Статті в журналах з теми "Mean-field stochastic differential equations (SDE)"
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Briand, Phillippe, Abir Ghannoum, and Céline Labart. "Mean reflected stochastic differential equations with jumps." Advances in Applied Probability 52, no. 2 (June 2020): 523–62. http://dx.doi.org/10.1017/apr.2020.11.
Повний текст джерелаSun, Yabing, Jie Yang, and Weidong Zhao. "Itô-Taylor Schemes for Solving Mean-Field Stochastic Differential Equations." Numerical Mathematics: Theory, Methods and Applications 10, no. 4 (September 12, 2017): 798–828. http://dx.doi.org/10.4208/nmtma.2017.0007.
Повний текст джерелаWang, 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.
Повний текст джерелаKubilius, Kęstutis, and Aidas Medžiūnas. "A Class of Fractional Stochastic Differential Equations with a Soft Wall." Fractal and Fractional 7, no. 2 (January 21, 2023): 110. http://dx.doi.org/10.3390/fractalfract7020110.
Повний текст джерелаFerreiro-Castilla, A., A. E. Kyprianou, and R. Scheichl. "An Euler–Poisson scheme for Lévy driven stochastic differential equations." Journal of Applied Probability 53, no. 1 (March 2016): 262–78. http://dx.doi.org/10.1017/jpr.2015.23.
Повний текст джерелаWang, Yongguang, and Shuzhen Yao. "Neural Stochastic Differential Equations with Neural Processes Family Members for Uncertainty Estimation in Deep Learning." Sensors 21, no. 11 (May 26, 2021): 3708. http://dx.doi.org/10.3390/s21113708.
Повний текст джерелаHigham, Desmond J., Xuerong Mao, and 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.
Повний текст джерелаKubilius, Kęstutis, and Aidas Medžiūnas. "Pathwise Convergent Approximation for the Fractional SDEs." Mathematics 10, no. 4 (February 21, 2022): 669. http://dx.doi.org/10.3390/math10040669.
Повний текст джерелаRupšys, Petras. "Modeling Dynamics of Structural Components of Forest Stands Based on Trivariate Stochastic Differential Equation." Forests 10, no. 6 (June 14, 2019): 506. http://dx.doi.org/10.3390/f10060506.
Повний текст джерелаJaworski, Piotr. "On Copula-Itô processes." Dependence Modeling 7, no. 1 (November 1, 2019): 322–47. http://dx.doi.org/10.1515/demo-2019-0017.
Повний текст джерелаMykhailenko, Viacheslav, and Pavol Bobik. "Statistical Error for Cosmic Rays Modulation Evaluated by SDE Backward in Time Method for 1D Model." Fluids 7, no. 2 (January 19, 2022): 46. http://dx.doi.org/10.3390/fluids7020046.
Повний текст джерелаAverina, Tatyana. "Conditional Optimization of Algorithms for Estimating Distributions of Solutions to Stochastic Differential Equations." Mathematics 12, no. 4 (February 16, 2024): 586. http://dx.doi.org/10.3390/math12040586.
Повний текст джерелаHutzenthaler, Martin, Arnulf Jentzen, and 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, no. 2130 (December 15, 2010): 1563–76. http://dx.doi.org/10.1098/rspa.2010.0348.
Повний текст джерелаEsquível, Manuel L., Paula Patrício, and 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, no. 1 (December 17, 2020): 180–97. http://dx.doi.org/10.1515/cmb-2020-0110.
Повний текст джерелаRupšys, Petras. "Generalized fixed-effects and mixed-effects parameters height–diameter models with diffusion processes." International Journal of Biomathematics 08, no. 05 (August 13, 2015): 1550060. http://dx.doi.org/10.1142/s1793524515500606.
Повний текст джерелаFagin, Joshua, Ji Won Park, Henry Best, James H. H. Chan, K. E. Saavik Ford, Matthew J. Graham, V. Ashley Villar, Shirley Ho, and Matthew O’Dowd. "Latent Stochastic Differential Equations for Modeling Quasar Variability and Inferring Black Hole Properties." Astrophysical Journal 965, no. 2 (April 1, 2024): 104. http://dx.doi.org/10.3847/1538-4357/ad2988.
Повний текст джерелаGiles, Michael B., Mateusz B. Majka, Lukasz Szpruch, Sebastian J. Vollmer, and Konstantinos C. Zygalakis. "Multi-level Monte Carlo methods for the approximation of invariant measures of stochastic differential equations." Statistics and Computing 30, no. 3 (September 10, 2019): 507–24. http://dx.doi.org/10.1007/s11222-019-09890-0.
