The Stochastic Differential Equation Method

Peacocks and Associated Martingales, with Explicit Constructions - Bocconi & Springer Series ◽

10.1007/978-88-470-1908-9_6 ◽

2011 ◽

pp. 223-264

Author(s):

Francis Hirsch ◽

Christophe Profeta ◽

Bernard Roynette ◽

Marc Yor

Keyword(s):

Differential Equation ◽

Stochastic Differential Equation ◽

Equation Method ◽

Differential Equation Method

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Estimation of the Transmissivity of a Single Rock Joint by Using Stochastic Differential Equation Method.

Doboku Gakkai Ronbunshu ◽

10.2208/jscej.2003.726_31 ◽

2003 ◽

pp. 31-39

Author(s):

Junya INOUE ◽

Hiroaki SUGITA

Keyword(s):

Differential Equation ◽

Stochastic Differential Equation ◽

Equation Method ◽

Differential Equation Method

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Regularity Properties for General HJB Equations: A Backward Stochastic Differential Equation Method

SIAM Journal on Control and Optimization ◽

10.1137/110828629 ◽

2012 ◽

Vol 50 (3) ◽

pp. 1466-1501 ◽

Author(s):

Rainer Buckdahn ◽

Jianhui Huang ◽

Juan Li

Keyword(s):

Differential Equation ◽

Stochastic Differential Equation ◽

Backward Stochastic Differential Equation ◽

Equation Method ◽

Hjb Equations ◽

Regularity Properties ◽

Differential Equation Method

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Flood‐risk analysis based on a stochastic differential equation method

Journal of Flood Risk Management ◽

10.1111/jfr3.12515 ◽

2018 ◽

Vol 12 (S1) ◽

Author(s):

Ling Dai ◽

Jianzhong Zhou ◽

Lu Chen ◽

Kangdi Huang ◽

Quansen Wang ◽

...

Keyword(s):

Differential Equation ◽

Risk Analysis ◽

Stochastic Differential Equation ◽

Equation Method ◽

Flood Risk Analysis ◽

Differential Equation Method

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Electron acceleration with improved Stochastic Differential Equation method: Cutoff shape of electron distribution in test-particle limit

Journal of High Energy Astrophysics ◽

10.1016/j.jheap.2015.02.001 ◽

2015 ◽

Vol 5-6 ◽

pp. 1-8 ◽

Author(s):

Ryo Yamazaki ◽

Tatsuo Yoshida ◽

Yuka Tsuchihashi ◽

Ryosuke Nakajima ◽

Yutaka Ohira ◽

...

Keyword(s):

Differential Equation ◽

Stochastic Differential Equation ◽

Test Particle ◽

Electron Distribution ◽

Electron Acceleration ◽

Equation Method ◽

Differential Equation Method

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Distribution Estimation for Stochastic Approximation in Finite Samples Using A Surrogate Stochastic Differential Equation Method

2019 53rd Annual Conference on Information Sciences and Systems (CISS) ◽

10.1109/ciss.2019.8693022 ◽

2019 ◽

Author(s):

Shuyu Liu ◽

Yingze Hou ◽

James C. Spall

Keyword(s):

Differential Equation ◽

Stochastic Differential Equation ◽

Stochastic Approximation ◽

Equation Method ◽

Finite Samples ◽

Distribution Estimation ◽

Differential Equation Method

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Modeling of ?gradual? solar energetic particle events using a Stochastic differential Equation method

Advances in Space Research ◽

10.1016/s0273-1177(03)90451-0 ◽

2003 ◽

Vol 32 (12) ◽

pp. 2685-2690 ◽

Author(s):

M DEN ◽

T YOSHIDA ◽

K YAMASHITA

Keyword(s):

Differential Equation ◽

Stochastic Differential Equation ◽

Energetic Particle ◽

Solar Energetic Particle ◽

Equation Method ◽

Solar Energetic Particle Events ◽

Differential Equation Method

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Modeling of “gradual” solar energeticparticle events using a stochastic differential equation method

Advances in Space Research ◽

10.1016/j.asr.2003.03.013 ◽

2003 ◽

Vol 32 (12) ◽

pp. 2685-2690

Author(s):

M. Den ◽

T. Yoshida ◽

K. Yamashita

Keyword(s):

Differential Equation ◽

Stochastic Differential Equation ◽

Equation Method ◽

Differential Equation Method

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Soliton solutions of perturbed nonlinear Schrodinger equation with Kerr law nonlinearity via the modified simple equation method and the subordinary differential equation method

TURKISH JOURNAL OF PHYSICS ◽

10.3906/fiz-1803-18 ◽

2018 ◽

Vol 42 (4) ◽

pp. 425-432

Author(s):

Singh Subhaschandra SALAM

Keyword(s):

Differential Equation ◽

Schrodinger Equation ◽

Soliton Solutions ◽

Nonlinear Schrodinger Equation ◽

Simple Equation ◽

Equation Method ◽

Kerr Law ◽

Kerr Law Nonlinearity ◽

Modified Simple Equation Method ◽

Differential Equation Method

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The probability density of the output of a filter when the input is a random telegraphic signal: Differential-equation method

IEEE Transactions on Information Theory ◽

10.1109/tit.1959.1057544 ◽

1959 ◽

Vol 5 (5) ◽

pp. 228-233 ◽

Author(s):

J. McFadden

Keyword(s):

Differential Equation ◽

Probability Density ◽

Equation Method ◽

Differential Equation Method

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The cook-book approach to the differential equation method

Computer Science Review ◽

10.1016/j.cosrev.2010.04.002 ◽

2010 ◽

Vol 4 (3) ◽

pp. 129-151 ◽

Author(s):

J. Díaz ◽

D. Mitsche

Keyword(s):

Differential Equation ◽

Equation Method ◽

Differential Equation Method

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