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Adiabatic Elimination in Quantum Stochastic ModelsBOUTEN, Luc; SILBERFARB, Andrew.Communications in mathematical physics. 2008, Vol 283, Num 2, pp 491-505, issn 0010-3616, 15 p.Article
Pathwise Accuracy and Ergodicity of Metropolized Integrators for SDEsBOU-RABEE, Nawaf; VANDEN-EIJNDEN, Eric.Communications on pure and applied mathematics. 2010, Vol 63, Num 5, pp 655-696, issn 0010-3640, 42 p.Article
SDELab: A package for solving stochastic differential equations in MATLABGILSING, Hagen; SHARDLOW, Tony.Journal of computational and applied mathematics. 2007, Vol 205, Num 2, pp 1002-1018, issn 0377-0427, 17 p.Article
The uniqueness of solutions of perturbed backward stochastic differential equationsCONSTANTIN, Gh.Journal of mathematical analysis and applications. 2004, Vol 300, Num 1, pp 12-16, issn 0022-247X, 5 p.Article
Existence results and the moment estimate for nonlocal stochastic differential equations with time-varying delayYANGZI HU; CHENGMING HUANG.Nonlinear analysis. 2012, Vol 75, Num 1, pp 405-416, issn 0362-546X, 12 p.Article
BARBASHIN-KRASOVSKII THEOREM FOR STOCHASTIC DIFFERENTIAL EQUATIONSIGNATYEV, Oleksiy; MANDREKAR, V.Proceedings of the American Mathematical Society. 2010, Vol 138, Num 11, pp 4123-4128, issn 0002-9939, 6 p.Article
Quantum Stochastic Convolution Cocycles IILINDSAY, J. Martin; SKALSKI, Adam G.Communications in mathematical physics. 2008, Vol 280, Num 3, pp 575-610, issn 0010-3616, 36 p.Article
Stable strong order 1.0 schemes for solving stochastic ordinary differential equationsALCOCK, Jamie; BURRAGE, Kevin.BIT (Nordisk Tidskrift for Informationsbehandling). 2012, Vol 52, Num 3, pp 539-557, issn 0006-3835, 19 p.Article
APPROXIMATION METHODS FOR HYBRID DIFFUSION SYSTEMS WITH STATE-DEPENDENT SWITCHING PROCESSES: NUMERICAL ALGORITHMS AND EXISTENCE AND UNIQUENESS OF SOLUTIONSYIN, G; XUERONG MAO; CHENGGUI YUAN et al.SIAM journal on mathematical analysis. 2010, Vol 41, Num 6, pp 2335-2352, issn 0036-1410, 18 p.Article
Noise-induced changes to the behaviour of semi-implicit Euler methods for stochastic delay differential equations undergoing bifurcationFORD, Neville J; NORTON, Stewart J.Journal of computational and applied mathematics. 2009, Vol 229, Num 2, pp 462-470, issn 0377-0427, 9 p.Conference Paper
Stochastic optimization theory of backward stochastic differential equations with jumps and viscosity solutions of Hamilton-Jacobi-Bellman equationsJUAN LI; SHIGE PENG.Nonlinear analysis. 2009, Vol 70, Num 4, pp 1776-1796, issn 0362-546X, 21 p.Article
OPERATOR SPLITTING FOR AN IMMUNOLOGY MODEL USING REACTION-DIFFUSION EQUATIONS WITH STOCHASTIC SOURCE TERMSLUCAS, Timothy A.SIAM journal on numerical analysis. 2009, Vol 46, Num 6, pp 3113-3135, issn 0036-1429, 23 p.Article
A parallel four step domain decomposition scheme for coupled forward―backward stochastic differential equationsTRAN, Minh-Binh.Journal de mathématiques pures et appliquées. 2011, Vol 96, Num 4, pp 377-394, issn 0021-7824, 18 p.Article
Convergence rate of numerical solutions to SFDEs with jumpsJIANHAI BAO; BÖTTCHER, Björn; XUERONG MAO et al.Journal of computational and applied mathematics. 2011, Vol 236, Num 2, pp 119-131, issn 0377-0427, 13 p.Article
NUMERICAL SOLUTIONS OF NEUTRAL STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONSWU, Fuke; XUERONG MAO.SIAM journal on numerical analysis. 2009, Vol 46, Num 4, pp 1821-1841, issn 0036-1429, 21 p.Article
ALMOST SURE AND MOMENT EXPONENTIAL STABILITY IN THE NUMERICAL SIMULATION OF STOCHASTIC DIFFERENTIAL EQUATIONSHIGHAM, Desmond J; XUERONG MAO; CHENGGUI YUAN et al.SIAM journal on numerical analysis. 2008, Vol 45, Num 2, pp 592-609, issn 0036-1429, 18 p.Article
Ergodic Properties of a Model for Turbulent Dispersion of Inertial ParticlesGAWEDZKI, Krzysztof; HERZOG, David P; WEHR, Jan et al.Communications in mathematical physics. 2011, Vol 308, Num 1, pp 49-80, issn 0010-3616, 32 p.Article
Existence of global solutions and invariant measures for stochastic differential equations driven by Poisson type noise with non-Lipschitz coefficientsALBEVERIO, Sergio; BRZEZNIAK, Zdzisław; WU, Jiang-Lun et al.Journal of mathematical analysis and applications. 2010, Vol 371, Num 1, pp 309-322, issn 0022-247X, 14 p.Article
Radial Dunkl processes: Existence, uniqueness and hitting timeDEMNI, Nizar.Comptes rendus. Mathématique. 2009, Vol 347, Num 19-20, pp 1125-1128, issn 1631-073X, 4 p.Article
A Kalman-type condition for stochastic approximate controllabilityGOREAC, Dan.Comptes rendus. Mathématique. 2008, Vol 346, Num 3-4, pp 183-188, issn 1631-073X, 6 p.Article
Comparison theorems of backward doubly stochastic differential equations and applicationsYUFENG SHI; YANLING GU; KAI LIU et al.Stochastic analysis and applications. 2005, Vol 23, Num 1, pp 97-110, issn 0736-2994, 14 p.Article
Analyse de certains schémas de discrétisation pour des équations différentielles stochastiques contraintes = Analysis of some discretization schemes for constrained Stochastic Differential EquationsLELIEVRE, Tony; LE BRIS, Claude; VANDEN-EIJNDEN, Eric et al.Comptes rendus. Mathématique. 2008, Vol 346, Num 7-8, pp 471-476, issn 1631-073X, 6 p.Article
Well-posedness for the Dumbbell model of polymeric fluidsWEINAN E; TIEJUN LI; PINGWEN ZHANG et al.Communications in mathematical physics. 2004, Vol 248, Num 2, pp 409-427, issn 0010-3616, 19 p.Article
Exponential integrability of Itô's processesWENLIANG HUANG.Journal of mathematical analysis and applications. 2009, Vol 358, Num 2, pp 427-433, issn 0022-247X, 7 p.Article
ON DIVERGENCE FORM SPDES WITH VMO COEFFICIENTSKRYLOVT, N. V.SIAM journal on mathematical analysis. 2009, Vol 40, Num 6, pp 2262-2285, issn 0036-1410, 24 p.Article