Exact simulation of one-dimensional stochastic differential equations involving the local time at zero of the unknown process [PDF]
, 2013 Pierre Étoré, Miguel Martínez
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A Class of Fractional Stochastic Differential Equations with a Soft Wall [PDF]
, 2023 Kęstutis Kubilius, Aidas Medžiūnas
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On a Theorem by A.S. Cherny for Semilinear Stochastic Partial\n Differential Equations [PDF]
, 2020 David Criens, Moritz Ritter
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Electronic Journal of Differential Equations, 2004 In this paper, we study a specific stochastic differential equation depending on a parameter and obtain a representation of its probability density function in terms of Jacobi Functions.
William Margulies, Dean Zes
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Option pricing mechanisms driven by backward stochastic differential equations
Financial InnovationThis study investigates an option pricing method called g-pricing based on backward stochastic differential equations combined with deep learning.
Yufeng Shi, Bin Teng, Sicong Wang
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Identifiability analysis for stochastic differential equation models in systems biology. [PDF]
J R Soc Interface, 2020 Browning AP +4 more
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A New Class of Backward Stochastic Partial Differential Equations with Jumps and Applications [PDF]
, 2011 Wanyang Dai
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L 2 convergence of smooth approximations of stochastic differential equations with unbounded coefficients [PDF]
, 2023 Sahani Pathiraja
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Continuous dependence of solutions of stochastic differential equations driven by standard and fractional Brownian motion on a parameter [PDF]
, 2011 Yuliya Mishura +2 more
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Mild solutions to semilinear stochastic partial differential equations\n with locally monotone coefficients [PDF]
, 2021 Stefan Tappe
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