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
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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.
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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
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Asset price bubbles from heterogeneous beliefs about mean reversion rates
Harrison and Kreps showed in 1978 how the heterogeneity of investor beliefs can drive speculation, leading the price of an asset to exceed its intrinsic value.
Xi Chen, Robert Kohn
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Quenching for Microalgal Metabolomics: A Case Study on the Unicellular Eukaryotic Green Alga Chlamydomonas reinhardtii. [PDF]
Metabolites, 2018 Kapoore RV, Vaidyanathan S.
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Numerical Analysis of BIMs for Stochastic SIR and SIS Models with Variable Contact Diffusion Rates. [PDF]
J Math BiolSchurz H, Tosun K.
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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.
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Lower error bounds and optimality of approximation for jump-diffusion SDEs with discontinuous drift. [PDF]
BIT Numer MathPrzybyłowicz P +2 more
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DYNAMICS OF CHOLERA EPIDEMIC MODELS IN FLUCTUATING ENVIRONMENTS. [PDF]
Stoch Dyn (Singap), 2021 Phan TA, Tian JP, Wang B.
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