronal Behavior. Fort Belvoir, VA: Defense Technical Information Center, junio de 1985. http://dx.doi.org/10.21236/ada159099.
Texto completoDalang, Robert C. y N. Frangos. Stochastic Hyperbolic and Parabolic Partial Differential Equations. Fort Belvoir, VA: Defense Technical Information Center, julio de 1994. http://dx.doi.org/10.21236/ada290372.
Texto completoJiang, Bo, Roger Brockett, Weibo Gong y Don Towsley. Stochastic Differential Equations for Power Law Behaviors. Fort Belvoir, VA: Defense Technical Information Center, enero de 2012. http://dx.doi.org/10.21236/ada577839.
Texto completoSharp, D. H., S. Habib y M. B. Mineev. Numerical Methods for Stochastic Partial Differential Equations. Office of Scientific and Technical Information (OSTI), julio de 1999. http://dx.doi.org/10.2172/759177.
Texto completoJones, Richard H. Fitting Stochastic Partial Differential Equations to Spatial Data. Fort Belvoir, VA: Defense Technical Information Center, septiembre de 1993. http://dx.doi.org/10.21236/ada279870.
Texto completoGarrison, J. C. Stochastic differential equations and numerical simulation for pedestrians. Office of Scientific and Technical Information (OSTI), julio de 1993. http://dx.doi.org/10.2172/10184120.
Texto completoXiu, Dongbin y George E. Karniadakis. The Wiener-Askey Polynomial Chaos for Stochastic Differential Equations. Fort Belvoir, VA: Defense Technical Information Center, enero de 2003. http://dx.doi.org/10.21236/ada460654.
Texto completoChow, Pao-Liu y Jose-Luis Menaldi. Stochastic Partial Differential Equations in Physical and Systems Sciences. Fort Belvoir, VA: Defense Technical Information Center, noviembre de 1986. http://dx.doi.org/10.21236/ada175400.
Texto completoBudhiraja, Amarjit, Paul Dupuis y Arnab Ganguly. Moderate Deviation Principles for Stochastic Differential Equations with Jumps. Fort Belvoir, VA: Defense Technical Information Center, enero de 2014. http://dx.doi.org/10.21236/ada616930.
Texto completoWebster, Clayton G., Guannan Zhang y Max D. Gunzburger. An adaptive wavelet stochastic collocation method for irregular solutions of stochastic partial differential equations. Office of Scientific and Technical Information (OSTI), octubre de 2012. http://dx.doi.org/10.2172/1081925.
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