Showing 21 - 40 results of 95 for search '"stochastic differential equation"', query time: 0.06s Refine Results
  1. 21

    Nonexplosion and Pathwise Uniqueness of Stochastic Differential Equation Driven by Continuous Semimartingale with Non-Lipschitz Coefficients by Jinxia Wang

    Published 2015-01-01
    “…We study a class of stochastic differential equations driven by semimartingale with non-Lipschitz coefficients. …”
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    Article
  2. 22

    Numerical Solutions of Stochastic Differential Equations Driven by Poisson Random Measure with Non-Lipschitz Coefficients by Hui Yu, Minghui Song

    Published 2012-01-01
    “…The numerical methods in the current known literature require the stochastic differential equations (SDEs) driven by Poisson random measure satisfying the global Lipschitz condition and the linear growth condition. …”
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    Article
  3. 23

    Stochastic Maximum Principle of Near-Optimal Control of Fully Coupled Forward-Backward Stochastic Differential Equation by Maoning Tang

    Published 2014-01-01
    “…This paper first makes an attempt to investigate the near-optimal control of systems governed by fully nonlinear coupled forward-backward stochastic differential equations (FBSDEs) under the assumption of a convex control domain. …”
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    Article
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    Stochastic epidemic models with a backward bifurcation by Linda J. S. Allen, P. van den Driessche

    Published 2006-04-01
    Subjects: “…stochastic differential equations.…”
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    Article
  15. 35

    Derivation and computation of discrete-delayand continuous-delay SDEs in mathematical biology by Edward J. Allen

    Published 2013-12-01
    Subjects: “…stochastic differential equation…”
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    Article
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    A Class of Pursuit Problems in 3D Space via Noncooperative Stochastic Differential Games by Yu Bai, Di Zhou, Zhen He

    Published 2025-01-01
    Subjects: “…forward–backward stochastic differential equations (FBSDEs)…”
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    Article
  20. 40

    Terminal-Dependent Statistical Inference for the Integral Form of FBSDE by Qi Zhang

    Published 2013-01-01
    “…Backward Stochastic Differential Equation (BSDE) has been well studied and widely applied. …”
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    Article