Results 31 to 40 of about 732,831 (345)
Construction of special soliton solutions to the stochastic Riccati equation
Open Mathematics, 2022 A scheme for the analytical stochastization of ordinary differential equations (ODEs) is presented in this article. Using Itô calculus, an ODE is transformed into a stochastic differential equation (SDE) in such a way that the analytical solutions of the
Navickas Zenonas +4 more
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Penalization method for a nonlinear Neumann PDE via weak solutions of reflected SDEs
, 2013 In this paper we prove an approximation result for the viscosity solution of a system of semi-linear partial differential equations with continuous coefficients and nonlinear Neumann boundary condition. The approximation we use is based on a penalization
Bahlali, Khaled +2 more
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Identification and estimation of continuous time dynamic systems with exogenous variables using panel data [PDF]
, 1993 This paper deals with the identification and maximum likelihood estimation of the parameters of a stochastic differential equation from discrete time sampling. Score function and maximum likelihood equations are derived explicitly.
Hamerle, Alfred +2 more
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Modified Equations for Stochastic Differential Equations [PDF]
BIT Numerical Mathematics, 2006 We describe a backward error analysis for stochastic differential equations with respect to weak convergence. Modified equations are provided for forward and backward Euler approximations to Ito SDEs with additive noise, and extensions to other types of equation and approximation are discussed.
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Portfolio optimization based on jump-diffusion stochastic differential equation
Alexandria Engineering Journal, 2020 In order to better link the stochastic diffusion stochastic differential equation with securities investment, this paper proposes a securities portfolio optimization method of the stochastic diffusion stochastic differential equation.
Yiling Huang
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Alexandria Engineering Journal, 2021 We propose new numerical methods with adding a modified ordinary differential equation solver to the Milstein methods for solution of stiff stochastic systems.
Kazem Nouri +3 more
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Closed-Loop Solvability of Stochastic Linear-Quadratic Optimal Control Problems with Poisson Jumps
Mathematics, 2022 The stochastic linear–quadratic optimal control problem with Poisson jumps is addressed in this paper. The coefficients in the state equation and the weighting matrices in the cost functional are all deterministic but are allowed to be indefinite.
Zixuan Li, Jingtao Shi
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Stochastic Differential Equations in a Differentiable Manifold [PDF]
Nagoya Mathematical Journal, 1950 The theory of stochastic differential equations in a differentiate manifold has been established by many authors from different view-points, especially by R Lévy [2], F. Perrin [1], A. Kolmogoroff [1] [2] and K. Yosida [1] [2]. It is the purpose of the present paper to discuss it by making use of stochastic integrals.
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Differentiability of backward stochastic differential equations in Hilbert spaces with monotone generators [PDF]
, 2006 The aim of the present paper is to study the regularity properties of the solution of a backward stochastic differential equation with a monotone generator in infinite dimension.
A. Bensoussan +22 more
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Unraveling the metastasis‐preventing effect of miR‐200c in vitro and in vivo
Molecular Oncology, Volume 19, Issue 4, Page 1029-1053, April 2025.Advanced tumors and ineffective cancer treatments can lead to metastases in distant organs. The sole expression of microRNA 200c (miR‐200c) in breast cancer cells is shown to significantly reduce metastasis formation in xenograft mouse models. Various in vitro analyses revealed impeded migratory behavior, upon miR‐200c expression, as one prerequisite ...
Bianca Köhler +12 more
wiley +1 more source