Expansion of the global error for numerical schemes solving stochastic differential equations. Zbl 0718.60058
Talay, Denis; Tubaro, Luciano |
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1990
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On the minimal martingale measure and the Föllmer-Schweizer decomposition. Zbl 0837.60042
Schweizer, Martin |
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1995
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The stochastic nonlinear Schrödinger equation in \(H^1\). Zbl 1027.60065
de Bouard, A.; Debussche, A. |
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2003
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Adapted solution of a backward semilinear stochastic evolution equation. Zbl 0736.60051
Hu, Ying; Peng, Shige |
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1991
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A family of minimax rates for density estimators in continuous time. Zbl 0971.62023
Blanke, D.; Bosq, D. |
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2000
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Neutral stochastic differential delay equations with Markovian switching. Zbl 1025.60028
Kolmanovskii, V.; Koroleva, N.; Maizenberg, T.; Mao, X.; Matasov, A. |
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2003
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Attractors for a damped stochastic wave equation of sine-Gordon type with sublinear multiplicative noise. Zbl 1103.37053
Fan, Xiaoming |
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2006
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Stochastic differential equations driven by fractional Brownian motion and standard Brownian motion. Zbl 1151.60028
Guerra, João; Nualart, David |
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2008
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Exponential stability and instability of stochastic neural networks. Zbl 0848.60058
Liao, X. X.; Mao, X. |
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1996
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Periodic and almost periodic solutions for semilinear stochastic equations. Zbl 0816.60062
Da Prato, Giuseppe; Tudor, Constantin |
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1995
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Khasminskii-type theorems for stochastic differential delay equations. Zbl 1082.60055
Mao, Xuerong; Rassias, Matina John |
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2005
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Some general strong laws for weighted sums of stochastically dominated random variables. Zbl 0617.60028
Adler, André; Rosalsky, Andrew |
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1987
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Moment inequalities for mixing sequences of random variables. Zbl 0619.60022
Roussas, George G.; Ioannides, D. |
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1987
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A delayed Black and Scholes formula. Zbl 1119.60059
Arriojas, Mercedes; Hu, Yaozhong; Mohammed, Salah-Eldin; Pap, Gyula |
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2007
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Exponential stability of mild solutions of stochastic partial differential equations with delays. Zbl 0943.60050
Caraballo, Tomás; Liu, Kai |
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1999
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Random dynamical systems and stationary solutions of differential equations driven by the fractional Brownian motion. Zbl 1062.60060
Maslowski, Bohdan; Schmalfuss, Björn |
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2004
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Wiener integrals with respect to the Hermite process and a non-central limit theorem. Zbl 1130.60061
Maejima, Makoto; Tudor, Ciprian A. |
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2007
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The behavior of an SIR epidemic model with stochastic perturbation. Zbl 1272.60035
Ji, Chunyan; Jiang, Daqing; Shi, Ningzhong |
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2012
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Adaptive multilevel splitting for rare event analysis. Zbl 1220.65009
Cérou, Frédéric; Guyader, Arnaud |
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2007
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Coupled random fixed point theorems for nonlinear contractions in partially ordered metric spaces. Zbl 1176.54030
Ćirić, Ljubomir; Lakshmikantham, V. |
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2009
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Pricing options under a generalized Markov-modulated jump-diffusion model. Zbl 1155.91380
Elliott, Robert J.; Siu, Tak Kuen; Chan, Leunglung; Lau, John W. |
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2007
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Construction of equivalent stochastic differential equation models. Zbl 1137.60026
Allen, Edward J.; Allen, Linda J. S.; Arciniega, Armando; Greenwood, Priscilla E. |
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2008
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Rooted tree analysis for order conditions of stochastic Runge-Kutta methods for the weak approximation of stochastic differential equations. Zbl 1094.65008
