Results 281 to 290 of about 44,590 (312)

On stochastic differential equations

Memoirs of the American Mathematical Society, 1951
openaire   +1 more source

Solvability and optimal controls of non-instantaneous impulsive stochastic fractional differential equation of order q ∈ (1,2)

Stochastics, 2021
Rajesh Dhayal, Muslim Malik, Syed Abbas   +2 more
exaly  

Analysis of a nonlinear variable-order fractional stochastic differential equation

Applied Mathematics Letters, 2020
Xiangcheng Zheng, Zhongqiang Zhang, Hong Wang   +2 more
exaly  

Strong convergence of a Euler-Maruyama scheme to a variable-order fractional stochastic differential equation driven by a multiplicative white noise

Chaos, Solitons and Fractals, 2021
Zhiwei Yang, Xiangcheng Zheng, Zhongqiang Zhang   +2 more
exaly  

Adapted solution of a backward stochastic differential equation

Systems and Control Letters, 1990
E Pardoux
exaly  

Exponential stability for stochastic differential equation driven by G-Brownian motion

Applied Mathematics Letters, 2012
Defei Zhang, Zengjing Chen
exaly  

Langevins stochastic differential equation extended by a time-delayed term

Stochastic and Stochastics Reports, 1992
Uwe Kuchler
exaly  

Construction of Equivalent Stochastic Differential Equation Models

Stochastic Analysis and Applications, 2008
Edward J Allen, Linda J S Allen
exaly  

Fractional Fokker–Planck equation for nonlinear stochastic differential equations driven by non-Gaussian Lévy stable noises

Journal of Mathematical Physics, 2001
M Larcheveque, Jinqiao Duan, V V Yanovsky   +2 more
exaly  

A kind of LQ non-zero sum differential game of backward stochastic differential equation with asymmetric information

Automatica, 2018
Guangchen Wang, Hua Xiao, Jie Xiong
exaly