Artykuły w czasopismach na temat „Mean-field stochastic differential equations (SDE)”
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Briand, Phillippe, Abir Ghannoum i Céline Labart. "Mean reflected stochastic differential equations with jumps". Advances in Applied Probability 52, nr 2 (czerwiec 2020): 523–62. http://dx.doi.org/10.1017/apr.2020.11.
Pełny tekst źródłaSun, Yabing, Jie Yang i Weidong Zhao. "Itô-Taylor Schemes for Solving Mean-Field Stochastic Differential Equations". Numerical Mathematics: Theory, Methods and Applications 10, nr 4 (12.09.2017): 798–828. http://dx.doi.org/10.4208/nmtma.2017.0007.
Pełny tekst źródłaWang, 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.
Pełny tekst źródłaKubilius, Kęstutis, i Aidas Medžiūnas. "A Class of Fractional Stochastic Differential Equations with a Soft Wall". Fractal and Fractional 7, nr 2 (21.01.2023): 110. http://dx.doi.org/10.3390/fractalfract7020110.
Pełny tekst źródłaFerreiro-Castilla, A., A. E. Kyprianou i R. Scheichl. "An Euler–Poisson scheme for Lévy driven stochastic differential equations". Journal of Applied Probability 53, nr 1 (marzec 2016): 262–78. http://dx.doi.org/10.1017/jpr.2015.23.
Pełny tekst źródłaWang, Yongguang, i Shuzhen Yao. "Neural Stochastic Differential Equations with Neural Processes Family Members for Uncertainty Estimation in Deep Learning". Sensors 21, nr 11 (26.05.2021): 3708. http://dx.doi.org/10.3390/s21113708.
Pełny tekst źródłaHigham, Desmond J., Xuerong Mao i 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.
Pełny tekst źródłaKubilius, Kęstutis, i Aidas Medžiūnas. "Pathwise Convergent Approximation for the Fractional SDEs". Mathematics 10, nr 4 (21.02.2022): 669. http://dx.doi.org/10.3390/math10040669.
Pełny tekst źródłaRupšys, Petras. "Modeling Dynamics of Structural Components of Forest Stands Based on Trivariate Stochastic Differential Equation". Forests 10, nr 6 (14.06.2019): 506. http://dx.doi.org/10.3390/f10060506.
Pełny tekst źródłaJaworski, Piotr. "On Copula-Itô processes". Dependence Modeling 7, nr 1 (1.11.2019): 322–47. http://dx.doi.org/10.1515/demo-2019-0017.
Pełny tekst źródłaMykhailenko, Viacheslav, i Pavol Bobik. "Statistical Error for Cosmic Rays Modulation Evaluated by SDE Backward in Time Method for 1D Model". Fluids 7, nr 2 (19.01.2022): 46. http://dx.doi.org/10.3390/fluids7020046.
Pełny tekst źródłaAverina, Tatyana. "Conditional Optimization of Algorithms for Estimating Distributions of Solutions to Stochastic Differential Equations". Mathematics 12, nr 4 (16.02.2024): 586. http://dx.doi.org/10.3390/math12040586.
Pełny tekst źródłaHutzenthaler, Martin, Arnulf Jentzen i 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, nr 2130 (15.12.2010): 1563–76. http://dx.doi.org/10.1098/rspa.2010.0348.
Pełny tekst źródłaEsquível, Manuel L., Paula Patrício i 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, nr 1 (17.12.2020): 180–97. http://dx.doi.org/10.1515/cmb-2020-0110.
Pełny tekst źródłaRupšys, Petras. "Generalized fixed-effects and mixed-effects parameters height–diameter models with diffusion processes". International Journal of Biomathematics 08, nr 05 (13.08.2015): 1550060. http://dx.doi.org/10.1142/s1793524515500606.
Pełny tekst źródłaFagin, Joshua, Ji Won Park, Henry Best, James H. H. Chan, K. E. Saavik Ford, Matthew J. Graham, V. Ashley Villar, Shirley Ho i Matthew O’Dowd. "Latent Stochastic Differential Equations for Modeling Quasar Variability and Inferring Black Hole Properties". Astrophysical Journal 965, nr 2 (1.04.2024): 104. http://dx.doi.org/10.3847/1538-4357/ad2988.
Pełny tekst źródłaGiles, Michael B., Mateusz B. Majka, Lukasz Szpruch, Sebastian J. Vollmer i Konstantinos C. Zygalakis. "Multi-level Monte Carlo methods for the approximation of invariant measures of stochastic differential equations". Statistics and Computing 30, nr 3 (10.09.2019): 507–24. http://dx.doi.org/10.1007/s11222-019-09890-0.
