Results 101 to 110 of about 211 (177)

The Law of the Euler scheme for stochastic differential equations : I. convergence rate of the distribution function

open access: yes, 1994
We study the approximation problem of $\ee f(X_T)$ by $\ee f(X_T^n)$, where $(X_t)$ is the solution of a stochastic differential equation, $(X^n_t)$ is defined by the Euler discretization scheme with step $\fracTn$,and $f$ is a given function. For smooth
Talay, Denis, Bally, Vlad
core   +2 more sources

Stochastic probical strategies in a delay virus infection model to combat COVID-19. [PDF]

open access: yesChaos Solitons Fractals, 2021
Pitchaimani M, Brasanna Devi M.
europepmc   +1 more source

Multivalued backward stochastic differential equations with time delayed generators

open access: yesOpen Mathematics, 2014
Diomande Bakarime, Maticiuc Lucian
doaj   +1 more source

Stationary distribution and extinction in the stochastic model of human immune system response to COVID-19 virus under regime switching

open access: yesAnalele Stiintifice ale Universitatii Ovidius Constanta: Seria Matematica
In this paper, in order to study effects of the human immune system response to spread of COVID-19 virus, we establish a stochastic competition model between immune cells and COVID-19 particles by introducing both white and coloured noise. We first prove
Krstić Marija   +2 more
doaj   +1 more source

A note on almost sure exponential stability of θ-Euler-Maruyama approximation for neutral stochastic differential equations with time-dependent delay when θ ∈ (12{1 \over 2}, 1)

open access: yesAnalele Stiintifice ale Universitatii Ovidius Constanta: Seria Matematica
This paper is motivated by the paper [2]. The main aim of this paper is to extend the stability result from [16], related to the θ-Euler- Maruyama method (θ ∈ (12{1 \over 2}, 1)) for a class of neutral stochastic differential equations with time ...
Obradović Maja, Milošević Marija
doaj   +1 more source

Large Deviations for Interacting Particle Systems. Applications to Non Linear Filtering

open access: yes, 1997
The non linear filtering problem consists in computing the conditional distributions of a Markov signal process given its noisy observations. The dynamical structure of such distributions can be modelled by a measure valued dynamical Markov process ...
Guionnet, A.   +4 more
core   +1 more source

Spatio-temporal stochastic differential equations for crime incidence modeling. [PDF]

open access: yesStoch Environ Res Risk Assess, 2023
Calatayud J, Jornet M, Mateu J.
europepmc   +1 more source

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