Rößler, Andreas |
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2006
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The order of approximations for solutions of Itô-type stochastic differential equations with jumps. Zbl 1056.60065
Gardoń, Albert |
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2004
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The existence and Hyers-Ulam stability of solution for almost periodical fractional stochastic differential equation with fBm. Zbl 1484.34021
Guo, Yuchen; Chen, Mengqi; Shu, Xiao-Bao; Xu, Fei |
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2021
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Sample solutions of stochastic ordinary differential equations. Zbl 0555.60036
Deimling, K. |
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1985
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Comparison theorems of backward doubly stochastic differential equations and applications. Zbl 1067.60046
Shi, Yufeng; Gu, Yanling; Liu, Kai |
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2005
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The viability theorem for stochastic differential inclusions. Zbl 0931.60059
Aubin, Jean-Pierre; Da Prato, Giuseppe |
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1998
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On the finite dimensionality of random attractors. Zbl 0888.60051
Debussche, A. |
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1997
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Adapted solution of a backward stochastic nonlinear Volterra integral equation. Zbl 0999.60052
Lin, Jianzhong |
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2002
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The approximation of multiple stochastic integrals. Zbl 0761.60048
Kloeden, P. E.; Platen, E.; Wright, I. W. |
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1992
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Nonlinear stochastic differential inclusions on Banach space. Zbl 0789.60052
Ahmed, N. U. |
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1994
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Stabilization and destabilization by noise in the plane. Zbl 0766.60072
Scheutzow, M. |
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1993
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Stochastic Navier-Stokes equations with multiplicative noise. Zbl 0762.35083
Brzeźniak, Z.; Capiński, M.; Flandoli, F. |
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1992
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Hölder flow and differentiability for SDEs with nonregular drift. Zbl 1281.60055
Fedrizzi, E.; Flandoli, F. |
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2013
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A universal formula for the stabilization of control stochastic differential equations. Zbl 0770.60058
Florchinger, Patrick |
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1993
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Optimal control of stochastic partial differential equations. Zbl 1156.93406
Øksendal, Bernt |
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2005
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A strong law of large numbers for arrays of rowwise negatively dependent random variables. Zbl 1003.60032
Taylor, Robert L.; Patterson, Ronald F.; Bozorgnia, Abolghassem |
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2002
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A maximum principle for stochastic control with partial information. Zbl 1140.93046
Baghery, Fouzia; Øksendal, Bernt |
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2007
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Stability of mild solutions of stochastic evolution equations with variable delay. Zbl 1036.60052
Govindan, T. E. |
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2003
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Fractional generalized random fields of variable order. Zbl 1069.60040
Ruiz-Medina, M. D.; Anh, V. V.; Angulo, J. M. |
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2004
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Some inequalities for martingales and stochastic convolutions. Zbl 0622.60066
Ichikawa, Akira |
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1986
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Stability and robust stabilization to linear stochastic systems described by differential equations with Markovian jumping and multiplicative white noise. Zbl 1136.60335
Dragan, Vasile; Morozan, Toader |
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2002
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Almost sure exponential stability for stochastic partial functional differential equations. Zbl 0911.60054
Taniguchi, Takeshi |
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1998
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Vector random fields with second-order moments or second-order increments. Zbl 1213.60071
Ma, Chunsheng |
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2011
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Parameter estimates and exact variations for stochastic heat equations driven by space-time white noise. Zbl 1118.60030
Pospíšil, Jan; Tribe, Roger |
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2007
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Stochastic population systems. Zbl 1180.92071