Pełny tekst źródłaSharma, Shambhu N., i H. Parthasarathy. "Dynamics of a stochastically perturbed two-body problem". Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences 463, nr 2080 (16.01.2007): 979–1003. http://dx.doi.org/10.1098/rspa.2006.1801.
Pełny tekst źródłaLahiri, Abhirup, i 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, nr 2 (5.09.2008): 47–54. http://dx.doi.org/10.37936/ecti-eec.200972.171889.
Pełny tekst źródłaXue, Xirui, Shucai Huang, Daozhi Wei i Jiahao Xie. "Multiradar Joint Tracking of Cluster Targets Based on Graph-LSTMs". Journal of Sensors 2022 (14.11.2022): 1–20. http://dx.doi.org/10.1155/2022/8556477.
Pełny tekst źródłaZhu, Jie. "The Mean Field Forward Backward Stochastic Differential Equations and Stochastic Partial Differential Equations". Pure and Applied Mathematics Journal 4, nr 3 (2015): 120. http://dx.doi.org/10.11648/j.pamj.20150403.20.
Pełny tekst źródłaLi, Zhi, i Jiaowan Luo. "Mean-field reflected backward stochastic differential equations". Statistics & Probability Letters 82, nr 11 (listopad 2012): 1961–68. http://dx.doi.org/10.1016/j.spl.2012.06.018.
Pełny tekst źródłaBuckdahn, Rainer, Juan Li i Shige Peng. "Mean-field backward stochastic differential equations and related partial differential equations". Stochastic Processes and their Applications 119, nr 10 (październik 2009): 3133–54. http://dx.doi.org/10.1016/j.spa.2009.05.002.
Pełny tekst źródłaAgram, Nacira, Yaozhong Hu i Bernt Øksendal. "Mean-field backward stochastic differential equations and applications". Systems & Control Letters 162 (kwiecień 2022): 105196. http://dx.doi.org/10.1016/j.sysconle.2022.105196.
Pełny tekst źródłaLi, Juan, i Hui Min. "Weak solutions of mean-field stochastic differential equations". Stochastic Analysis and Applications 35, nr 3 (15.02.2017): 542–68. http://dx.doi.org/10.1080/07362994.2017.1278706.
Pełny tekst źródłaZong, Gaofeng, i Zengjing Chen. "Harnack inequality for mean-field stochastic differential equations". Statistics & Probability Letters 83, nr 5 (maj 2013): 1424–32. http://dx.doi.org/10.1016/j.spl.2013.01.035.
Pełny tekst źródłaBuckdahn, Rainer, Juan Li, Shige Peng i Catherine Rainer. "Mean-field stochastic differential equations and associated PDEs". Annals of Probability 45, nr 2 (marzec 2017): 824–78. http://dx.doi.org/10.1214/15-aop1076.
Pełny tekst źródłaZhu, Qingfeng, i 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.
Pełny tekst źródłaDumitrescu, Roxana, Bernt Øksendal i Agnès Sulem. "Stochastic Control for Mean-Field Stochastic Partial Differential Equations with Jumps". Journal of Optimization Theory and Applications 176, nr 3 (20.02.2018): 559–84. http://dx.doi.org/10.1007/s10957-018-1243-3.
Pełny tekst źródłaElbarrimi, Oussama, i Youssef Ouknine. "Approximation of solutions of mean-field stochastic differential equations". Stochastics and Dynamics 21, nr 01 (11.03.2020): 2150003. http://dx.doi.org/10.1142/s0219493721500039.
Pełny tekst źródłaLu, Wen, i Yong Ren. "MEAN-FIELD BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS ON MARKOV CHAINS". Bulletin of the Korean Mathematical Society 54, nr 1 (31.01.2017): 17–28. http://dx.doi.org/10.4134/bkms.b150007.
Pełny tekst źródłaHao, Tao. "Anticipated mean-field backward stochastic differential equations with jumps∗". Lithuanian Mathematical Journal 60, nr 3 (31.05.2020): 359–75. http://dx.doi.org/10.1007/s10986-020-09484-8.
Pełny tekst źródłaBuckdahn, Rainer, Boualem Djehiche, Juan Li i Shige Peng. "Mean-field backward stochastic differential equations: A limit approach". Annals of Probability 37, nr 4 (lipiec 2009): 1524–65. http://dx.doi.org/10.1214/08-aop442.
Pełny tekst źródłaMin, Hui, Ying Peng i 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.
