Dynamic Risk Measures for Processes via Backward Stochastic Differential Equations Associated with Lévy Processes. [PDF]
Miao L, Liu Z, Hu Y.
europepmc +1 more source
Neural Stochastic Differential Equations with Neural Processes Family Members for Uncertainty Estimation in Deep Learning. [PDF]
Wang Y, Yao S.
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Economic growth modeling is one of the methods a government can use to formulate appropriate economic policies to improve the prosperity of its people. Differential equations and stochastic models play a major role in studying economic growth.
Muhamad Deni Johansyah +4 more
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Ergodicity for Stochastic Neutral Retarded Partial Differential Equations Driven by $\alpha$-regular Volterra process [PDF]
Xia Pan, Zhi Li
openalex
An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations
D. Higham
semanticscholar +1 more source
L p -Solutions and Comparison Results for Lévy-Driven Backward Stochastic Differential Equations in a Monotonic, General Growth Setting. [PDF]
Kremsner S, Steinicke A.
europepmc +1 more source
ASSESSMENT OF UNCERTAINTY IN RAINFALL-RUNOFF ANALYSIS INCORPORATING STOCHASTIC DIFFERENTIAL EQUATION
Kazuhiro Yoshimi +2 more
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Averaging principle for fractional stochastic differential equations with
Zhaoyang Wang, Ping Lin
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Explicit $\theta$-Schemes for Solving Anticipated Backward Stochastic Differential Equations [PDF]
Mingshang Hu, Lianzi Jiang
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