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Artykuły w czasopismach na temat "Stochastic differential equations"
Norris, J. R., i B. Oksendal. "Stochastic Differential Equations". Mathematical Gazette 77, nr 480 (listopad 1993): 393. http://dx.doi.org/10.2307/3619809.
Pełny tekst źródłaBOUFOUSSI, B., i N. MRHARDY. "MULTIVALUED STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS VIA BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONS". Stochastics and Dynamics 08, nr 02 (czerwiec 2008): 271–94. http://dx.doi.org/10.1142/s0219493708002317.
Pełny tekst źródłaSyed Tahir Hussainy i Pathmanaban K. "A study on analytical solutions for stochastic differential equations via martingale processes". Journal of Computational Mathematica 6, nr 2 (7.12.2022): 85–92. http://dx.doi.org/10.26524/cm151.
Pełny tekst źródłaHalanay, A., T. Morozan i C. Tudor. "Bounded solutions of affine stochastic differential equations and stability". Časopis pro pěstování matematiky 111, nr 2 (1986): 127–36. http://dx.doi.org/10.21136/cpm.1986.118271.
Pełny tekst źródłaMTW i H. Kunita. "Stochastic Flows and Stochastic Differential Equations". Journal of the American Statistical Association 93, nr 443 (wrzesień 1998): 1251. http://dx.doi.org/10.2307/2669903.
Pełny tekst źródłaKrylov, Nicolai. "Stochastic flows and stochastic differential equations". Stochastics and Stochastic Reports 51, nr 1-2 (listopad 1994): 155–58. http://dx.doi.org/10.1080/17442509408833949.
Pełny tekst źródłaJacka, S. D., i H. Kunita. "Stochastic Flows and Stochastic Differential Equations." Journal of the Royal Statistical Society. Series A (Statistics in Society) 155, nr 1 (1992): 175. http://dx.doi.org/10.2307/2982680.
Pełny tekst źródłaEliazar, Iddo. "Selfsimilar stochastic differential equations". Europhysics Letters 136, nr 4 (1.11.2021): 40002. http://dx.doi.org/10.1209/0295-5075/ac4dd4.
Pełny tekst źródłaMalinowski, Marek T., i Mariusz Michta. "Stochastic set differential equations". Nonlinear Analysis: Theory, Methods & Applications 72, nr 3-4 (luty 2010): 1247–56. http://dx.doi.org/10.1016/j.na.2009.08.015.
Pełny tekst źródłaZhang, Qi, i Huaizhong Zhao. "Mass-conserving stochastic partial differential equations and backward doubly stochastic differential equations". Journal of Differential Equations 331 (wrzesień 2022): 1–49. http://dx.doi.org/10.1016/j.jde.2022.05.015.
Pełny tekst źródłaRozprawy doktorskie na temat "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.
Pełny tekst źródłaDareiotis, Anastasios Constantinos. "Stochastic partial differential and integro-differential equations". Thesis, University of Edinburgh, 2015. http://hdl.handle.net/1842/14186.
Pełny tekst źródłaAbourashchi, Niloufar. "Stability of stochastic differential equations". Thesis, University of Leeds, 2009. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.509828.
Pełny tekst źródłaZhang, 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.
Pełny tekst źródłaHollingsworth, 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.
Pełny tekst źródłaMu, 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.
Pełny tekst źródłaThis 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.
Pełny tekst źródłaHofmanová, Martina. "Degenerate parabolic stochastic partial differential equations". Phd thesis, École normale supérieure de Cachan - ENS Cachan, 2013. http://tel.archives-ouvertes.fr/tel-00916580.
Pełny tekst źródłaCurry, Charles. "Algebraic structures in stochastic differential equations". Thesis, Heriot-Watt University, 2014. http://hdl.handle.net/10399/2791.
Pełny tekst źródłaRajotte, Matthew. "Stochastic Differential Equations and Numerical Applications". VCU Scholars Compass, 2014. http://scholarscompass.vcu.edu/etd/3383.
Pełny tekst źródłaKsiążki na temat "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.
Pełny tekst źródłaØksendal, Bernt. Stochastic Differential Equations. Berlin, Heidelberg: Springer Berlin Heidelberg, 1995. http://dx.doi.org/10.1007/978-3-662-03185-8.
Pełny tekst źródłaØksendal, Bernt. Stochastic Differential Equations. Berlin, Heidelberg: Springer Berlin Heidelberg, 2003. http://dx.doi.org/10.1007/978-3-642-14394-6.
Pełny tekst źródłaPanik, Michael J. Stochastic Differential Equations. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2017. http://dx.doi.org/10.1002/9781119377399.
