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Infinitely divisible stochastic differential equations in space-time
Lecture Notes in Mathematics - Vector Space Measures and Applications II
◽
10.1007/bfb0069677
◽
1978
◽
pp. 198-208
◽
Cited By ~ 1
Author(s):
Aubrey Wulfsohn
Keyword(s):
Differential Equations
◽
Stochastic Differential Equations
◽
Space Time
◽
Infinitely Divisible
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10.1137/17m1146725
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Vol 40
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pp. C388-C400
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Andreas Thalhammer
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Modeling space-time data using stochastic differential equations
Bayesian Analysis
◽
10.1214/09-ba427
◽
2009
◽
Vol 4
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Stochastic Differential Equations for Power Law Behaviors
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Constrained Stochastic Differential Equations Driven by Fractional Brownian Motions: Stationarity and Parameter Estimation Problems
10.21236/ada591767
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Keyword(s):
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◽
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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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◽
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◽
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Author(s):
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Keyword(s):
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Monte Carlo
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Differential Equations
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Stochastic Integrals
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Iterated Integrals
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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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Stochastic Differential Equations
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Delay Dependent
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SIAM Journal on Numerical Analysis
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10.1137/100797886
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Stochastic Differential Equations
◽
Stationary Solutions
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Numerical Approximations
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Strong Solution Existence for a Class of Degenerate Stochastic Differential Equations
IFAC-PapersOnLine
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10.1016/j.ifacol.2020.12.007
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◽
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William M. McEneaney
◽
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◽
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Stochastic Differential Equations
◽
Strong Solution
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Solution Existence
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Wong–Zakai approximations for quasilinear systems of Itô’s type stochastic differential equations
Stochastic Processes and their Applications
◽
10.1016/j.spa.2021.07.007
◽
2021
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Author(s):
Alberto Lanconelli
◽
Ramiro Scorolli
Keyword(s):
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
Journal of Interdisciplinary Mathematics
◽
10.1080/09720502.2021.1893474
◽
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Stochastic Differential Equations
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