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Controlled Stochastic Differential Equations
Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems
◽
10.1007/978-1-4612-4482-0_3
◽
1990
◽
pp. 45-60
Author(s):
Harold J. Kushner
Keyword(s):
Differential Equations
◽
Stochastic Differential Equations
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Constrained Stochastic Differential Equations Driven by Fractional Brownian Motions: Stationarity and Parameter Estimation Problems
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Method of Iterated Integrals for Solution of Stochastic Integrals with Applications to Monte Carlo Simulation of Stochastic Differential Equations.
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Delay‐dependent stability of nonlinear hybrid neutral stochastic differential equations with multiple delays
International Journal of Robust and Nonlinear Control
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10.1002/rnc.5275
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Stochastic Differential Equations
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Multiple Delays
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Delay Dependent
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Numerical Approximations to the Stationary Solutions of Stochastic Differential Equations
SIAM Journal on Numerical Analysis
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10.1137/100797886
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Numerical Approximations
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Strong Solution Existence for a Class of Degenerate Stochastic Differential Equations
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Solution Existence
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Wong–Zakai approximations for quasilinear systems of Itô’s type stochastic differential equations
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Stochastic Differential Equations
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A note on the Euler–Maruyama scheme for 1-dimensional stochastic differential equations involving the local time of the unknown process
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Stochastic Differential Equations
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Stochastic Differential Equations
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Mixed Norm
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Mean-Field Backward Stochastic Differential Equations Driven by Fractional Brownian Motion
Acta Mathematica Sinica English Series
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10.1007/s10114-021-0002-9
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