Results 21 to 30 of about 732,831 (345)
Maple for Stochastic Differential Equations [PDF]
, 2001 This paper introduces the MAPLE software package stochastic consisting of MAPLE routines for stochastic calculus and stochastic differential equations and for constructing basic numerical methods for specific stochastic differential equations, with simple examples illustrating the use of the routines.
Grüne, Lars +2 more
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Solving Backward Doubly Stochastic Differential Equations through Splitting Schemes [PDF]
arXiv, 2021 A splitting scheme for backward doubly stochastic differential equations is proposed. The main idea is to decompose a backward doubly stochastic differential equation into a backward stochastic differential equation and a stochastic differential equation.
arxiv
Derivation and computation of discrete-delayand continuous-delay SDEs in mathematical biology
Mathematical Biosciences and Engineering, 2013 Stochastic versions of several discrete-delay and continuous-delay differential equations, useful in mathematical biology, are derived from basic principles carefully taking into account the demographic, environmental, or physiological randomness in the ...
Edward J. Allen
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The Master Equation for Large Population Equilibriums [PDF]
, 2014 We use a simple N-player stochastic game with idiosyncratic and common noises to introduce the concept of Master Equation originally proposed by Lions in his lectures at the Coll\`ege de France.
D Nualart +10 more
core +4 more sources
AIMS Mathematics, 2019 The one dimension Legendre Wavelet is a numerical method to solve one dimension equation. In this paper Black-Scholes equation (B-S), that has applied via single asset American option and Heston Cox- Ingersoll- Ross equation (HCIR), as partial ...
Jafar Biazar, Fereshteh Goldoust
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Complexity, 2021 In this article, we investigate a class of Caputo fractional stochastic differential equations driven by fractional Brownian motion with delays. Under some novel assumptions, the averaging principle of the system is obtained.
Pengju Duan, Hao Li, Jie Li, Pei Zhang
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On quantum stochastic differential equations
Journal of Mathematical Analysis and Applications, 2007 Existence and uniqueness theorems for quantum stochastic differential equations with nontrivial initial conditions are proved for coefficients with completely bounded columns. Applications are given for the case of finite-dimensional initial space or, more generally, for coefficients satisfying a finite localisability condition.
Adam Skalski, J. Martin Lindsay
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Reflected rough differential equations [PDF]
, 2015 In this paper, we study reflected differential equations driven by continuous paths with finite $p$-variation ($1\le ...
Aida, Shigeki
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Ergodicity for Stochastic Neutral Retarded Partial Differential Equations Driven by $α$-regular Volterra process [PDF]
arXiv, 2021 In this article, we study the ergodicity of neutral retarded stochastic functional differential equations driven by $\alpha$-regular Volterra process. Based on the equivalence between neutral retarded stochastic functional differential equations and the stochastic evolution equation, we get the ergodicity of neutral retarded stochastic functional ...
arxiv
A new financial chaotic model in Atangana-Baleanu stochastic fractional differential equations
Alexandria Engineering Journal, 2021 We formulate and analyze a new financial chaotic model in fractional stochastic differential equation in Atangana-Baleanu operator. The model is constructed initially in integer case and then the application of fractional and stochastic approach are used
Chen Liping +3 more
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