Cheng, Shuenn-Ren |
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2009
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Asymptotic separation between solutions of Caputo fractional stochastic differential equations. Zbl 1401.26009
Dr. Son, Doan Thai; Huong, Phan Thi; Kloeden, Peter E.; Tuan, Hoang The |
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2018
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Existence, uniqueness and space regularity of the adapted solutions of a backward SPDE. Zbl 0876.60044
Tessitore, Gianmario |
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1996
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Nonzero sum linear-quadratic stochastic differential games and backward-forward equations. Zbl 0922.60050
Hamadène, S. |
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1999
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An approach to Ito linear equations in Hilbert spaces by approximation of white noise with coloured noise. Zbl 0547.60066
Acquistapace, Paolo; Broglia, Fabrizio |
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1984
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A note on stochastic convolution. Zbl 0758.60049
Da Prato, Giuseppe; Zabczyk, Jerzy |
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1992
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Almost sure convergence theorems of weighted sums of random variables. Zbl 0633.60049
Choi, Bong Dae; Sung, Soo Hak |
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1987
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Stability of random impulsive coupled systems on networks with Markovian switching. Zbl 1428.34083
Wang, Mengxin; Li, Wenxue |
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2019
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A stopped Doob inequality for stochastic convolution integrals and stochastic evolution equations. Zbl 0552.60058
Kotelenez, Peter |
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1984
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Estimation for nonlinear stochastic differential equations by a local linearization method. Zbl 0912.60078
Shoji, Isao; Ozaki, Tohru |
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1998
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A class of measure-valued branching diffusions in a random medium. Zbl 0913.60091
Wang, H. |
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1998
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The Milstein scheme for stochastic delay differential equations without using anticipative calculus. Zbl 1247.65005
Kloeden, P. E.; Shardlow, T. |
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2012
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Fixed points and stability of stochastic neutral partial differential equations with infinite delays. Zbl 1177.93094
Luo, Jiaowan; Taniguchi, Takeshi |
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2009
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Existence and uniqueness results for neutral SDEs in Hilbert spaces. Zbl 1110.60063
Mahmudov, N. I. |
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2006
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Set-valued stochastic integrals and stochastic inclusions. Zbl 0891.93070
Kisielewicz, Michał |
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1997
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When are HJB-equations in stochastic control of delay systems finite dimensional? Zbl 1052.60051
Larssen, Bjørnar; Risebro, Nils Henrik |
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2003
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Asymptotic results for ruin probability of a two-dimensional renewal risk model. Zbl 1271.62244
Chen, Yang; Wang, Yuebao; Wang, Kaiyong |
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2013
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On the moments of the modulus of continuity of Itô processes. Zbl 1182.60021
Fischer, Markus; Nappo, Giovanna |
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2010
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An estimate of Burkholder type for stochastic processes defined by the stochastic integral. Zbl 0539.60056
Tubaro, L. |
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1984
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Existence of solution of nonlinear neutral stochastic differential inclusions with infinite delay. Zbl 1182.35243
Li, Yong; Liu, Bing |
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2007
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Financial markets with memory. I: Dynamic models. Zbl 1108.91035
Anh, V.; Inoue, A. |
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2005
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Generalized reflected BSDE and an obstacle problem for PDEs with a nonlinear Neumann boundary condition. Zbl 1122.60055
Ren, Yong; Xia, Ningmao |
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2006
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Stochastic convolutions driven by martingales: Maximal inequalities and exponential integrability. Zbl 1153.60035
Hausenblas, Erika; Seidler, Jan |
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2008
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Abstract second-order damped McKean-Vlasov stochastic evolution equations. Zbl 1102.35044