Pełny tekst źródłaZhu, Qingfeng, Lijiao Su, Fuguo Liu, Yufeng Shi, Yong’ao Shen i Shuyang Wang. "Mean-field type forward-backward doubly stochastic differential equations and related stochastic differential games". Frontiers of Mathematics in China 15, nr 6 (grudzień 2020): 1307–26. http://dx.doi.org/10.1007/s11464-020-0889-y.
Pełny tekst źródłaMa, Limin, Weihai Zhang i Zhenbin Liu. "Relationship between Nash Equilibrium Strategies and H2/H∞ Control of Mean-Field Stochastic Differential Equations with Multiplicative Noise". Processes 11, nr 11 (4.11.2023): 3154. http://dx.doi.org/10.3390/pr11113154.
Pełny tekst źródłaSun, Yabing, i Weidong Zhao. "Numerical methods for mean-field stochastic differential equations with jumps". Numerical Algorithms 88, nr 2 (4.02.2021): 903–37. http://dx.doi.org/10.1007/s11075-020-01062-w.
Pełny tekst źródłaXiaocui, Ma, i Xi Fubao. "Moderate deviations for mean-field stochastic differential equations with jumps". SCIENTIA SINICA Mathematica 50, nr 1 (5.08.2019): 87. http://dx.doi.org/10.1360/n012018-00192.
Pełny tekst źródłaHancheng, Guo, i Ren Xiuyun. "Mean-field backward stochastic differential equations with uniformly continuous generators". Journal of Control and Decision 2, nr 2 (3.04.2015): 142–54. http://dx.doi.org/10.1080/23307706.2015.1027796.
Pełny tekst źródłaCai, Yujie, Jianhui Huang i Vasileios Maroulas. "Large deviations of mean-field stochastic differential equations with jumps". Statistics & Probability Letters 96 (styczeń 2015): 1–9. http://dx.doi.org/10.1016/j.spl.2014.08.010.
Pełny tekst źródłaSun, Yabing, Weidong Zhao i Tao Zhou. "Explicit theta-Schemes for Mean-Field Backward Stochastic Differential Equations". SIAM Journal on Numerical Analysis 56, nr 4 (styczeń 2018): 2672–97. http://dx.doi.org/10.1137/17m1161944.
Pełny tekst źródłaLu, Wen, Yong Ren i Lanying Hu. "Mean-field backward stochastic differential equations in general probability spaces". Applied Mathematics and Computation 263 (lipiec 2015): 1–11. http://dx.doi.org/10.1016/j.amc.2015.04.014.
Pełny tekst źródłaNykänen, Jani. "Mean-field stochastic differential equations with a discontinuous diffusion coefficient". Probability, Uncertainty and Quantitative Risk 8, nr 3 (2023): 351–72. http://dx.doi.org/10.3934/puqr.2023016.
Pełny tekst źródłaLi, Junsong, Chao Mi, Chuanzhi Xing i Dehao Zhao. "General Coupled Mean-Field Reflected Forward-Backward Stochastic Differential Equations". Acta Mathematica Scientia 43, nr 5 (12.07.2023): 2234–62. http://dx.doi.org/10.1007/s10473-023-0518-4.
Pełny tekst źródłaLi, Xun, Jingtao Shi i 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.
Pełny tekst źródłaLi, Juan, i 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, nr 3 (styczeń 2016): 1826–58. http://dx.doi.org/10.1137/15m1015583.
Pełny tekst źródłaZhao, Nana, Jinghan Wang, Yufeng Shi i Qingfeng Zhu. "General Time-Symmetric Mean-Field Forward-Backward Doubly Stochastic Differential Equations". Symmetry 15, nr 6 (24.05.2023): 1143. http://dx.doi.org/10.3390/sym15061143.
Pełny tekst źródłaSun, Shengqiu. "Mean‐field backward stochastic differential equations driven by G ‐Brownian motion and related partial differential equations". Mathematical Methods in the Applied Sciences 43, nr 12 (31.05.2020): 7484–505. http://dx.doi.org/10.1002/mma.6573.
Pełny tekst źródłaDu, Kai, i Zhen Wu. "Linear-Quadratic Stackelberg Game for Mean-Field Backward Stochastic Differential System and Application". Mathematical Problems in Engineering 2019 (21.02.2019): 1–17. http://dx.doi.org/10.1155/2019/1798585.
Pełny tekst źródłaShi, Yu Feng, Jia Qiang Wen i Jie Xiong. "Mean-Field Backward Stochastic Differential Equations Driven by Fractional Brownian Motion". Acta Mathematica Sinica, English Series 37, nr 7 (lipiec 2021): 1156–70. http://dx.doi.org/10.1007/s10114-021-0002-9.
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