Pełny tekst źródłaØksendal, Bernt. Stochastic Differential Equations. Berlin, Heidelberg: Springer Berlin Heidelberg, 1985. http://dx.doi.org/10.1007/978-3-662-13050-6.
Pełny tekst źródłaØksendal, Bernt. Stochastic Differential Equations. Berlin, Heidelberg: Springer Berlin Heidelberg, 1989. http://dx.doi.org/10.1007/978-3-662-02574-1.
Pełny tekst źródłaSobczyk, Kazimierz. Stochastic Differential Equations. Dordrecht: Springer Netherlands, 1991. http://dx.doi.org/10.1007/978-94-011-3712-6.
Pełny tekst źródłaCecconi, Jaures, red. Stochastic Differential Equations. Berlin, Heidelberg: Springer Berlin Heidelberg, 2011. http://dx.doi.org/10.1007/978-3-642-11079-5.
Pełny tekst źródłaØksendal, Bernt. Stochastic Differential Equations. Berlin, Heidelberg: Springer Berlin Heidelberg, 1998. http://dx.doi.org/10.1007/978-3-662-03620-4.
Pełny tekst źródłaWu, Rangquan. Stochastic differential equations. Boston, Mass: Pitman Advanced, 1985.
Znajdź pełny tekst źródłaCzęści książek na temat "Stochastic differential equations"
Doleans–Dade, C. "Stochastic Processes and Stochastic Differential Equations". W Stochastic Differential Equations, 5–73. Berlin, Heidelberg: Springer Berlin Heidelberg, 2010. http://dx.doi.org/10.1007/978-3-642-11079-5_1.
Pełny tekst źródłaKallianpur, Gopinath, i Rajeeva L. Karandikar. "Stochastic Differential Equations". W Introduction to Option Pricing Theory, 79–93. Boston, MA: Birkhäuser Boston, 2000. http://dx.doi.org/10.1007/978-1-4612-0511-1_4.
Pełny tekst źródłaØksendal, Bernt. "Stochastic Differential Equations". W Universitext, 35–45. Berlin, Heidelberg: Springer Berlin Heidelberg, 1989. http://dx.doi.org/10.1007/978-3-662-02574-1_5.
Pełny tekst źródłaProtter, Philip. "Stochastic Differential Equations". W 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.
Pełny tekst źródłaGawarecki, Leszek, i Vidyadhar Mandrekar. "Stochastic Differential Equations". W Probability and Its Applications, 73–149. Berlin, Heidelberg: Springer Berlin Heidelberg, 2011. http://dx.doi.org/10.1007/978-3-642-16194-0_3.
Pełny tekst źródłaPlaten, Eckhard, i David Heath. "Stochastic Differential Equations". W 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.
Pełny tekst źródłaRozanov, Yuriĭ A. "Stochastic Differential Equations". W Introduction to Random Processes, 68–72. Berlin, Heidelberg: Springer Berlin Heidelberg, 1987. http://dx.doi.org/10.1007/978-3-642-72717-7_10.
Pełny tekst źródłaKloeden, Peter E., i Eckhard Platen. "Stochastic Differential Equations". W 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.
Pełny tekst źródłaChung, K. L., i R. J. Williams. "Stochastic Differential Equations". W 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.
Pełny tekst źródłaSchuss, Zeev. "Stochastic Differential Equations". W Applied Mathematical Sciences, 92–132. New York, NY: Springer New York, 2009. http://dx.doi.org/10.1007/978-1-4419-1605-1_4.
Pełny tekst źródłaStreszczenia konferencji na temat "Stochastic differential equations"
Sharifi, J., i H. Momeni. "Optimal control equation for quantum stochastic differential equations". W 2010 49th IEEE Conference on Decision and Control (CDC). IEEE, 2010. http://dx.doi.org/10.1109/cdc.2010.5717172.
Pełny tekst źródłaMATICIUC, LUCIAN, i AUREL RĂŞCANU. "BACKWARD STOCHASTIC GENERALIZED VARIATIONAL INEQUALITY". W Applied Analysis and Differential Equations - The International Conference. WORLD SCIENTIFIC, 2007. http://dx.doi.org/10.1142/9789812708229_0018.
Pełny tekst źródłaGuillouzic, Steve. "Transition rates for stochastic delay differential equations". W Stochastic and chaotic dynamics in the lakes. AIP, 2000. http://dx.doi.org/10.1063/1.1302421.
Pełny tekst źródłaKumar, Archana, i Pramod Kumar Kapur. "SRGMs Based on Stochastic Differential Equations". W 2009 Second International Conference on Communication Theory, Reliability, and Quality of Service (CTRQ). IEEE, 2009. http://dx.doi.org/10.1109/ctrq.2009.26.