Mahmudov, N. I.; McKibben, M. A. |
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2006
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Time-space fractional stochastic Ginzburg-Landau equation driven by Gaussian white noise. Zbl 1383.37064
Shen, Tianlong; Xin, Jie; Huang, Jianhua |
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2018
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Stochastic Taylor expansions for the expectation of functionals of diffusion processes. Zbl 1065.60068
Rößler, Andreas |
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2004
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Martingale solutions for stochastic Euler equations. Zbl 0944.60072
Bessaih, Hakima |
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1999
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Time-changed processes governed by space-time fractional telegraph equations. Zbl 1309.60046
D’Ovidio, Mirko; Orsingher, Enzo; Toaldo, Bruno |
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2014
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Asymptotic behavior of stochastic Schrödinger lattice systems driven by nonlinear noise. Zbl 1437.37102
Wang, Bixiang; Wang, Renhai |
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2020
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Stochastic differential equations with nonlocal sample dependence. Zbl 1205.60131
Kloeden, Peter E.; Lorenz, Thomas |
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2010
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A note on Merton’s portfolio selection problem for the Schwartz mean-reversion model. Zbl 1074.60068
Benth, Fred Espen; Karlsen, Kenneth Hvistendahl |
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2005
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Non-instantaneous impulsive fractional-order implicit differential equations with random effects. Zbl 1370.34022
Yang, Dan; Wang, Jinrong |
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2017
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Invariant measures for semilinear stochastic equations. Zbl 0758.60057
Da Prato, Giuseppe; Gątarek, D.; Zabczyk, Jerzy |
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1992
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No arbitrage and the growth optimal portfolio. Zbl 1163.91017
Christensen, Morten Mosegaard; Larsen, Kasper |
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2007
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Distributions and first moments of the busy and idle periods in controllable \(M/G/1\) queueing models with simple and dyadic policies. Zbl 0819.60085
Gakis, K. G.; Rhee, H. K.; Sivazlian, B. D. |
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1995
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Approximate controllability of neutral stochastic functional differential systems with infinite delay. Zbl 1186.93014
Balasubramaniam, P.; Park, J. Y.; Muthukumar, P. |
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2010
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Stability of stochastic integro-differential equations. Zbl 0969.60068
Mao, Xuerong |
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2000
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McKean-Vlasov limit for interacting systems with simultaneous jumps. Zbl 1420.60042
Andreis, Luisa; Dai Pra, Paolo; Fischer, Markus |
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2018
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Partial differential equations with delayed random perturbations: Existence, uniqueness, and stability of solutions. Zbl 0790.60054
Caraballo, Tomás; Real, José |
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1993
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A stochastic Filippov theorem. Zbl 0810.60059
da Prato, Guiseppe; Frankowska, H. |
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1994
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Fractional generalized random fields on bounded domains. Zbl 1043.60042
Ruiz-Medina, M. D.; Angulo, J. M.; Anh, V. V. |
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2003
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Stochastic integrals and the Lévy-Itô decomposition theorem on separable Banach spaces. Zbl 1071.60032
Albeverio, S.; Rüdiger, B. |
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2005
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On spectral representations of tensor random fields on the sphere. Zbl 1239.60038
Leonenko, N.; Sakhno, L. |
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2012
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An approximation theorem of Wong-Zakai type for nonlinear stochastic partial differential equations. Zbl 0839.60059
Twardowska, Krystyna |
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1995
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Stationary solutions of nonlinear stochastic evolution equations. Zbl 0899.60056
Chow, Pao-Liu; Khasminskii, Rafail Z. |
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1997
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On set-valued stochastic integrals. Zbl 1049.60048
Jung, Eun Ju; Kim, Jai Heui |
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2003
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Some results on linear stochastic evolution equations in Hilbert spaces by the semi-groups method. Zbl 0511.60055
