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Browse Stochastic differential equations topic


1-66 out of 66 article(s)
Title Author Type Date Words
Ulam-Hyers Stability for a Class of Caputo-Type Fractional Stochastic System with Delays. Song, Meiling; Luo, Zhiguo Report Apr 26, 2022 4377
Some Properties of Numerical Solutions for Semilinear Stochastic Delay Differential Equations Driven by G-Brownian Motion. Yuan, Haiyan Report Jul 6, 2021 7106
The Averaging Principle for Stochastic Pantograph Equations with Non-Lipschitz Conditions. Gao, Dongdong; Li, Jianli; Luo, Zhiguo; Luo, Danfeng Report Apr 21, 2021 2198
Using Particle Swarm Optimization Algorithm to Calibrate the Term Structure Model. Zhou, Yanli; Liu, Shican; Tian, Tianhai; He, Qi; Ge, Xiangyu Report Jan 1, 2021 7424
Exponential Stability of Impulsive Stochastic Delay System Based on Razumikhin Method and Its Application to Chaos Control. Huang, Shiguo; Niu, Yujun; Xu, Yajing Report Jan 1, 2021 2866
The Averaging Principle for Stochastic Pantograph Equations with Non-Lipschitz Conditions. Gao, Dongdong; Li, Jianli; Luo, Zhiguo; Luo, Danfeng Report Jan 1, 2021 2198
The Existence of Strong Solutions for a Class of Stochastic Differential Equations. Zhang, Junfei Report Jan 1, 2018 3617
The Implementation of Milstein Scheme in Two-Dimensional SDEs Using the Fourier Method. Alnafisah, Yousef Report Jan 1, 2018 3739
A FRACTIONAL VERSION OF THE HESTON MODEL WITH HURST PARAMETER H [member of] (1/2,1). Lepinette, Emmanuel; Mehrdoust, Farshid Report Mar 1, 2017 6937
Stability and Boundedness of Solutions to a Certain Second-Order Nonautonomous Stochastic Differential Equation. Ademola, A.T.; Moyo, S.; Ogundare, B.S.; Ogundiran, M.O.; Adesina, O.A. Report Jan 1, 2017 7043
Existence and Uniqueness of Solution of Stochastic Dynamic Systems with Markov Switching and Concentration Points. Lukashiv, Taras; Malyk, Igor Report Jan 1, 2017 2535
Global Stability of Nonlinear Stochastic SEI Epidemic Model with Fluctuations in Transmission Rate of Disease. Otunuga, Olusegun Michael Report Jan 1, 2017 3630
Ito's Formula, the Stochastic Exponential, and Change of Measure on General Time Scales. Hu, Wenqing Report Jan 1, 2017 7082
Maximum Principle for Forward-Backward Control System Driven by Ito-Levy Processes under Initial-Terminal Constraints. Liu, Meijuan; Wang, Xiangrong; Huang, Hong Report Jan 1, 2017 4336
Optimal Exercise Boundary of American Fractional Lookback Option in a Mixed Jump-Diffusion Fractional Brownian Motion Environment. Yang, Zhaoqiang Report Jan 1, 2017 7307
Mixed Fractional Heat Equation Driven by Fractional Brownian Sheet and Levy Process. Xia, Dengfeng; Yan, Litan; Fei, Weiyin Report Jan 1, 2017 4067
Dynamics of a Nonautonomous Stochastic SIS Epidemic Model with Double Epidemic Hypothesis. Qi, Haokun; Liu, Lidan; Meng, Xinzhu Report Jan 1, 2017 5087
Closed-Form Optimal Strategies of Continuous-Time Options with Stochastic Differential Equations. Yan, Wei Report Jan 1, 2017 5084
Stability of a Class of Hybrid Neutral Stochastic Differential Equations with Unbounded Delay. Lu, Boliang; Song, Ruili Report Jan 1, 2017 5692
Deterministic and Stochastic Study for an Infected Computer Network Model Powered by a System of Antivirus Programs. Ansari, Youness El; Myr, Ali El; Omari, Lahcen Report Jan 1, 2017 6348
Fractional Stochastic Differential Equations with Hilfer Fractional Derivative: Poisson Jumps and Optimal Control. Rihan, Fathalla A.; Rajivganthi, Chinnathambi; Muthukumar, Palanisamy Report Jan 1, 2017 5453
Stationary Distribution and Extinction of a Stochastic Viral Infection Model. Wang, Yan; Jiang, Daqing Report Jan 1, 2017 5896
Several Indicators of Critical Transitions for Complex Diseases Based on Stochastic Analysis. Wang, Gang; Li, Yuanyuan; Zou, Xiufen Report Jan 1, 2017 6021
Some Stochastic Functional Differential Equations with Infinite Delay: A Result on Existence and Uniqueness of Solutions in a Concrete Fading Memory Space. Bouzahir, Hassane; Benaid, Brahim; Imzegouan, Chafai Report Jan 1, 2017 3530
GLOBAL EXISTENCE RESULTS FOR FUNCTIONAL EVOLUTION EQUATIONS WITH DELAY AND RANDOM EFFECTS. Alaidarous, Eman; Benaissa, Amel; Benchohra, Mouffak; Henderson, Johnny Report Sep 1, 2016 4412
Systems governed by mean-field stochastic evolution equations on Hilbert spaces and their optimal control. Ahmed, N.U. Report Mar 1, 2016 12747
Global existence results for functional evolution equations with delay and random effects. Alaidarous, Eman; Benaissa, Amel; Benchohra, Mouffak; Henderson, Johnny Report Mar 1, 2016 4417
Some Nonlinear Stochastic Cauchy Problems with Generalized Stochastic Processes. Devoue, Victor Report Jan 1, 2016 6477
The narrowing set-valued stochastic integral equations. Malinowski, Marek T. Report Dec 1, 2015 6861
Necessary conditions of optimality for stochastic switching control systems. Aghayeva, Charkaz Report Sep 1, 2015 4726