Повний текст джерелаSharma, Shambhu N., and H. Parthasarathy. "Dynamics of a stochastically perturbed two-body problem." Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences 463, no. 2080 (January 16, 2007): 979–1003. http://dx.doi.org/10.1098/rspa.2006.1801.
Повний текст джерелаLahiri, Abhirup, and 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, no. 2 (September 5, 2008): 47–54. http://dx.doi.org/10.37936/ecti-eec.200972.171889.
Повний текст джерелаXue, Xirui, Shucai Huang, Daozhi Wei, and Jiahao Xie. "Multiradar Joint Tracking of Cluster Targets Based on Graph-LSTMs." Journal of Sensors 2022 (November 14, 2022): 1–20. http://dx.doi.org/10.1155/2022/8556477.
Повний текст джерелаZhu, Jie. "The Mean Field Forward Backward Stochastic Differential Equations and Stochastic Partial Differential Equations." Pure and Applied Mathematics Journal 4, no. 3 (2015): 120. http://dx.doi.org/10.11648/j.pamj.20150403.20.
Повний текст джерелаLi, Zhi, and Jiaowan Luo. "Mean-field reflected backward stochastic differential equations." Statistics & Probability Letters 82, no. 11 (November 2012): 1961–68. http://dx.doi.org/10.1016/j.spl.2012.06.018.
Повний текст джерелаBuckdahn, Rainer, Juan Li, and Shige Peng. "Mean-field backward stochastic differential equations and related partial differential equations." Stochastic Processes and their Applications 119, no. 10 (October 2009): 3133–54. http://dx.doi.org/10.1016/j.spa.2009.05.002.
Повний текст джерелаAgram, Nacira, Yaozhong Hu, and Bernt Øksendal. "Mean-field backward stochastic differential equations and applications." Systems & Control Letters 162 (April 2022): 105196. http://dx.doi.org/10.1016/j.sysconle.2022.105196.
Повний текст джерелаLi, Juan, and Hui Min. "Weak solutions of mean-field stochastic differential equations." Stochastic Analysis and Applications 35, no. 3 (February 15, 2017): 542–68. http://dx.doi.org/10.1080/07362994.2017.1278706.
Повний текст джерелаZong, Gaofeng, and Zengjing Chen. "Harnack inequality for mean-field stochastic differential equations." Statistics & Probability Letters 83, no. 5 (May 2013): 1424–32. http://dx.doi.org/10.1016/j.spl.2013.01.035.
Повний текст джерелаBuckdahn, Rainer, Juan Li, Shige Peng, and Catherine Rainer. "Mean-field stochastic differential equations and associated PDEs." Annals of Probability 45, no. 2 (March 2017): 824–78. http://dx.doi.org/10.1214/15-aop1076.
Повний текст джерелаZhu, Qingfeng, and 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.
Повний текст джерелаDumitrescu, Roxana, Bernt Øksendal, and Agnès Sulem. "Stochastic Control for Mean-Field Stochastic Partial Differential Equations with Jumps." Journal of Optimization Theory and Applications 176, no. 3 (February 20, 2018): 559–84. http://dx.doi.org/10.1007/s10957-018-1243-3.
Повний текст джерелаElbarrimi, Oussama, and Youssef Ouknine. "Approximation of solutions of mean-field stochastic differential equations." Stochastics and Dynamics 21, no. 01 (March 11, 2020): 2150003. http://dx.doi.org/10.1142/s0219493721500039.
Повний текст джерелаLu, Wen, and Yong Ren. "MEAN-FIELD BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS ON MARKOV CHAINS." Bulletin of the Korean Mathematical Society 54, no. 1 (January 31, 2017): 17–28. http://dx.doi.org/10.4134/bkms.b150007.
Повний текст джерелаHao, Tao. "Anticipated mean-field backward stochastic differential equations with jumps∗." Lithuanian Mathematical Journal 60, no. 3 (May 31, 2020): 359–75. http://dx.doi.org/10.1007/s10986-020-09484-8.
Повний текст джерелаBuckdahn, Rainer, Boualem Djehiche, Juan Li, and Shige Peng. "Mean-field backward stochastic differential equations: A limit approach." Annals of Probability 37, no. 4 (July 2009): 1524–65. http://dx.doi.org/10.1214/08-aop442.
Повний текст джерелаMin, Hui, Ying Peng, and 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.