Da Prato, G. |
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1983
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On complete convergence for arrays of rowwise independent random elements in Banach spaces. Zbl 0940.60032
Hu, Tien-Chung; Rosalsky, Andrew; Szynal, Dominik; Volodin, Andrej I. |
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1999
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Martingale representation of functionals of Lévy processes. Zbl 1060.60058
Løkka, Arne |
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2004
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Existence of mild solutions to stochastic delay evolution equations with a fractional Brownian motion and impulses. Zbl 1327.35460
Boudaoui, Ahmed; Caraballo, Tomás; Ouahab, Abdelghani |
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2015
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Donsker type theorem for the Rosenblatt process and a binary market model. Zbl 1166.60313
Torres, Soledad; Tudor, Ciprian A. |
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2009
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On the strong rates of convergence for arrays of rowwise negatively dependent random variables. Zbl 1223.60023
Qiu, Dehua; Chang, Kuang-Chao; Giuliano Antonini, Rita; Volodin, Andrei |
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2011
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On a class of stochastic Anderson models with fractional noises. Zbl 1136.60345
Bo, Lijun; Jiang, Yiming; Wang, Yongjin |
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2008
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Almost periodic solutions of affine Ito equations. Zbl 0692.60045
Morozan, T.; Tudor, C. |
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1989
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Schauder estimates for stationary and evolution equations associated to stochastic reaction-diffusion equations driven by colored noise. Zbl 07880485
Bignamini, Davide A.; Ferrari, Simone |
|
2024
|
\(L^2\) convergence of smooth approximations of stochastic differential equations with unbounded coefficients. Zbl 1535.60104
Pathiraja, Sahani |
|
2024
|
Weak mean attractor and periodic measure for stochastic lattice systems driven by Lévy noises. Zbl 1521.37093
Chen, Zhang; Yang, Dandan; Zhong, Shitao |
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2023
|
Existence and pathwise uniqueness of solutions for stochastic differential equations involving the local time at point zero. Zbl 1515.60192
Hiderah, Kamal |
|
2023
|
Well-posedness and regularity for solutions of Caputo stochastic fractional differential equations in \(L^p\) spaces. Zbl 1515.60195
Huong, Phan Thi; Kloeden, P. E.; Son, Doan Thai |
|
2023
|
Approximate controllability for Hilfer fractional stochastic evolution inclusion with nonlocal conditions. Zbl 1520.93052
Li, Xuemei; Liu, Xinge |
|
2023
|
Lipschitz continuity in the Hurst index of the solutions of fractional stochastic Volterra integro-differential equations. Zbl 1515.60243
Dung, Nguyen Tien; Son, Ta Cong |
|
2023
|
The first-passage area of Ornstein-Uhlenbeck process revisited. Zbl 1518.60071
Abundo, Mario |
|
2023
|
Hilfer fractional stochastic system driven by mixed Brownian motion and L\(\hat{e}\)vy noise suffered by non-instantaneous impulses. Zbl 1514.34010
Balasubramaniam, P. |
|
2023
|
Well-posedness and averaging principle of McKean-Vlasov SPDEs driven by cylindrical \(\alpha\)-stable process. Zbl 1518.35705
Kong, Mengyuan; Shi, Yinghui; Sun, Xiaobin |
|
2023
|
Gaussian fluctuation for spatial average of super-Brownian motion. Zbl 1518.35706
Li, Zenghu; Pu, Fei |
|
2023
|
Higher-order robust attractors for stochastic retarded degenerate parabolic equations. Zbl 1529.37045
Zhang, Qiangheng |
|
2023
|
Mathematical modeling of smoking habits in the society. Zbl 1526.92056
Sofia, I. R.; Ghosh, Mini |
|
2023
|
Carathéodory approximate solutions for a class of perturbed reflected stochastic differential equations with irregular coefficients. Zbl 1517.65008
Hiderah, Kamal; Bourza, Mohamed |
|
2023
|
Gaussian and Hermite Ornstein-Uhlenbeck processes. Zbl 1515.60184
Es-Sebaiy, Khalifa |
|
2023
|
Large deviation principle for occupation measures of two dimensional stochastic convective Brinkman-Forchheimer equations. Zbl 1512.60019
Kumar, Ankit; Mohan, Manil T. |
|
2023
|
Numerical approximations of coupled forward-backward SPDEs. Zbl 1509.60121
Molla, Hasib Uddin; Qiu, Jinniao |
|
2023
|
Existence of relaxed stochastic optimal control for \(G\)-SDEs with controlled jumps. Zbl 1507.93253
Redjil, A.; Gherbal, H. B.; Kebiri, O. |
|
2023
|
Asymptotics for multifactor Volterra type stochastic volatility models. Zbl 1532.60049
Catalini, Giulia; Pacchiarotti, Barbara |
|
2023
|
Irregular barrier reflected BSDEs driven by a Lévy process. Zbl 1515.60206
Marzougue, Mohamed; El Otmani, Mohamed |
|
2023
|
On the inverse gamma subordinator. Zbl 1524.60092
Colantoni, Fausto; D’Ovidio, Mirko |
|
2023
|
On the Ayed-Kuo stochastic integration for anticipating integrands. Zbl 1524.60110
Jornet, Marc |
|
2023
|
REDACS: regional emergency-driven adaptive cluster sampling for effective COVID-19 management. Zbl 1510.62455
Stehlík, M.; Kiseľák, J.; Dinamarca, A.; Alvarado, E.; Plaza, F.; Medina, F. A.; Stehlíková, S.; Marek, J.; Venegas, B.; Gajdoš, A.; Li, Y.; Katuščák, S.; Bražinová, A.; Zeintl, E.; Lu, Y. |
|
2023
|
The harmonic mean formula for random processes. Zbl 1516.60020