Pełny tekst źródłaMalinowski, Marek T. "On Bipartite Fuzzy Stochastic Differential Equations". W 8th International Conference on Fuzzy Computation Theory and Applications. SCITEPRESS - Science and Technology Publications, 2016. http://dx.doi.org/10.5220/0006079501090114.
Pełny tekst źródłaChen, Zengjing, i Xiangrong Wang. "Comonotonicity of Backward Stochastic Differential Equations". W Proceedings of the International Conference on Mathematical Finance. WORLD SCIENTIFIC, 2001. http://dx.doi.org/10.1142/9789812799579_0003.
Pełny tekst źródłaMegan, Mihail, Diana Monica Stoica, Diana Alina Bistrian, Theodore E. Simos, George Psihoyios i Ch Tsitouras. "Nonuniform Instability of Stochastic Differential Equations". W ICNAAM 2010: International Conference of Numerical Analysis and Applied Mathematics 2010. AIP, 2010. http://dx.doi.org/10.1063/1.3498498.
Pełny tekst źródłaFAGNOLA, FRANCO. "H-P QUANTUM STOCHASTIC DIFFERENTIAL EQUATIONS". W Proceedings of the RIMS Workshop on Infinite-Dimensional Analysis and Quantum Probability. WORLD SCIENTIFIC, 2003. http://dx.doi.org/10.1142/9789812705242_0002.
Pełny tekst źródłaFAGNOLA, FRANCO. "REGULAR SOLUTIONS OF QUANTUM STOCHASTIC DIFFERENTIAL EQUATIONS". W Quantum Stochastics and Information - Statistics, Filtering and Control. WORLD SCIENTIFIC, 2008. http://dx.doi.org/10.1142/9789812832962_0002.
Pełny tekst źródłaMensour, Boualem, i André Longtin. "Multistability and invariants in delay-differential equations". W Applied nonlinear dynamics and stochastic systems near the millenium. AIP, 1997. http://dx.doi.org/10.1063/1.54182.
Pełny tekst źródłaRaporty organizacyjne na temat "Stochastic differential equations"
Christensen, S. K., i G. Kallianpur. Stochastic Differential Equations for Neuronal Behavior. Fort Belvoir, VA: Defense Technical Information Center, czerwiec 1985. http://dx.doi.org/10.21236/ada159099.
Pełny tekst źródłaDalang, Robert C., i N. Frangos. Stochastic Hyperbolic and Parabolic Partial Differential Equations. Fort Belvoir, VA: Defense Technical Information Center, lipiec 1994. http://dx.doi.org/10.21236/ada290372.
Pełny tekst źródłaJiang, Bo, Roger Brockett, Weibo Gong i Don Towsley. Stochastic Differential Equations for Power Law Behaviors. Fort Belvoir, VA: Defense Technical Information Center, styczeń 2012. http://dx.doi.org/10.21236/ada577839.
Pełny tekst źródłaSharp, D. H., S. Habib i M. B. Mineev. Numerical Methods for Stochastic Partial Differential Equations. Office of Scientific and Technical Information (OSTI), lipiec 1999. http://dx.doi.org/10.2172/759177.
Pełny tekst źródłaJones, Richard H. Fitting Stochastic Partial Differential Equations to Spatial Data. Fort Belvoir, VA: Defense Technical Information Center, wrzesień 1993. http://dx.doi.org/10.21236/ada279870.
Pełny tekst źródłaGarrison, J. C. Stochastic differential equations and numerical simulation for pedestrians. Office of Scientific and Technical Information (OSTI), lipiec 1993. http://dx.doi.org/10.2172/10184120.
Pełny tekst źródłaXiu, Dongbin, i George E. Karniadakis. The Wiener-Askey Polynomial Chaos for Stochastic Differential Equations. Fort Belvoir, VA: Defense Technical Information Center, styczeń 2003. http://dx.doi.org/10.21236/ada460654.
Pełny tekst źródłaChow, Pao-Liu, i Jose-Luis Menaldi. Stochastic Partial Differential Equations in Physical and Systems Sciences. Fort Belvoir, VA: Defense Technical Information Center, listopad 1986. http://dx.doi.org/10.21236/ada175400.
Pełny tekst źródłaBudhiraja, Amarjit, Paul Dupuis i Arnab Ganguly. Moderate Deviation Principles for Stochastic Differential Equations with Jumps. Fort Belvoir, VA: Defense Technical Information Center, styczeń 2014. http://dx.doi.org/10.21236/ada616930.
Pełny tekst źródłaWebster, Clayton G., Guannan Zhang i Max D. Gunzburger. An adaptive wavelet stochastic collocation method for irregular solutions of stochastic partial differential equations. Office of Scientific and Technical Information (OSTI), październik 2012. http://dx.doi.org/10.2172/1081925.
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