Results 261 to 270 of about 214,123 (281)

Using radial basis functions to solve two dimensional linear stochastic integral equations on non-rectangular domains

Engineering Analysis With Boundary Elements, 2018
Farshid Mirzaee, Nasrin Samadyar
exaly  

Stochastic Integrals and Equations

1984
openaire   +1 more source

Numerical Integration of Stochastic Differential Equations-II

Bell System Technical Journal, 1981
Greenside, H. S., Helfand, E.
openaire   +2 more sources

Well-posedness and regularity of backward stochastic Volterra integral equations

Probability Theory and Related Fields, 2007
Jiongmin Yong
exaly  

Stochastic derivatives and integral equations

Advances in Applied Probability, 1980
openaire   +1 more source

On the existence and uniqueness of solutions to stochastic differential equations driven by G-Brownian motion with integral-Lipschitz coefficients

Acta Mathematicae Applicatae Sinica, 2014
exaly  

Semilinear stochastic integral equations

2011
Londen, Stig-Olof, Desch, Wolfgang
openaire   +1 more source

An efficient computational method for solving nonlinear stochastic Itô integral equations: Application for stochastic problems in physics

Journal of Computational Physics, 2015
exaly  

Semilinear stochastic integral equations in Lp

2011
Desch, Wolfgang Londen, Stig-Olof
openaire   +2 more sources

Optimal Control Problems of Forward-Backward Stochastic Volterra Integral Equations with Closed Control Regions

SIAM Journal on Control and Optimization, 2017
exaly