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Статті в журналах з теми "Stochastic differential equations"
Norris, J. R., and B. Oksendal. "Stochastic Differential Equations." Mathematical Gazette 77, no. 480 (November 1993): 393. http://dx.doi.org/10.2307/3619809.
Повний текст джерелаBOUFOUSSI, B., and N. MRHARDY. "MULTIVALUED STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS VIA BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONS." Stochastics and Dynamics 08, no. 02 (June 2008): 271–94. http://dx.doi.org/10.1142/s0219493708002317.
Повний текст джерелаSyed Tahir Hussainy and Pathmanaban K. "A study on analytical solutions for stochastic differential equations via martingale processes." Journal of Computational Mathematica 6, no. 2 (December 7, 2022): 85–92. http://dx.doi.org/10.26524/cm151.
Повний текст джерелаHalanay, A., T. Morozan, and C. Tudor. "Bounded solutions of affine stochastic differential equations and stability." Časopis pro pěstování matematiky 111, no. 2 (1986): 127–36. http://dx.doi.org/10.21136/cpm.1986.118271.
Повний текст джерелаMTW and H. Kunita. "Stochastic Flows and Stochastic Differential Equations." Journal of the American Statistical Association 93, no. 443 (September 1998): 1251. http://dx.doi.org/10.2307/2669903.
Повний текст джерелаKrylov, Nicolai. "Stochastic flows and stochastic differential equations." Stochastics and Stochastic Reports 51, no. 1-2 (November 1994): 155–58. http://dx.doi.org/10.1080/17442509408833949.
Повний текст джерелаJacka, S. D., and H. Kunita. "Stochastic Flows and Stochastic Differential Equations." Journal of the Royal Statistical Society. Series A (Statistics in Society) 155, no. 1 (1992): 175. http://dx.doi.org/10.2307/2982680.
Повний текст джерелаEliazar, Iddo. "Selfsimilar stochastic differential equations." Europhysics Letters 136, no. 4 (November 1, 2021): 40002. http://dx.doi.org/10.1209/0295-5075/ac4dd4.
Повний текст джерелаMalinowski, Marek T., and Mariusz Michta. "Stochastic set differential equations." Nonlinear Analysis: Theory, Methods & Applications 72, no. 3-4 (February 2010): 1247–56. http://dx.doi.org/10.1016/j.na.2009.08.015.
Повний текст джерелаZhang, Qi, and Huaizhong Zhao. "Mass-conserving stochastic partial differential equations and backward doubly stochastic differential equations." Journal of Differential Equations 331 (September 2022): 1–49. http://dx.doi.org/10.1016/j.jde.2022.05.015.
Повний текст джерелаДисертації з теми "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.
Повний текст джерелаDareiotis, Anastasios Constantinos. "Stochastic partial differential and integro-differential equations." Thesis, University of Edinburgh, 2015. http://hdl.handle.net/1842/14186.
Повний текст джерелаAbourashchi, Niloufar. "Stability of stochastic differential equations." Thesis, University of Leeds, 2009. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.509828.
Повний текст джерелаZhang, 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.
Повний текст джерелаHollingsworth, 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.
Повний текст джерелаMu, 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.
Повний текст джерелаThis 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.
Повний текст джерелаHofmanová, Martina. "Degenerate parabolic stochastic partial differential equations." Phd thesis, École normale supérieure de Cachan - ENS Cachan, 2013. http://tel.archives-ouvertes.fr/tel-00916580.
Повний текст джерелаCurry, Charles. "Algebraic structures in stochastic differential equations." Thesis, Heriot-Watt University, 2014. http://hdl.handle.net/10399/2791.
Повний текст джерелаRajotte, Matthew. "Stochastic Differential Equations and Numerical Applications." VCU Scholars Compass, 2014. http://scholarscompass.vcu.edu/etd/3383.
Повний текст джерелаКниги з теми "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.
Повний текст джерелаØksendal, Bernt. Stochastic Differential Equations. Berlin, Heidelberg: Springer Berlin Heidelberg, 1995. http://dx.doi.org/10.1007/978-3-662-03185-8.
Повний текст джерелаØksendal, Bernt. Stochastic Differential Equations. Berlin, Heidelberg: Springer Berlin Heidelberg, 2003. http://dx.doi.org/10.1007/978-3-642-14394-6.
Повний текст джерелаPanik, Michael J. Stochastic Differential Equations. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2017. http://dx.doi.org/10.1002/9781119377399.
Повний текст джерелаØksendal, Bernt. Stochastic Differential Equations. Berlin, Heidelberg: Springer Berlin Heidelberg, 1985. http://dx.doi.org/10.1007/978-3-662-13050-6.
