Results 291 to 300 of about 12,854 (309)

STOCHASTIC INTEGRAL EQUATIONS

1982
openaire   +1 more source

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

SIAM Journal on Control and Optimization, 2017
Tianxiao Wang, Haisen Zhang
exaly  

Integrating Stochastic Equations

1992
openaire   +1 more source

Stochastic Integrals and Equations

1984
openaire   +1 more source

Control of a Solution of a Stochastic Integral Equation

Theory of Probability & Its Applications, 1972
openaire   +2 more sources

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

Journal of Computational Physics, 2015
M H Heydari, M R Hooshmandasl, Carlo Cattani   +2 more
exaly  

Stochastic Approximation of a Random Integral Equation

Mathematische Nachrichten, 1971
openaire   +1 more source

On a class of backward stochastic Volterra integral equations

Applied Mathematics Letters, 2013
JASMINA Djordjevic, Svetlana Janković
exaly  

Backward stochastic Volterra integral equations with additive perturbations

Applied Mathematics and Computation, 2015
JASMINA Djordjevic, Svetlana Janković
exaly  

Optimal control problems of forward-backward stochastic Volterra integral equations

Mathematical Control and Related Fields, 2015
Yufeng Shi, Tianxiao Wang, Jiongmin Yong   +2 more
exaly