Application of stochastic differential-algebraic equations in hybrid MTL systems analysis. Brancik, L.; Kolarova, E. Report May 1, 2014 3486
T-stability of the Heun method and balanced method for solving stochastic differential delay equations. Zhu, Xiaolin; Peng, Hu Report Jan 1, 2014 5300
The positive role of multiplicative noise in complete synchronization of unidirectionally coupled ring with three nodes. Xiao, Yuzhu; Tang, Sufang; Sun, Zhongkui Report Jan 1, 2014 4285
Pricing Parisian option under a stochastic volatility model. Lee, Min-Ku; Jang, Kyu-Hwan Report Jan 1, 2014 4300
Valuation of credit derivatives with multiple time scales in the intensity model. Kim, Beom Jin; Park, Chan Yeol; Ma, Yong-Ki Report Jan 1, 2014 7581
Implicit numerical solutions for solving stochastic differential equations with jumps. Du, Ying; Mei, Changlin Report Jan 1, 2014 4994
The small time asymptotics of SPDEs with reflection. Yang, Juan; Zhai, Jianliang; Zhou, Qing Report Jan 1, 2014 7119
Convertible bonds with higher loan rate: model, valuation, and optimal strategy. Wang, Haiyang; Wu, Zhen Report Jan 1, 2014 6738
An averaging principle for stochastic differential delay equations with fractional Brownian motion. Xu, Yong; Pei, Bin; Li, Yongge Report Jan 1, 2014 4628
Stability of stochastic differential delay systems with delayed impulses. Wu, Yanlei Report Jan 1, 2014 5081
A stochastic predator-prey system with stage Structure for predator. Zhao, Shufen; Song, Minghui Report Jan 1, 2014 2636
Some new results on the Lotka-Volterra system with variable delay. Hu, Yangzi; Wu, Fuke; Huang, Chengming Report Jan 1, 2014 5902
The stochastic [THETA]-method for nonlinear stochastic Volterra integro-differential equations. Hu, Peng; Huang, Chengming Report Jan 1, 2014 4635
The semimartingale approach to almost sure stability analysis of a two-stage numerical method for stochastic delay differential equation. Guo, Qian; Tao, Xueyin Report Jan 1, 2014 2910
State-feedback stabilization for stochastic high-order nonlinear systems with time-varying delays. Gao, Fangzheng; Yuan, Zheng; Yuan, Fushun Report Jan 1, 2014 6302
Stability analysis of impulsive stochastic functional differential equations with delayed impulses via comparison principle and impulsive delay differential inequality. Cheng, Pei; Yao, Fengqi; Hua, Mingang Report Jan 1, 2014 6074
Persistence and nonpersistence of a predator prey system with stochastic perturbation. Li, Haihong; Jiang, Daqing; Cong, Fuzhong; Li, Haixia Report Jan 1, 2014 5054
Dynamical behavior of the stochastic delay mutualism system. Xia, Peiyan; Jiang, Daqing; Li, Xiaoyue Report Jan 1, 2014 5578
Resilient finite-time controller design of a class of stochastic nonlinear systems. Yan, Zhiguo Report Jan 1, 2014 4824
Hopf bifurcations of a stochastic fractional-order Van der Pol system. Liu, Xiaojun; Hong, Ling; Yang, Lixin Report Jan 1, 2014 4559
Dynamics of a stochastic cooperative predator-prey system with Beddington-DeAngelis functional response. Huang, Dongwei; Li, Yu; Guo, Yongfeng Report Jan 1, 2014 4585
LMI approach to exponential stability and almost sure exponential stability for stochastic fuzzy Markovian-jumping Cohen-Grossberg neural networks with nonlinear p-laplace diffusion. Rao, Ruofeng; Wang, Xiongrui; Zhong, Shouming; Pu, Zhilin Report Jan 1, 2013 10011
Coefficient matrix decomposition method and BIBO stabilization of stochastic systems with time delays. Zhou, Xia; Zhong, Shouming Report Jan 1, 2013 4118
Numerical approximation of higher-order solutions of the quadratic nonlinear stochastic oscillatory equation using WHEP technique. El-Beltagy, Mohamed A.; Al-Johani, Amnah S. Report Jan 1, 2013 7687
Stability analysis for impulsive stochastic reaction-diffusion differential system and its application to neural networks. Du, Yanke; Li, Yanlu; Xu, Rui Report Jan 1, 2013 4931
Simulation of quantum dynamics based on the quantum stochastic differential equation. Li, Ming Report Jan 1, 2013 4050
On the Carleman inequality for the stochastic parabolic equations with multiplicative noise. Barbu, Viorel Report Jun 1, 2012 1527
Generalized Langevin equation with multiplicative trichotomous noise/ Multiplikatiivse kolmetasemelise mura toime uldistatud Langevini vorrandis. Soika, Erkki; Mankin, Romi; Priimets, Jaanis Report Jun 1, 2012 5571
Stochastic differential equalities and global limits. Bodnariu, Mircea Report Jul 1, 2010 3122
On the stochastic differential equalities. Bodnariu, Mircea Report Jan 1, 2010 3834
Stability of nonlinear stochastic Volterra difference equations with respect to a fading perturbation. Appleby, John A.D.; Rodkina, Alexandra Report Dec 1, 2009 6727
Stochastic differential equations and inclusions with mean derivatives relative to the past. Azarina, Svetlana V.; Gliklikh, Yuri E. Report Jun 1, 2009 6612
Solutions approximation for stochastic differential equations. Zili, Mounir Dec 1, 2006 3606

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