Results 111 to 120 of about 227 (172)

Almost Sure Exponential Stability of Neutral Differential Difference Equations. . .

, 1996
: In this paper we shall discuss the almost sure exponential stability for a neutral differential difference equation with damped stochastic perturbations of the form d[x(t) \Gamma G(x(t \Gamma ø ))] = f(t; x(t); x(t \Gamma ø ))dt + oe(t)dw(t): Several ...
Xiao Xin Liao, Xuerong Mao
core  

Constructing quantum measurement processes via classical stochastic calculus

A class of linear stochastic differential equations in Hilbert spaces is studied, which allows to construct probability densities and to generate changes in the probability measure one started with.
Barchielli, A., Holevo, A. S.
core  

Convergence Rate of Euler-Maruyama Scheme to the Invariant Probability Measure Under Total Variation Distance for the SDEs. [PDF]

Entropy (Basel)
Wang Y, Ye Y.
europepmc   +1 more source

Quenching for Microalgal Metabolomics: A Case Study on the Unicellular Eukaryotic Green Alga Chlamydomonas reinhardtii. [PDF]

Metabolites, 2018
Kapoore RV, Vaidyanathan S.
europepmc   +1 more source

Optimal stopping in Hilbert spaces and pricing of American options

, 2007
We consider an optimal stopping problem for a Hilbert-space valued diffusion. We prove that the value function of the problem is the unique viscosity solution of an obstacle problem for the associated parabolic partial differential equation in the ...
Dariusz Gatarek, Andrzej Swiech
core  

Lower error bounds and optimality of approximation for jump-diffusion SDEs with discontinuous drift. [PDF]

BIT Numer Math
Przybyłowicz P, Schwarz V, Szölgyenyi M.   +2 more
europepmc   +1 more source

L p -Solutions and Comparison Results for Lévy-Driven Backward Stochastic Differential Equations in a Monotonic, General Growth Setting. [PDF]

J Theor Probab, 2022
Kremsner S, Steinicke A.
europepmc   +1 more source

Approximations for stochastic differential equations with reflecting convex boundaries

We consider convergence of a recursive projection scheme for a stochastic differential equation reflecting on the boundary of a convex domain G. If G satisfies Condition (B) in Tanaka (1979), we obtain mean square convergence, pointwise, with the rate O((
Pettersson, Roger
core  

Numerical Analysis of BIMs for Stochastic SIR and SIS Models with Variable Contact Diffusion Rates. [PDF]

J Math Biol
Schurz H, Tosun K.
europepmc   +1 more source