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.…”

Efficient discretisation of stochastic differential equations by Fukasawa, M, Obloj, J

“…The aim of this study is to find a generic method for generating a path of the solution of a given stochastic differential equation which is more efficient than the standard Euler–Maruyama scheme with Gaussian increments. …”

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. …”

Parameter estimation of stochastic differential equation by Haliza Abd. Rahman, Arifah Bahar, Norhayati Rosli, Madihah Md. Salleh

“…Regression spline with Bayesian approach is considered in the first step of a two-step method in estimating the structural parameters for stochastic differential equation (SDE). The selection of knot and order of spline can be done heuristically based on the scatter plot. …”
Get full text

Fundamental Properties of Nonlinear Stochastic Differential Equations by Linna Liu, Feiqi Deng, Boyang Qu, Yanhong Meng

Subjects: Get full text

Efficient Memristive Stochastic Differential Equation Solver by Xuening Dong, Louis Primeau, Roman Genov, Mostafa Rahimi Azghadi, Amirali Amirsoleimani

Subjects: Get full text

On Caputo–Katugampola Fractional Stochastic Differential Equation by McSylvester Ejighikeme Omaba, Hamdan Al Sulaimani

Get full text

Data-Driven Discovery of Stochastic Differential Equations by Yasen Wang, Huazhen Fang, Junyang Jin, Guijun Ma, Xin He, Xing Dai, Zuogong Yue, Cheng Cheng, Hai-Tao Zhang, Donglin Pu, Dongrui Wu, Ye Yuan, Jorge Gonçalves, Jürgen Kurths, Han Ding

Subjects: Get full text

Derivation of stochastic Taylor methods for stochastic differential equations by Noor Amalina Nisa, Ariffin, Norhayati, Rosli

“…This paper demonstrates a derivation of stochastic Taylor methods for stochastic differential equations (SDEs). The stochastic Taylor series is extended and truncated at certain terms to achieve the order of convergence of stochatsic Taylor methods for SDEs. …”
Get full text

Polynomial asymptotic stability of damped stochastic differential equations by John Appleby, D. Mackey

“…The paper studies the polynomial convergence of solutions of a scalar nonlinear It\^{o} stochastic differential equation\[dX(t) = -f(X(t))\,dt + \sigma(t)\,dB(t)\] where it is known, {\it a priori}, that $\lim_{t\rightarrow\infty} X(t)=0$, a.s. …”
Get full text

Affine periodic solutions for some stochastic differential equations by Ruichao Guo, Hongren Wang

Subjects: “…Stochastic differential equations…”
Get full text

Latent Stochastic Differential Equations for Change Point Detection by Artem Ryzhikov, Mikhail Hushchyn, Denis Derkach

“…In this paper, we present a novel change point detection algorithm based on Latent Neural Stochastic Differential Equations (SDE). Our method learns a non-linear deep learning transformation of the process into a latent space and estimates a SDE that describes its evolution over time. …”
Get full text

Predictability and uniqueness of weak solutions of the stochastic differential equations by Merkle Ana

Subjects: Get full text

Synthesis Weibull Stochastic Differential Equation: Properties and application by John Abonongo, Patrick Chidzalo

Subjects: Get full text

On the Asymptotic Equivalence of Ordinary and Functional Stochastic Differential Equations by Olexandr M. Stanzhytskyi, Grygoriy O. Petryna, Maryna V. Hrysenko

Get full text

On stochastic differential equations driven by skew stable processes by Henrikas Pragarauskas

Get full text

Lie-Point Symmetries and Backward Stochastic Differential Equations by Na Zhang, Guangyan Jia

Subjects: “…backward stochastic differential equation…”
Get full text

Stability results for neutral fractional stochastic differential equations by Omar Kahouli, Saleh Albadran, Zied Elleuch, Yassine Bouteraa, Abdellatif Ben Makhlouf

“…In this paper, we investigate the concept of Ulam-Hyers stability for a class of neutral fractional stochastic differential equations by using the Banach fixed point theorem and the stochastic analysis techniques. …”
Get full text

Fractional Stochastic Differential Equation Approach for Spreading of Diseases by Leonardo dos Santos Lima

“…The rises and falls of novel cases daily or the fluctuations in the official data are treated as a random term in the stochastic differential equation for the fractional Brownian motion. …”
Get full text

Construction of stochastic differential equations of motion in canonical variables by M.I. Tleubergenov, G.K. Vassilina, S.R. Seisenbayeva

Subjects: “…stochastic differential equation…”
Get full text