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. …”

Backward stochastic differential equations in finance by Shi, H

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. …”
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Parameter estimation in stochastic differential equations by Weber, Gerhard-Wilhelm, Gorgulu, Zafer-Korcan, Abd.Rahman, Haliza, Bahar, Arifah

“…Financial processes as processes in nature, are subject to stochastic fluctuations. Stochastic differential equations turn out to be an advantageous representation of such noisy, real-world problems, and together with their identification, they play an important role in the sectors of finance, but also in physics and biotechnology. …”

Proceedings of the International Symposium on Stochastic Differential Equations / by International Symposium on Stochastic Differential Equations, (Kyoto University : 1976), Ito, Kiyosi

Subjects: “…Stochastic differential equations…”

Stochastic differential equations : with applications to physics and engineering / by 353635 Sobczyk, Kazimierz

Subjects: “…Stochastic differential equations…”

Numerical solution of stochastic differential equation in finance / by Tou, Huong Yien, Yeak, Su Hoe, 1971-, Fakulti Sains

Application of Chebyshev's inequality in stochastic differential equations / by 494435 Zaitun Akmar Mahyuddin, Arifah Bahar, Fakulti Sains

Parallel programming in stochastic differential equation in finance / by Lim Suat Gie, 1989-, Yeak, Su Hoe, 1971-, Fakulti Sains

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

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

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

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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

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Reflected backward stochastic differential equations with resistance by Qian, Z, Xu, M

“…In this article we study a class of reflected backward stochastic differential equations (introduced in El Karoui et al. (3), RBSDE for short) with non-linear resistance by means of Skorohod’s equation. …”

Simulation and inference for stochastic differential equations : with R examples / by 457221 Iacus, Stefano M.

Subjects: “…Stochastic differential equations…”

From elementary probability to stochastic differential equations with MAPLE by Cyganowski, Sasha., Kloeden, Peter E., Ombach, Jerzy

Subjects:

Stochastic differential equations in science and engineering [electronic resource] / by Henderson, Douglas, 1934-, Plaschko, Peter, 1941-

Subjects:

Application of ito's stochastic differential equations in financial investment / by Yii, Shiela Siu Mei, Arifah Bahar, Fakulti Sains