Bisewski, Krzysztof; Hashorva, Enkelejd; Shevchenko, Georgiy |
|
2023
|
Stochastic pseudo-parabolic equations with fractional derivative and fractional Brownian motion. Zbl 1498.60144
Thach, Tran Ngoc; Tuan, Nguyen Huy |
|
2022
|
On the approximation and simulation of iterated stochastic integrals and the corresponding Lévy areas in terms of a multidimensional Brownian motion. Zbl 1491.60076
Mrongowius, Jan; Rößler, Andreas |
|
2022
|
Periodic measures of impulsive stochastic Hopfield-type lattice systems. Zbl 1498.60226
Lin, Yusen; Li, Dingshi |
|
2022
|
Exponential inequalities for exit times for two dimensional stochastic tidal dynamics equations. Zbl 1490.35506
Mohan, Manil T. |
|
2022
|
On the sum of independent generalized Mittag-Leffler random variables and the related fractional processes. Zbl 1480.60100
Cinque, Fabrizio |
|
2022
|
Existence, renormalization, and regularity properties of higher order derivatives of self-intersection local time of fractional Brownian motion. Zbl 1480.60101
Das, Kaustav; Markowsky, Greg |
|
2022
|
Stochastic SIS epidemic model on network with Lévy noise. Zbl 1491.92127
Yang, Hong; Jin, Zhen |
|
2022
|
Modeling and analysis of COVID-19 in India with treatment function through different phases of lockdown and unlock. Zbl 1512.92092
Bandekar, Shraddha Ramdas; Ghosh, Mini |
|
2022
|
Approximation of BSDE with non Lipschitz coefficient. Zbl 1480.60194
Borkowski, D.; Jańczak-Borkowska, K. |
|
2022
|
Continuous-time zero-sum games for Markov chains with risk-sensitive finite-horizon cost criterion. Zbl 1482.91016
Golui, Subrata; Pal, Chandan |
|
2022
|
Liouville’s equations for random systems. Zbl 1501.35467
Jornet, Marc |
|
2022
|
Dynamics of a stochastic SIR epidemic model driven by Lévy jumps with saturated incidence rate and saturated treatment function. Zbl 1500.92105
EL Koufi, Amine; Adnani, Jihad; Bennar, Abdelkrim; Yousfi, Noura |
|
2022
|
Synchronization of stochastic lattice equations and upper semicontinuity of attractors. Zbl 1518.37080
Bessaih, Hakima; Garrido-Atienza, María J.; Köpp, Verena; Schmalfuß, Björn |
|
2022
|
Dynamics of a stochastic SICA epidemic model for HIV transmission with higher-order perturbation. Zbl 1491.92116
Liu, Qun |
|
2022
|
Time-changed space-time fractional Poisson process. Zbl 1494.60038
Kataria, Kuldeep Kumar; Khandakar, Mostafizar |
|
2022
|
Convergence of nonlinear filterings for stochastic dynamical systems with Lévy noises. Zbl 1492.60100
Qiao, Huijie |
|
2022
|
Approximate controllability of stochastic differential system with non-Lipschitz conditions. Zbl 1497.34093
Singh, Vikram; Chaudhary, Renu; Som, Lalit Kumar |
|
2022
|
Two reliable methods for numerical solution of nonlinear stochastic Itô-Volterra integral equation. Zbl 1498.60188
Singh, Priya; Saha Ray, Santanu |
|
2022
|
Tamed-adaptive Euler-Maruyama approximation for SDEs with locally Lipschitz continuous drift and locally Hölder continuous diffusion coefficients. Zbl 1495.60065
Kieu, Trung-Thuy; Luong, Duc-Trong; Ngo, Hoang-Long |
|
2022
|
Stochastic near-optimal control for drug therapy in a random viral model with cellular immune response. Zbl 1481.92061
El Fatini, Mohamed; Bouggar, Driss; Sekkak, Idriss; Laaribi, Aziz |
|
2022
|
Spatial average for the solution to the heat equation with Rosenblatt noise. Zbl 1500.60037
Dhoyer, Rémi; Tudor, Ciprian A. |
|
2022
|
Singular paths spaces and applications. Zbl 1510.81090
Bellingeri, Carlo; Friz, Peter K.; Gerencsér, Máté |
|
2022
|
Parametric inference for stochastic differential equations driven by a mixed fractional Brownian motion with random effects based on discrete observations. Zbl 1493.62511
Prakasa Rao, B. L. S. |
|
2022
|
The exponential behavior and stabilizability of a stochastic 3D magnetohydrodynamic – alpha model with cylindrical multiplicative noise. Zbl 1487.35464
Moghomye, B. Jidjou; Ngana, A. Ndongmo |
|
2022
|
Stationary distribution and extinction of a stochastic multigroup DS-DI-A model for the transmission of HIV. Zbl 1495.92088
Liu, Qun; Jiang, Daqing |
|
2022
|
Wong-Zakai approximations and attractors for non-autonomous stochastic Fitzhugh-Nagumo system on unbounded domains. Zbl 1495.60057
Qin, Ling; Ma, Dandan; Shu, Ji |
|
2022
|
Inference for fractional Ornstein-Uhlenbeck type processes with periodic mean in the non-ergodic case. Zbl 1490.62221
Shevchenko, Radomyra; Woerner, Jeannette H. C. |
|
2022
|
A probabilistic interpretation of the Bell polynomials. Zbl 1492.60022
Kataria, Kuldeep Kumar; Vellaisamy, Palaniappan; Kumar, Vijay |
|
2022
|
Dynamics of a stochastic multigroup SEI epidemic model. Zbl 1501.34044
Liu, Qun; Jiang, Daqing |
|
2022
|
Asymptotic properties for quadratic functionals of linear self-repelling diffusion process and applications. Zbl 1492.60068
Pan, Yajuan; Jiang, Hui |
|
2022
|
Transportation inequalities for coupled systems of stochastic delay evolution equations with a fractional Brownian motion. Zbl 1492.60184
Caraballo, Tomás; Boudaoui, Ahmed; Tayeb, Blouhi |
|
2022
|
Existence and Hölder continuity conditions for self-intersection local time of Rosenblatt process. Zbl 1500.60054
Yu, Qian; Shen, Guangjun; Yin, Xiuwei |
|
2022
|
Stationary distribution of a stochastic model for the transmission dynamics of criminality and victimization with migration. Zbl 1501.91132
Liu, Qun; Jiang, Daqing |
|
2022
|
The existence and Hyers-Ulam stability of solution for almost periodical fractional stochastic differential equation with fBm. Zbl 1484.34021
