Results 131 to 140 of about 211 (177)

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  

Optimal bandwidth selection in stochastic regression of Bio-FET measurements. [PDF]

J Math Biol
Melara LA, Evans RM, Cho S, Balijepalli A, Kearsley AJ.   +4 more
europepmc   +1 more source

Theory and simulations of delayed stochastic and deterministic models of prion diseases. [PDF]

J Math Biol
Boregowda G, Sharif O, Gutierrez Iii D, Simmons A, Pujo-Menjouet L, Oraby T, Lindstrom MR.   +6 more
europepmc   +1 more source

Stochastic Conformal Integrators for Linearly Damped Stochastic Poisson Systems. [PDF]

J Sci Comput
Bréhier CE, Cohen D, Komori Y.
europepmc   +1 more source

Approximation of SDEs: a stochastic sewing approach. [PDF]

Probab Theory Relat Fields, 2021
Butkovsky O, Dareiotis K, Gerencsér M.
europepmc   +1 more source

Martingale Decomposition of Dirichlet Processes on the Banach space C 0 [0,1]

We prove that for a given symmetric Dirichlet form of type E(u; v) = R E hA(z)ru(z); rv(z)i H ¯(dz) with E = C 0 [0; 1] and H = classical Cameron-Martin space the corresponding diffusion process (under P ¯ ) can be decomposed into a forward and a ...
T. J. Lyons, M. Röckner, T. S. Zhang
core  

The mean field market model revisited. [PDF]

Eur Actuar J
Hasenbichler M, Müller W, Thonhauser S.
europepmc   +1 more source

Overview of a User-Centered, Mixed-Methods Process for Designing Interconnected and Focused Mobile Applications on Patient Care Environment (InterFACE): Augmented-Reality Decision Support System for Pediatric Resuscitation. [PDF]

JMIR Hum Factors
Ehrler F, Rajic A, De Masi A, Olanka S, Generelli M, Davidson J, Lin Y, Kim K, Rebours PL, Ibrahim M, Duncan D, Kang R, Manzano S, Cheng A, Siebert JN.   +14 more
europepmc   +1 more source

Solvability of Forward-Backward SDEs and the Nodal Set of Hamilton-Jacobi-Bellman Equations

, 1995
. In this paper, the solvability of a class of forward-backward stochastic differential equations (SDEs for short) over an arbitrarily prescribed time duration is studied.
Jin Ma, Jiongmin Yong
core  

A unified stochastic SIR model driven by Lévy noise with time-dependency. [PDF]

Adv Contin Discret Model
Easlick T, Sun W.
europepmc   +1 more source