Stochastic Differential Equations in Duals of Nuclear Spaces with Some Applications.

Strong solutions and optimal control for stochastic differential equations in duals of nuclear spaces

Control Theory of Distributed Parameter Systems and Applications - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0004446 ◽

2005 ◽

pp. 144-153

Author(s):

Situ Rong

Keyword(s):

Optimal Control ◽

Differential Equations ◽

Stochastic Differential Equations ◽

Strong Solutions ◽

Nuclear Spaces

Download Full-text

Asymptotic exponential stability for diffusion processes driven by stochastic differential equations in duals of nuclear spaces

Publications of the Research Institute for Mathematical Sciences ◽

10.2977/prims/1145477224 ◽

2001 ◽

Vol 37 (3) ◽

pp. 239-254 ◽

Cited By ~ 1

Author(s):

Kai Liu ◽

Tomás Caraballo

Keyword(s):

Differential Equations ◽

Exponential Stability ◽

Stochastic Differential Equations ◽

Diffusion Processes ◽

Nuclear Spaces

Download Full-text

Stochastic Differential Equations for Power Law Behaviors

10.21236/ada577839 ◽

2012 ◽

Author(s):

Bo Jiang ◽

Roger Brockett ◽

Weibo Gong ◽

Don Towsley

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Power Law

Download Full-text

Constrained Stochastic Differential Equations Driven by Fractional Brownian Motions: Stationarity and Parameter Estimation Problems

10.21236/ada591767 ◽

2013 ◽

Author(s):

Chihoon Lee

Keyword(s):

Parameter Estimation ◽

Differential Equations ◽

Stochastic Differential Equations ◽

Brownian Motions ◽

Fractional Brownian Motions ◽

Estimation Problems

Download Full-text

Method of Iterated Integrals for Solution of Stochastic Integrals with Applications to Monte Carlo Simulation of Stochastic Differential Equations.

SSRN Electronic Journal ◽

10.2139/ssrn.3133959 ◽

2018 ◽

Author(s):

Ahsan Amin

Keyword(s):

Monte Carlo Simulation ◽

Monte Carlo ◽

Differential Equations ◽

Stochastic Differential Equations ◽

Stochastic Integrals ◽

Iterated Integrals

Download Full-text

Delay‐dependent stability of nonlinear hybrid neutral stochastic differential equations with multiple delays

International Journal of Robust and Nonlinear Control ◽

10.1002/rnc.5275 ◽

2020 ◽

Vol 31 (1) ◽

pp. 250-267 ◽

Cited By ~ 1

Author(s):

Ruili Song ◽

Bo Wang ◽

Quanxin Zhu

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Multiple Delays ◽

Delay Dependent ◽

Delay Dependent Stability ◽

Nonlinear Hybrid

Download Full-text

Numerical Approximations to the Stationary Solutions of Stochastic Differential Equations

SIAM Journal on Numerical Analysis ◽

10.1137/100797886 ◽

2011 ◽

Vol 49 (4) ◽

pp. 1397-1416 ◽

Cited By ~ 4

Author(s):

Andrei Yevik ◽

Huaizhong Zhao

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Stationary Solutions ◽

Numerical Approximations

Download Full-text

Strong Solution Existence for a Class of Degenerate Stochastic Differential Equations

IFAC-PapersOnLine ◽

10.1016/j.ifacol.2020.12.007 ◽

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

Download Full-text

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 ◽

Author(s):

Alberto Lanconelli ◽

Ramiro Scorolli

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Quasilinear Systems

Download Full-text

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 ◽

2021 ◽

pp. 1-21

Author(s):

Mohamed Bourza ◽

Mohsine Benabdallah

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Local Time

Download Full-text