Exact simulation of one-dimensional stochastic differential equations involving the local time at zero of the unknown process [PDF]
Pierre Étoré, Miguel Martínez
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Optimal pointwise approximation of stochastic differential equations driven by fractional Brownian motion [PDF]
Andreas Neuenkirch
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A backward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations [PDF]
Lorenc Kapllani, Long Teng
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The martingale property in the context of stochastic differential equations [PDF]
Ruf, Johannes
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Investigating Stochastic Differential Equations Modelling for Levodopa Infusion in Patients with Parkinson's Disease. [PDF]
Saqlain M +3 more
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Modeling transport of antibiotic resistant bacteria in aquatic environment using stochastic differential equations. [PDF]
Gothwal R, Thatikonda S.
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Square-mean almost periodic solutions nonautonomous stochastic differential equations
This paper concerns the square-mean almost periodic solutions to a class of nonautonomous stochastic differential equations on a separable real Hilbert space.
Toka Diagana, Paul H. Bezandry
doaj
Vector Stochastic Differential Equations Used to Electrical Networks with Random Parameters
Edita Kolářová, Lubomír Brančík
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