Found 18 Documents (Results 1–18)
Boundary preserving explicit scheme for the Aït-Sahalia mode. (English) Zbl 1514.60078
Reviewer: Udhayakumar Ramalingam (Vellore)
Stochastic invariance for neutral functional differential equation with non-Lipschitz coefficients. (English) Zbl 1415.60084
Asymptotic behavior of non-expanding piecewise linear maps in the presence of random noise. (English) Zbl 1407.37084
Stability of traveling waves for autocatalytic reaction systems with strong decay. (English) Zbl 1360.35038
Random attractors for stochastic discrete Klein-Gordon-Schrödinger equations driven by fractional Brownian motions. (English) Zbl 1362.37156
Attractors for a random evolution equation with infinite memory: theoretical results. (English) Zbl 1359.60080
A note on finite horizon optimal investment and consumption with transaction costs. (English) Zbl 1346.35120
Convergence, nonnegativity and stability of a new Milstein scheme with applications to finance. (English) Zbl 1279.60068
Triple collisions of invariant bundles. (English) Zbl 1308.37015
Reviewer: Pengfei Zhang (Houston)
Fluctuations of solutions to Wigner equation with an Ornstein-Uhlenbeck potential. (English) Zbl 1244.82073
Constrained stability and instability of polynomial difference equations with state-dependent noise. (English) Zbl 1185.39014
Reviewer: Shangjiang Guo (Hunan)
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