Повний текст джерелаZhu, Qingfeng, Lijiao Su, Fuguo Liu, Yufeng Shi, Yong’ao Shen, and Shuyang Wang. "Mean-field type forward-backward doubly stochastic differential equations and related stochastic differential games." Frontiers of Mathematics in China 15, no. 6 (December 2020): 1307–26. http://dx.doi.org/10.1007/s11464-020-0889-y.
Повний текст джерелаMa, Limin, Weihai Zhang, and Zhenbin Liu. "Relationship between Nash Equilibrium Strategies and H2/H∞ Control of Mean-Field Stochastic Differential Equations with Multiplicative Noise." Processes 11, no. 11 (November 4, 2023): 3154. http://dx.doi.org/10.3390/pr11113154.
Повний текст джерелаSun, Yabing, and Weidong Zhao. "Numerical methods for mean-field stochastic differential equations with jumps." Numerical Algorithms 88, no. 2 (February 4, 2021): 903–37. http://dx.doi.org/10.1007/s11075-020-01062-w.
Повний текст джерелаXiaocui, Ma, and Xi Fubao. "Moderate deviations for mean-field stochastic differential equations with jumps." SCIENTIA SINICA Mathematica 50, no. 1 (August 5, 2019): 87. http://dx.doi.org/10.1360/n012018-00192.
Повний текст джерелаHancheng, Guo, and Ren Xiuyun. "Mean-field backward stochastic differential equations with uniformly continuous generators." Journal of Control and Decision 2, no. 2 (April 3, 2015): 142–54. http://dx.doi.org/10.1080/23307706.2015.1027796.
Повний текст джерелаCai, Yujie, Jianhui Huang, and Vasileios Maroulas. "Large deviations of mean-field stochastic differential equations with jumps." Statistics & Probability Letters 96 (January 2015): 1–9. http://dx.doi.org/10.1016/j.spl.2014.08.010.
Повний текст джерелаSun, Yabing, Weidong Zhao, and Tao Zhou. "Explicit theta-Schemes for Mean-Field Backward Stochastic Differential Equations." SIAM Journal on Numerical Analysis 56, no. 4 (January 2018): 2672–97. http://dx.doi.org/10.1137/17m1161944.
Повний текст джерелаLu, Wen, Yong Ren, and Lanying Hu. "Mean-field backward stochastic differential equations in general probability spaces." Applied Mathematics and Computation 263 (July 2015): 1–11. http://dx.doi.org/10.1016/j.amc.2015.04.014.
Повний текст джерелаNykänen, Jani. "Mean-field stochastic differential equations with a discontinuous diffusion coefficient." Probability, Uncertainty and Quantitative Risk 8, no. 3 (2023): 351–72. http://dx.doi.org/10.3934/puqr.2023016.
Повний текст джерелаLi, Junsong, Chao Mi, Chuanzhi Xing, and Dehao Zhao. "General Coupled Mean-Field Reflected Forward-Backward Stochastic Differential Equations." Acta Mathematica Scientia 43, no. 5 (July 12, 2023): 2234–62. http://dx.doi.org/10.1007/s10473-023-0518-4.
Повний текст джерелаLi, Xun, Jingtao Shi, and 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.
Повний текст джерелаLi, Juan, and 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, no. 3 (January 2016): 1826–58. http://dx.doi.org/10.1137/15m1015583.
Повний текст джерелаZhao, Nana, Jinghan Wang, Yufeng Shi, and Qingfeng Zhu. "General Time-Symmetric Mean-Field Forward-Backward Doubly Stochastic Differential Equations." Symmetry 15, no. 6 (May 24, 2023): 1143. http://dx.doi.org/10.3390/sym15061143.
Повний текст джерелаSun, Shengqiu. "Mean‐field backward stochastic differential equations driven by G ‐Brownian motion and related partial differential equations." Mathematical Methods in the Applied Sciences 43, no. 12 (May 31, 2020): 7484–505. http://dx.doi.org/10.1002/mma.6573.
Повний текст джерелаDu, Kai, and Zhen Wu. "Linear-Quadratic Stackelberg Game for Mean-Field Backward Stochastic Differential System and Application." Mathematical Problems in Engineering 2019 (February 21, 2019): 1–17. http://dx.doi.org/10.1155/2019/1798585.
Повний текст джерелаShi, Yu Feng, Jia Qiang Wen, and Jie Xiong. "Mean-Field Backward Stochastic Differential Equations Driven by Fractional Brownian Motion." Acta Mathematica Sinica, English Series 37, no. 7 (July 2021): 1156–70. http://dx.doi.org/10.1007/s10114-021-0002-9.
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