Stochastic processes / by 404024 Coleman, Rodney

Subjects: “…Stochastic processes…”

Stochastic processes / by 356229 Doob, J. L.

Subjects: “…Stochastic processes…”

Stochastic processes / by 404307 Girault, M.

Subjects: “…Stochastic processes…”

Stochastic approximation / by 405479 Wasan, M.

Subjects: “…Stochastic processes…”

The stochastic relaxion by Aleksandr Chatrchyan, Géraldine Servant

“…We investigate the regime where the relaxion is subject to large fluctuations during inflation. The stochastic dynamics of the relaxion is described by means of the Fokker-Planck formalism. …”
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Stochastic quantization

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Stochastic Volatility. by Shephard, N

“…Stochastic volatility (SV) is the main concept used in the elds of nancial economics and mathematical nance to deal with the endemic time-varying volatility and codependence found in nancial markets. …”

Stochastic methods and their applications to communications : stochastic differential equations approach / by 248554 Primak, Serguei, Kontorovich, V. IA. (Valerii IAkovlevich), Lyandres, Vladimir

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Stochastic Runge-Kutta method for stochastic delay differential equations / by Norhayati Rosli, 1981-, Arifah Bahar, supervisor, Yeak, Su Hoe, 1971-, Xuerong, Mao, supervisor, Fakulti Sains

Subjects: “…Stochastic differential equations…”

Stochastic Runge-Kutta method for stochastic delay differential equations / by Norhayati Rosli, 1981-

Subjects: “…Stochastic differential equations…”

Stochastic Runge-Kutta method for stochastic delay differential equations by Norhayati, Rosli

“…Random effect and time delay are inherent properties of many real phenomena around us, hence it is required to model the system via stochastic delay differential equations(SDDEs). However,the complexity arises due to the presence of both randomness and time delay.The analytical solution of SDDEs is hard to be found.In such a case, a numerical method provides a way to solve the problem.Nevertheless, due to the lacking of numerical methods available for solving.SDDEs,a wide range of researchers among the mathematicians and scientists have not incorporated the important features of the real phenomena,which include randomness and time delay in modeling the system.Hence,this research aims to generalize the convergence proof of numerical methods for SDDEs when the drift and diffusion functions are Taylor expansion and to develop a stochastic Runge—Kutta for solving SDDEs Motivated by the relative paucity of numerical methods accessible in simulating the strong solution of SDDEs,the numerical schemes developed in this research is hoped to bridge the gap between the evolution of numerical methods in ordinary differential equations(ODEs), delay differential equations (DDEs),stochastic differential equations(SDEs)and SDDEs.The extension of numerical methods of SDDEs is far from complete.Rate of convergence of recent numerical methods available in approximating the solution of SDDEs only reached the order of 1.0. …”
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Estimating Stochastic Volatility under the Assumption of Stochastic Volatility of Volatility by Moawia Alghalith, Christos Floros, Konstantinos Gkillas

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An extension of the stochastic sewing lemma and applications to fractional stochastic calculus by Toyomu Matsuda, Nicolas Perkowski

“…We give an extension of Lê’s stochastic sewing lemma. The stochastic sewing lemma proves convergence in $L_m$ of Riemann type sums $\sum _{[s,t] \in \pi } A_{s,t}$ for an adapted two-parameter stochastic process A, under certain conditions on the moments of $A_{s,t}$ and of conditional expectations of $A_{s,t}$ given $\mathcal F_s$ . …”
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Real Option Valuation with Stochastic Interest Rate and Stochastic Volatility by Ramdhan Fazrianto Suwarman

“…Keyword: real options, stochastic interest rate model, stochastic volatility model, simulation…”
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Stochastic evolution equations for large portfolios of stochastic volatility models by Hambly, B, Kolliopoulos, N

“…We consider a large market model of defaultable assets in which the asset price processes are modelled as Heston-type stochastic volatility models with default upon hitting a lower boundary. …”

ocean windspeeds forecast by Gaidai multivariate risk assessment method, utilizing deconvolution scheme by Oleg Gaidai, Alia Ashraf, Yu Cao, Jinlu Sheng, Yan Zhu

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Probabilistic Approach for Determination of Thick Pressure Vessels Reliability by Nedeljko Vukojević, Muamer Terzić, Fuad Hadžikadunić, Amna Bajtarević-Jeleč

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Water-energy-food nexus and its stochastic dynamics: case study Greece by G.-Fivos Sargentis, David Markantonis

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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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2-stage Stochastic Runge-Kutta for Stochastic Delay Differential Equations by Norhayati, Rosli, Arifah, Bahar, S. H., Yeak, Rahimah, Jusoh

“…This paper proposes a newly developed one-step derivative-free method, that is 2-stage stochastic Runge-Kutta (SRK2) to approximate the solution of stochastic delay differential equations (SDDEs) with a constant time lag, r 0. …”
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