Some contributions to stochastic differential equations by Yao, Y

“…<p>This thesis elaborates topics on a type of McKean–Vlasov stochastic differential equations and forward–backward stochastic differential equations arising from physics models.…”

Numerical approximations for stochastic differential equations by Foster, JM

“…<p>In this thesis, we consider problems related to the numerical simulation of stochastic differential equations (SDEs). In particular, we are interested in methods that use both increments and areas of the Brownian path. …”

Backward stochastic differential equations in finance by Shi, H

Topics in ergodic control and backward stochastic differential equations by Fedyashov, V

“…<p>The core of this thesis focuses on a number of different aspects of ergodic stochastic control in connection with backward stochastic differential equations (BSDEs for short). Chapter 1 serves as an introduction to the problem formulation in various contexts and states a number of results we will be using in the sequel. …”

Stochastic differential equation for two-phase growth model by Granita, Granita

“…To overcome this problem, stochastic differential equation (SDE) for two-phase growth model is proposed in this study. …”
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Quasi-potential analysis of multi-variate stochastic differential equations by Malek, Bola

“…Then, I derive the sources of noise and stochasticity based on basic probability theory. Stochastic differential equations are derived for these systems. …”
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Topics on backward stochastic differential equations. Theoretical and practical aspects by Lionnet, A

“…<p>This doctoral thesis is concerned with some theoretical and practical questions related to backward stochastic differential equations (BSDEs) and more specifically their connection with some parabolic partial differential equations (PDEs). …”

Some problems in abstract stochastic differential equations on Banach spaces by Crewe, P

“…<p>This thesis studies abstract stochastic differential equations on Banach spaces. The well-posedness of abstract stochastic differential equations on such spaces is a recent result of van Neerven, Veraar and Weis, based on the theory of stochastic integration of Banach space valued processes constructed by the same authors.…”

Studying partially ordered systems using stochastic differential equations by Rolls, E

“…<p>This thesis looks at two different problems in the field of partially ordered systems - modelling biopolymers on multiple scales as well as modelling two-dimensional nematic liquid crystal wells - and seeks to gain insight using stochastic differential equations, through mathematical analysis and numerical simulations. …”

Fifth-stage stochastic runge-kutta method for stochastic differential equations by Noor Amalina Nisa, Ariffin

“…Hence, models for these systems are required via stochastic differential equations (SDEs). However, it is often difficult to find analytical solutions of SDEs. …”
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Modified two-step method for stochastic differential equation's parameter estimation by Md. Lazim, Nur Hashida

“…A previous study introduced two-step method of Stochastic Differential Equations (SDEs) for estimating the parameters of SDEs models where the selection of optimal knot is required when regression spline is used in the first step of this method. …”
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An improved two-step method in stochastic differential equation's structural parameter estimation by Abd. Rahman, Haliza

“…Regression spline characterised by the truncated power series basis with Bayesian approach is considered in the first step of a two-step method for estimating the structural parameters for stochastic differential equation (SDE). Previous methodology revealed the selection of knot and order of spline can be done heuristically based on a scatter plot. …”
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Application of stochastic differential equations and stochastic delay differential equations in population dynamics by Bahar, Arifah

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Modeling nonlinear stochastic ocean loads as diffusive stochastic differential equations to derive the dynamic responses of offshore wind turbines by Larson, David F. H

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A strong maximum principle for reaction-diffusion systems and a weak convergence scheme for reflected stochastic differential equations by Lawrence Christopher Evans. by Evans, Lawrence C., 1949-

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Asymptotic analysis of deep learning algorithms by Rossier, A

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A pipeline for high precision partial differential equation computation by Pan, W

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On neural differential equations by Kidger, P

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A new approach to BSDE by Jin, L

“…Key words: Backward stochastic differential equation, semimartingale, comparison theorem, ordinary functional differential equation, stochastic differential equation, local condition, homogeneous property, K-Lipschitz condition…”

Stochastic modelling of the growth of C. Acetobutylicum with missing data by Mohd. Lip, Norliana

“…In this study, we used the stochastic differential equation to describe the population dynamics of the cell growth of C. …”
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