Повний текст джерелаØksendal, Bernt. Stochastic Differential Equations. Berlin, Heidelberg: Springer Berlin Heidelberg, 1989. http://dx.doi.org/10.1007/978-3-662-02574-1.
Повний текст джерелаSobczyk, Kazimierz. Stochastic Differential Equations. Dordrecht: Springer Netherlands, 1991. http://dx.doi.org/10.1007/978-94-011-3712-6.
Повний текст джерелаCecconi, Jaures, ed. Stochastic Differential Equations. Berlin, Heidelberg: Springer Berlin Heidelberg, 2011. http://dx.doi.org/10.1007/978-3-642-11079-5.
Повний текст джерелаØksendal, Bernt. Stochastic Differential Equations. Berlin, Heidelberg: Springer Berlin Heidelberg, 1998. http://dx.doi.org/10.1007/978-3-662-03620-4.
Повний текст джерелаservice), SpringerLink (Online, ed. Stochastic Differential Equations. Berlin, Heidelberg: Springer-Verlag Berlin Heidelberg, 2011.
Знайти повний текст джерелаЧастини книг з теми "Stochastic differential equations"
Doleans–Dade, C. "Stochastic Processes and Stochastic Differential Equations." In Stochastic Differential Equations, 5–73. Berlin, Heidelberg: Springer Berlin Heidelberg, 2010. http://dx.doi.org/10.1007/978-3-642-11079-5_1.
Повний текст джерелаKallianpur, Gopinath, and Rajeeva L. Karandikar. "Stochastic Differential Equations." In Introduction to Option Pricing Theory, 79–93. Boston, MA: Birkhäuser Boston, 2000. http://dx.doi.org/10.1007/978-1-4612-0511-1_4.
Повний текст джерелаØksendal, Bernt. "Stochastic Differential Equations." In Universitext, 35–45. Berlin, Heidelberg: Springer Berlin Heidelberg, 1989. http://dx.doi.org/10.1007/978-3-662-02574-1_5.
Повний текст джерелаProtter, Philip. "Stochastic Differential Equations." In 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.
Повний текст джерелаGawarecki, Leszek, and Vidyadhar Mandrekar. "Stochastic Differential Equations." In Probability and Its Applications, 73–149. Berlin, Heidelberg: Springer Berlin Heidelberg, 2011. http://dx.doi.org/10.1007/978-3-642-16194-0_3.
Повний текст джерелаPlaten, Eckhard, and David Heath. "Stochastic Differential Equations." In 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.
Повний текст джерелаRozanov, Yuriĭ A. "Stochastic Differential Equations." In Introduction to Random Processes, 68–72. Berlin, Heidelberg: Springer Berlin Heidelberg, 1987. http://dx.doi.org/10.1007/978-3-642-72717-7_10.
Повний текст джерелаKloeden, Peter E., and Eckhard Platen. "Stochastic Differential Equations." In 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.
Повний текст джерелаChung, K. L., and R. J. Williams. "Stochastic Differential Equations." In 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.
Повний текст джерелаSchuss, Zeev. "Stochastic Differential Equations." In Applied Mathematical Sciences, 92–132. New York, NY: Springer New York, 2009. http://dx.doi.org/10.1007/978-1-4419-1605-1_4.
Повний текст джерелаТези доповідей конференцій з теми "Stochastic differential equations"
Sharifi, J., and H. Momeni. "Optimal control equation for quantum stochastic differential equations." In 2010 49th IEEE Conference on Decision and Control (CDC). IEEE, 2010. http://dx.doi.org/10.1109/cdc.2010.5717172.
Повний текст джерелаMATICIUC, LUCIAN, and AUREL RĂŞCANU. "BACKWARD STOCHASTIC GENERALIZED VARIATIONAL INEQUALITY." In Applied Analysis and Differential Equations - The International Conference. WORLD SCIENTIFIC, 2007. http://dx.doi.org/10.1142/9789812708229_0018.
Повний текст джерелаGuillouzic, Steve. "Transition rates for stochastic delay differential equations." In Stochastic and chaotic dynamics in the lakes. AIP, 2000. http://dx.doi.org/10.1063/1.1302421.
Повний текст джерелаKumar, Archana, and Pramod Kumar Kapur. "SRGMs Based on Stochastic Differential Equations." In 2009 Second International Conference on Communication Theory, Reliability, and Quality of Service (CTRQ). IEEE, 2009. http://dx.doi.org/10.1109/ctrq.2009.26.
