„60H10“

Suchergebnisse

1.000+ Treffer

• Impact of Financial Crisis on Economic Growth: A Stochastic Model
  Tadmon, Calvin ; Njike-Tchaptchet, Eric Rostand
• Discussion on controllability of non-densely defined Hilfer fractional neutral differential equations with finite delay
  Kavitha, Krishnan ; Vijayakumar, Velusamy
• Calibration and simulation of Heston model
  Mrázek, Milan ; Pospíšil, Jan
• Stochastic Calculus – An Introduction Through Theory and Exercises
  Baldi, Paolo 2017 Springer International Publishing
• A note on the asymptotic stability of the semi-discrete method for stochastic differential equations
  Halidias, Nikolaos ; Stamatiou, Ioannis S.
• L 2 -exponential ergodicity of stochastic Hamiltonian systems with α-stable Lévy noises
  Bao, Jianhai ; Wang, Jian
• Stability and prevalence of McKean–Vlasov stochastic differential equations with non-Lipschitz coefficients
  Mezerdi, Mohamed Amine ; Khelfallah, Nabil
• Existence and uniqueness of the solutions of forward-backward doubly stochastic differential equations with Poisson jumps
  Al-Hussein, AbdulRahman ; Gherbal, Boulakhras
• Large deviations and Berry–Esseen inequalities for estimators in nonhomogeneous diffusion driven by fractional Brownian motion
  Tanoh, Kouacou ; N’zi, Modeste ; Yodé, Armel Fabrice
• Comparison theorems for anticipated backward doubly stochastic differential equations with non-Lipschitz coefficients
  Aidara, Sadibou
• Quantum white noise Feynman–Kac formula
  Ettaieb, Aymen ; Turki Khalifa, Narjess ; Ouerdiane, Habib
• Square-mean inertial manifolds for stochastic differential equations
  Le, Thi Oanh
• Harnack inequalities and applications for functional SDEs driven by fractional Brownian motion
  Li, Zhi ; Luo, Jiaowan
• Reflected generalized BSDEs with discontinuous barriers driven by a Lévy process
  El Otmani, Mohamed
• Analysis on stochastic predator-prey model with distributed delay
  Gokila, C. ; Sambath, M.
• A new numerical method for 1-D backward stochastic differential equations without using conditional expectations
  Sghir, Aissa ; Hadiri, Sokaina
• Random transformations and invariance of semimartingales on Lie groups
  Albeverio, Sergio ; De Vecchi, Francesco C. ; Morando, Paola ; Ugolini, Stefania
• Stochastic PDEs in ' for SDEs driven by Lévy noise
  Bhar, Suprio ; Bhaskaran, Rajeev ; Sarkar, Barun
• Stability of stochastic differential equations driven by multifractional Brownian motion
  El Barrimi, Oussama ; Ouknine, Youssef
• Large deviations for stochastic differential equations with general delayed generator
  Manga, Clément ; Aman, Auguste