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A Robust Weak Taylor Approximation Scheme for Solutions of Jump-Diffusion Stochastic Delay Differential Equations
Published 2013-01-01“…Stochastic delay differential equations with jumps have a wide range of applications, particularly, in mathematical finance. …”
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22
Tractable yet effective approximation to directional antenna array for millimeter-wave networks
Published 2018-12-01Subjects: “…antenna pattern approximation…”
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23
Direct Adaptive Tracking Control for a Class of Pure-Feedback Stochastic Nonlinear Systems Based on Fuzzy-Approximation
Published 2014-01-01“…The problem of fuzzy-based direct adaptive tracking control is considered for a class of pure-feedback stochastic nonlinear systems. During the controller design, fuzzy logic systems are used to approximate the packaged unknown nonlinearities, and then a novel direct adaptive controller is constructed via backstepping technique. …”
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24
L2-convergence of Yosida approximation for semi-linear backward stochastic differential equation with jumps in infinite dimension
Published 2025-01-01Subjects: “…Backward stochastic differential equation with jumps…”
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25
Bayesian-network-approximate-reasoning-based method for network vulnerabilities evaluation
Published 2008-01-01Subjects: Get full text
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26
Existence of a mild solution and approximate controllability for fractional random integro-differential inclusions with non-instantaneous impulses
Published 2025-01-01Subjects: Get full text
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27
Optimal investment game for two regulated players with regime switching
Published 2024-12-01Subjects: “…stochastic investment game…”
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28
APPROXIMATELY SINGULAR WAVELET
Published 2018-08-01“…The universal algorithm of approximation makes it possible to apply it to approximate one-dimensional and multidimensional functions, in decision support systems, in the processing of stochastic information, pattern recognition, and solution of boundary-value problems.The introduction explain the idea of the method of singular wavelets – to combine the theory of wavelets with the Nadaraya-Watson kernel regression estimator. …”
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29
Higher-Order Expansions for Estimators in the Presence of Nuisance Parameters
Published 2025-01-01Subjects: “…stochastic expansions…”
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30
Geometric Asian Options Pricing under the Double Heston Stochastic Volatility Model with Stochastic Interest Rate
Published 2019-01-01“…This paper presents an extension of double Heston stochastic volatility model by incorporating stochastic interest rates and derives explicit solutions for the prices of the continuously monitored fixed and floating strike geometric Asian options. …”
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31
Hyperbolic Metric Spaces and Stochastic Embeddings
Published 2025-01-01“…Stochastic embeddings of finite metric spaces into graph-theoretic trees have proven to be a vital tool for constructing approximation algorithms in theoretical computer science. …”
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32
Stochastic and deterministic models for agricultural production networks
Published 2007-04-01“…An approach to modeling the impact of disturbances in anagricultural production network is presented. A stochastic modeland its approximate deterministic model for averages over samplepaths of the stochastic system are developed. …”
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33
Stochastic Portfolio Selection Problem with Reliability Criteria
Published 2016-01-01“…A genetic algorithm with a polishing strategy is designed to search for the approximate optimal solutions of the proposed models. …”
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34
A convergent Deep Learning algorithm for approximation of polynomials
Published 2023-09-01Get full text
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35
Hyperbolic Cross Truncations for Stochastic Fourier Cosine Series
Published 2014-01-01“…Based on our decomposition of stochastic processes and our asymptotic representations of Fourier cosine coefficients, we deduce an asymptotic formula of approximation errors of hyperbolic cross truncations for bivariate stochastic Fourier cosine series. …”
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36
On the mathematical modelling of tumor-induced angiogenesis
Published 2017-01-01Subjects: Get full text
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37
An RBF-LOD Method for Solving Stochastic Diffusion Equations
Published 2024-01-01“…In this study, we introduce an innovative approach to solving stochastic equations in two and three dimensions, leveraging a time-splitting strategy. …”
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38
Existence of Solutions for G-SFDEs with Cauchy-Maruyama Approximation Scheme
Published 2014-01-01“…We present the Cauchy-Maruyama (CM) approximation scheme and establish the existence theory of stochastic functional differential equations driven by G-Brownian motion (G-SFDEs). …”
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39
A Simple Wide Range Approximation of Symmetric Binomial Distribution
Published 2024-12-01Get full text
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40
Estimation of the Value at Risk Using the Stochastic Approach of Taylor Formula
Published 2020-01-01Get full text
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