Results 111 to 120 of about 542,973 (204)

Approximation for stochastic functional differential equation with past-dependent switching [PDF]

Lin Gui, Jiayan Zhang, Shaobo Zhou
openalex   +1 more source

Robustness of Quadratic Hedging Strategies in Finance via Backward Stochastic Differential Equations with Jumps [PDF]

, 2015
Giulia Di Nunno, Asma Khedher, Michèle Vanmaele   +2 more
openalex   +1 more source

Convergence of Relative Entropy for Euler-Maruyama Scheme to Stochastic Differential Equations with Additive Noise. [PDF]

Entropy (Basel)
Yu Y.
europepmc   +1 more source

Optimal Estimation of a Signal Generated Using a Dynamical System Modeled with McKean-Vlasov Stochastic Differential Equations. [PDF]

Entropy (Basel)
Dragan V, Aberkane S.
europepmc   +1 more source

Modeling single cell trajectory using forward-backward stochastic differential equations. [PDF]

PLoS Comput Biol
Zhang K, Zhu J, Kong D, Zhang Z.
europepmc   +1 more source

Path integral methods for stochastic differential equations. [PDF]

J Math Neurosci, 2015
Chow CC, Buice MA.
europepmc   +1 more source

Rate of convergence to equilibrium of fractional driven stochastic differential equations with rough multiplicative noise [PDF]

, 2018
Aurélien Deya, Fabien Panloup, Samy Tindel   +2 more
openalex   +1 more source

Stochastic differential equations for orthogonal eigenvectors of (G,ε)-Wishart process related to multivariate G-fractional Brownian motion

, 2022
Manel Belksier, Hacène Boutabia, Rania Bougherra   +2 more
openalex   +1 more source

Author Correction: Sparse inference and active learning of stochastic differential equations from data. [PDF]

Sci Rep
Huang Y, Mabrouk Y, Gompper G, Sabass B.
europepmc   +1 more source

On stochastic differential equations with arbitrarily slow convergence rates for strong approximation in two space dimensions. [PDF]

Proc Math Phys Eng Sci, 2017
Gerencsér M, Jentzen A, Salimova D.
europepmc   +1 more source