On approximation of copulas by Tomasz Kulpa

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Approximation approach for backward stochastic Volterra integral equations by Kutorzi Edwin Yao, Mahvish Samar, Yufeng Shi

“…In this paper, we focus on studying a specific type of equations called backward stochastic Volterra integral equations (BSVIEs). Our approach to approximating an unknown function involved using collocation approximation. …”
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Computer modeling of solutions to stochastic differential equations: weak approximations by Antanas Lenkšas

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Continuum Approximation Model for Transit Service Design with Stochastic Demand by Liang Xia, Haibo Li, Yingfei Fan, Xinguo Jiang

“…Thus, we propose a continuum approximation (CA) model for transit service design, including headway and station location, to account for the effects of the stochastic demand via a penalty cost, a service-reliability constraint, and equilibrium. …”
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Approximate Solutions of Hybrid Stochastic Pantograph Equations with Levy Jumps by Wei Mao, Xuerong Mao

“…We prove that the approximate solutions converge to the true solutions in sense as well as in probability under local Lipschitz condition and generalize the results obtained by Fan et al. (2007), Milošević and Jovanović (2011), and Marion et al. (2002) to cover a class of more general stochastic pantograph differential equations with jumps. …”
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On approximation of stochastic integral equations driven by continuous p-semimartingales by Kęstutis Kubilius

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On approximation of stochastic integrals with respect to a fractional Brownian motion by Kęstutis Kubilius

Subjects: “…approximation…”
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Simultaneous perturbation stochastic aproximation for Lipshitz functions by Vaida Bartkutė, Leonidas Sakalauskas

Subjects: “…stochastic approximation…”
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Markov Regime Switching of Stochastic Volatility Lévy Model on Approximation Mode by Arthit Intarasit

“…Regime switching of stochastic volatility Lévy process is employed in an approximation mode for model calibration and the calibration of parameters model done based on EM algorithm. …”
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Bandwidth Selection for Recursive Kernel Density Estimators Defined by Stochastic Approximation Method by Yousri Slaoui

“…We propose an automatic selection of the bandwidth of the recursive kernel estimators of a probability density function defined by the stochastic approximation algorithm introduced by Mokkadem et al. (2009a). …”
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Stochastic differential equations with bad coefficients: a short note on the weak approximations by Antanas Lenkšas

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Approximations of Numerical Method for Neutral Stochastic Functional Differential Equations with Markovian Switching by Hua Yang, Feng Jiang

“…Moreover, we obtain the convergence order of the approximate solutions.…”
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The Euler approximation of stochastic differential equations driven by a fractional Brownian motion by Kęstutis Kubilius

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Analytic Approximation of the Solutions of Stochastic Differential Delay Equations with Poisson Jump and Markovian Switching by Hua Yang, Feng Jiang

“…We are concerned with the stochastic differential delay equations with Poisson jump and Markovian switching (SDDEsPJMSs). …”
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Optimal approximation model of autocorrelation function of digital image by CHENG Xiao-gang1, CHEN Qi-mei1, CHENG Hao2, LIU Guo-qing2, AN Ming-wei1

Subjects: “…stochastic process…”
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Period-Doubling Bifurcation of Stochastic Fractional-Order Duffing System via Chebyshev Polynomial Approximation by Youming Lei, Yanyan Wang

“…And many real world problems related to uncertainties can be modeled with stochastic fractional-order systems with random parameters. …”
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Simultaneous perturbation stochastic approximation–based radio occultation data assimilation for sensing atmospheric parameters by Huazheng Du, Guoye Chen, Xuegang Hu, Na Xia, Biaodian Xu

“…In this article, the atmospheric parameters computing algorithm based on simultaneous perturbation stochastic approximation is proposed. Perturbation effect is used to obtain the approximate gradient of cost function, which can guide the searching to achieve the optimal solution gradually. …”
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On parameter estimation for stochastic logistic growth laws through the maximum likelihood procedure by Petras Rupšys

Subjects: “…stochastic differential equation…”
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T-S Fuzzy Model-Based Approximation and Filter Design for Stochastic Time-Delay Systems with Hankel Norm Criterion by Yanhui Li, Xiujie Zhou

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Stochastic Modeling of Adaptive Trait Evolution in Phylogenetics: A Polynomial Regression and Approximate Bayesian Computation Approach by Dwueng-Chwuan Jhwueng, Chia-Hua Chang

“…As analytical representations for the likelihood of the models are not feasible, we implement an approximate Bayesian computation (ABC) technique to assess the performance through simulation. …”
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