Guo, Yuchen; Chen, Mengqi; Shu, Xiao-Bao; Xu, Fei |
|
2021
|
Non-instantaneous impulsive Hilfer fractional stochastic differential equations driven by fractional Brownian motion. Zbl 1475.60109
Saravanakumar, S.; Balasubramaniam, P. |
|
2021
|
Approximate controllability of second-order non-autonomous stochastic impulsive differential systems. Zbl 1466.34058
Singh, Vikram; Chaudhary, Renu; Pandey, Dwijendra N. |
|
2021
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Nonzero-sum risk-sensitive stochastic differential games with discounted costs. Zbl 1461.91030
Ghosh, Mrinal K.; Suresh Kumar, K.; Pal, Chandan; Pradhan, Somnath |
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2021
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Functional central limit theorems for multivariate Bessel processes in the freezing regime. Zbl 1469.60095
Voit, Michael; Woerner, Jeannette H. C. |
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2021
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Fractional neutral stochastic differential equations with Caputo fractional derivative: fractional Brownian motion, Poisson jumps, and optimal control. Zbl 1462.34106
Ramkumar, K.; Ravikumar, K.; Varshini, S. |
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2021
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Global well-posedness and long-term behavior of discrete reaction-diffusion equations driven by superlinear noise. Zbl 1482.37079
Wang, Renhai; Wang, Bixiang |
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2021
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New stochastic operational matrix method for solving stochastic Itô-Volterra integral equations characterized by fractional Brownian motion. Zbl 1472.60110
Saha Ray, S.; Singh, S. |
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2021
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Stochastic time-optimal control for time-fractional Ginzburg-Landau equation with mixed fractional Brownian motion. Zbl 1479.35833
Durga, N.; Muthukumar, P.; Fu, Xianlong |
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2021
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Modeling of Allee effect in biofilm formation via the stochastic bistable Allen-Cahn partial differential equation. Zbl 1459.35413
Jornet, Marc |
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2021
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A complete convergence theorem for row sums from arrays of rowwise independent random elements in Rademacher type \(p\) Banach spaces. II. Zbl 1469.60092
Hu, Tien-Chung; Rosalsky, Andrew; Volodin, Andrei; Zhang, Sen |
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2021
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On the first-passage times of certain Gaussian processes, and related asymptotics. Zbl 1475.60069
Abundo, Mario |
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2021
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Ergodic risk-sensitive stochastic differential games with reflecting diffusions in a bounded domain. Zbl 1475.91022
Ghosh, Mrinal K.; Pradhan, Somnath |
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2021
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A Haar wavelet method for linear and nonlinear stochastic Itô-Volterra integral equation driven by a fractional Brownian motion. Zbl 1482.60089
Wen, Xiaoxia; Huang, Jin |
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2021
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On COVID-19 outbreaks predictions: issues on stability, parameter sensitivity, and precision. Zbl 1470.92351
Stehlík, M.; Kiseľák, J.; Dinamarca, M. Alejandro; Li, Y.; Ying, Y. |
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2021
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Optimal time-consistent reinsurance strategies for mean-variance insurers under thinning dependence structure. Zbl 1471.91490
Zhang, Caibin; Liang, Zhibin |
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2021
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On the convergence of Carathéodory numerical scheme for Mckean-Vlasov equations. Zbl 1474.60152
Mezerdi, Mohamed Amine |
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2021
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Optimal stopping games in models with various information flows. Zbl 1490.60098
Gapeev, Pavel V.; Rodosthenous, Neofytos |
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2021
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Large deviations for nonlinear stochastic Schrödinger equation. Zbl 1475.35317
Fatheddin, Parisa; Qiu, Zhaoyang |
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2021
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The law of the iterated logarithm for a piecewise deterministic Markov process assured by the properties of the Markov chain given by its post-jump locations. Zbl 1472.60125
Czapla, Dawid; Hille, Sander C.; Horbacz, Katarzyna; Wojewódka-Ściążko, Hanna |
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2021
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Multiple barrier-crossings of an Ornstein-Uhlenbeck diffusion in consecutive periods. Zbl 1480.60236
Jiang, Yupeng; Macrina, Andrea; Peters, Gareth W. |
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2021
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A Kolmogorov-type theorem for stochastic fields. Zbl 1480.60185
Wei, Jinlong; Lv, Guangying |