Повний текст джерелаMalinowski, Marek T. "On Bipartite Fuzzy Stochastic Differential Equations." In 8th International Conference on Fuzzy Computation Theory and Applications. SCITEPRESS - Science and Technology Publications, 2016. http://dx.doi.org/10.5220/0006079501090114.
Повний текст джерелаChen, Zengjing, and Xiangrong Wang. "Comonotonicity of Backward Stochastic Differential Equations." In Proceedings of the International Conference on Mathematical Finance. WORLD SCIENTIFIC, 2001. http://dx.doi.org/10.1142/9789812799579_0003.
Повний текст джерелаMegan, Mihail, Diana Monica Stoica, Diana Alina Bistrian, Theodore E. Simos, George Psihoyios, and Ch Tsitouras. "Nonuniform Instability of Stochastic Differential Equations." In ICNAAM 2010: International Conference of Numerical Analysis and Applied Mathematics 2010. AIP, 2010. http://dx.doi.org/10.1063/1.3498498.
Повний текст джерелаFAGNOLA, FRANCO. "H-P QUANTUM STOCHASTIC DIFFERENTIAL EQUATIONS." In Proceedings of the RIMS Workshop on Infinite-Dimensional Analysis and Quantum Probability. WORLD SCIENTIFIC, 2003. http://dx.doi.org/10.1142/9789812705242_0002.
Повний текст джерелаFAGNOLA, FRANCO. "REGULAR SOLUTIONS OF QUANTUM STOCHASTIC DIFFERENTIAL EQUATIONS." In Quantum Stochastics and Information - Statistics, Filtering and Control. WORLD SCIENTIFIC, 2008. http://dx.doi.org/10.1142/9789812832962_0002.
Повний текст джерелаMensour, Boualem, and André Longtin. "Multistability and invariants in delay-differential equations." In Applied nonlinear dynamics and stochastic systems near the millenium. AIP, 1997. http://dx.doi.org/10.1063/1.54182.
Повний текст джерелаЗвіти організацій з теми "Stochastic differential equations"
Christensen, S. K., and G. Kallianpur. Stochastic Differential Equations for Neuronal Behavior. Fort Belvoir, VA: Defense Technical Information Center, June 1985. http://dx.doi.org/10.21236/ada159099.
Повний текст джерелаDalang, Robert C., and N. Frangos. Stochastic Hyperbolic and Parabolic Partial Differential Equations. Fort Belvoir, VA: Defense Technical Information Center, July 1994. http://dx.doi.org/10.21236/ada290372.
Повний текст джерелаJiang, Bo, Roger Brockett, Weibo Gong, and Don Towsley. Stochastic Differential Equations for Power Law Behaviors. Fort Belvoir, VA: Defense Technical Information Center, January 2012. http://dx.doi.org/10.21236/ada577839.
Повний текст джерелаSharp, D. H., S. Habib, and M. B. Mineev. Numerical Methods for Stochastic Partial Differential Equations. Office of Scientific and Technical Information (OSTI), July 1999. http://dx.doi.org/10.2172/759177.
Повний текст джерелаJones, Richard H. Fitting Stochastic Partial Differential Equations to Spatial Data. Fort Belvoir, VA: Defense Technical Information Center, September 1993. http://dx.doi.org/10.21236/ada279870.
Повний текст джерелаGarrison, J. C. Stochastic differential equations and numerical simulation for pedestrians. Office of Scientific and Technical Information (OSTI), July 1993. http://dx.doi.org/10.2172/10184120.
Повний текст джерелаXiu, Dongbin, and George E. Karniadakis. The Wiener-Askey Polynomial Chaos for Stochastic Differential Equations. Fort Belvoir, VA: Defense Technical Information Center, January 2003. http://dx.doi.org/10.21236/ada460654.
Повний текст джерелаChow, Pao-Liu, and Jose-Luis Menaldi. Stochastic Partial Differential Equations in Physical and Systems Sciences. Fort Belvoir, VA: Defense Technical Information Center, November 1986. http://dx.doi.org/10.21236/ada175400.
Повний текст джерелаBudhiraja, Amarjit, Paul Dupuis, and Arnab Ganguly. Moderate Deviation Principles for Stochastic Differential Equations with Jumps. Fort Belvoir, VA: Defense Technical Information Center, January 2014. http://dx.doi.org/10.21236/ada616930.
Повний текст джерелаWebster, Clayton G., Guannan Zhang, and Max D. Gunzburger. An adaptive wavelet stochastic collocation method for irregular solutions of stochastic partial differential equations. Office of Scientific and Technical Information (OSTI), October 2012. http://dx.doi.org/10.2172/1081925.
Повний текст джерела