scholarly journals On two numerical problems in applied probability : discretization of Stochastic Differential Equations and optimization of an expectation depending on a parameter

2014 ◽  
Vol 44 ◽  
pp. 260-275
Author(s):  
Aurélien Alfonsi ◽  
Benjamin Jourdain ◽  
Sophie Laruelle ◽  
Sebastian Niklitschek-Soto ◽  
Victor Reutenauer
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Applied Probability

Stochastic Differential Equations for Power Law Behaviors

2012 ◽  
Author(s):  
Bo Jiang ◽  
Roger Brockett ◽  
Weibo Gong ◽  
Don Towsley
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Power Law

scholarly journals Strong Solution Existence for a Class of Degenerate Stochastic Differential Equations

2020 ◽  
Vol 53 (2) ◽  
pp. 2220-2224
Author(s):  
William M. McEneaney ◽  
Hidehiro Kaise ◽  
Peter M. Dower ◽  
Ruobing Zhao
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Strong Solution ◽  
Solution Existence
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