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2021
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The law of the iterated logarithm for a class of SPDEs. Zbl 1473.60059
Fatheddin, Parisa |
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2021
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On Kolmogorov’s converse inequality for dependent random variables. Zbl 1470.60073
Szewczak, Zbigniew S. |
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2021
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Time-dependent weak rate of convergence for functions of generalized bounded variation. Zbl 1470.60125
Luoto, Antti |
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2021
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An anticipative stochastic minimum principle under enlarged filtrations. Zbl 1461.91273
Hess, Markus |
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2021
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On Black-Scholes option pricing model with stochastic volatility: an information theoretic approach. Zbl 1470.91269
Batra, Luckshay; Taneja, H. C. |
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2021
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Mean-field FBSDE and optimal control. Zbl 1472.60088
Agram, Nacira; Choutri, Salah Eddine |
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2021
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On a mixed fractional Burgers type equation with polynomial nonlinearity and perturbed by fractional Brownian sheet. Zbl 1479.60131
Kumar, Vivek; Giri, Ankik Kumar |
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2021
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A note on the continuity in the Hurst index of the solution of rough differential equations driven by a fractional Brownian motion. Zbl 1471.60084
De Vecchi, Francesco Carlo; Giordano, Luca Maria; Morale, Daniela; Ugolini, Stefania |
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2021
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A fractional model for the COVID-19 pandemic: application to Italian data. Zbl 1475.92143
Alòs, Elisa; Mancino, Maria Elvira; Merino, Raúl; Sanfelici, Simona |
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2021
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On the almost sure convergence of a stochastic process in a class of nonlinear multi-population behavioral models for HIV/AIDS with delayed ART treatment. Zbl 1474.92064
Wanduku, Divine |
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2021
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On the equivalence of pathwise mild and weak solutions for quasilinear SPDEs. Zbl 1514.60074
Dhariwal, Gaurav; Huber, Florian; Neamţu, Alexandra |
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2021
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Optimal dynamic reinsurance strategies in multidimensional portfolio. Zbl 1460.91232
Masoumifard, Khaled; Zokaei, Mohammad |
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2021
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On local linearization method for stochastic differential equations driven by fractional Brownian motion. Zbl 1469.60175
Araya, Héctor; León, Jorge A.; Torres, Soledad |
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2021
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Asymptotic behavior of stochastic Schrödinger lattice systems driven by nonlinear noise. Zbl 1437.37102
Wang, Bixiang; Wang, Renhai |
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2020
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Stability result of higher-order fractional neutral stochastic differential system with infinite delay driven by Poisson jumps and Rosenblatt process. Zbl 1440.60049
Dhanalakshmi, K.; Balasubramaniam, P. |
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2020
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Deterministic and stochastic equations of motion arising in Oldroyd fluids of order one: existence, uniqueness, exponential stability and invariant measures. Zbl 1431.35105
Mohan, Manil T. |
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2020
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Stochastic delay foraging arena predator-prey system with Markov switching. Zbl 1437.37115
Cai, Yongmei; Cai, Siyang; Mao, Xuerong |
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2020
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Multilevel Monte Carlo estimation of expected information gains. Zbl 1466.65006
Goda, Takashi; Hironaka, Tomohiko; Iwamoto, Takeru |
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2020
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Time-changed Poisson processes of order \(k\). Zbl 1427.60091
Sengar, Ayushi S.; Maheshwari, A.; Upadhye, N. S. |
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2020
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Tempered fractional Poisson processes and fractional equations with \(Z\)-transform. Zbl 1472.60070
Gupta, Neha; Kumar, Arun; Leonenko, Nikolai |
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2020
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Sharp space-time regularity of the solution to stochastic heat equation driven by fractional-colored noise. Zbl 1447.60064
Herrell, Randall; Song, Renming; Wu, Dongsheng; Xiao, Yimin |
|
2020
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...and 1424 more Documents |