Keywords: 60H10; 65C30; SDEs with time-dependent delay; Non explosion; MTEM method; Almost sure polynomial stability; Mean square polynomial stability;
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Keywords: 60H10; 91G70; 60F05; 62F12; Jump-type Heston model; Maximum likelihood estimator;
Keywords: 60G40; 60H10; BSDE; g-expectation; Optimal stopping; Free boundary problem; Ambiguity;
Keywords: Hilfer fractional derivative; Stochastic integro-differential equations; Mild solutions; Sadovskii fixed point theorem; 26A33; 60H10; 34K30; 34K40;
Keywords: 60G15; 60H07; 60H10; Fractional Brownian motion; Rough differential systems; Mutual intersection;
Keywords: 34F05; 60H10; 93E03; Rumor propagation model; Itô's formula; Threshold;
Keywords: stochastic differential equation; Euler scheme; measurable flow; Markov property; non-Lipschitz; 60H10; 60F99;
Keywords: Stochastic age-dependent capital system; Mean-square dissipativity; Numerical methods; Fractional Brownian motion; Poisson jumps; 60H10; 60H05; 60H35; 65C30;
Keywords: 34A34; 60H10; Artificial rain; Aerosols; Water vapor; Mathematical model; Stability;
Keywords: Linear-quadratic problem; Stochastic differential game; Forward-backward stochastic differential equation; Partial information; g-expectation; 91A23; 60H10; 93E11; 91G80;
Keywords: primary; 37H99; secondary; 34D55; 35B51; 37B25; 37C70; 37L99; 60H10; 60H15; 60H25; Pullback attractor; Weak attractor; Forward attractor; Omega limit set; Compact random set; Closed random set;
Keywords: 34K50; 60H10; 93E15; Stochastic; Predator-prey model; Allee effect; Expectation;
Keywords: primary; 60J55; secondary; 60G51; 60J45; 60H10; Additive functionals; Subordinate Brownian motion; Purely discontinuous Girsanov transform; Absolute continuity; Singularity; Relative entropy;
Keywords: 60F10; 60H10; 60J60; Diffusion; Empirical measure; Large deviations; Weak convergence method;
Keywords: 60H10; 65C30; 65L20; Stochastic differential equations; Local Lipschitz condition; Modified truncated Euler-Maruyama method; Strong convergence rate;
Keywords: 60H10; 60H35; 65C20; 65C30; 65J15; 65L20; 92D99; Explicit numerical scheme; Semi-discrete method; Non-linear SDEs; Strong approximation error; Boundary preserving numerical algorithm; Wright-Fisher model;
Keywords: primary; 60H10; secondary; 37B25; 60G22; 93E15;
Keywords: Trimolecular oscillatory chemical; Poisson process; Random attractor; Lyapunov exponents; 60H10; 60J75; 34E10;
Keywords: 34F05; 60H35; 65Z05; 60H10; 93E03; Damped pendulum random differential equation; Stochastic methods in physics; Probability density function; Numerical analysis;
Keywords: 60H10; 34F05; 60F17; 82C31; 92B25; Stochastic differential equations; Stable hyperbolic limit cycles; Isochrons; Small noise limit; Long time dynamics;
Keywords: 60H10; 82C31; Hamiltonian system; Homogenization; Small mass limit; Noise-induced drift;
Keywords: Stochastic modeling; Chronic kidney disease (CKD); Entropy; Stochastic stability; 60H10; 93A30; 54C30; 34D20;
Keywords: primary; 60H10; 60G46; secondary; 60H30; 35K65; Degenerate SDEs; Martingale problem; Calderón-Zygmund estimates;
Keywords: primary; 60H99; secondary; 60H10; Rough paths with jumps; Itô stochastic and rough differential equations with jumps; General semimartingales; Limit theorems;
Pathwise uniqueness for stochastic differential equations driven by pure jump processes
Keywords: primary; 60H10; secondary; 60H30; Pure jump process; Weak uniqueness; Tanaka's formula; Pathwise uniqueness; Local time;
Keywords: Infinite horizon; Backward stochastic differential delay equation; Mean-field model; Stochastic maximum principle; Partial information; 93EXX; 93E20; 34K50; 60H10; 93E11;
Keywords: 92D25; 60H10; Allee effects; Population growth; Random environments; Extinction times;
Large deviations for a class of semilinear stochastic partial differential equations
Keywords: primary; 60H15; 60H10; secondary; 37L55; Large deviations; Stochastic partial differential equations; Infinite dimensional Brownian motion;
Anticipative backward stochastic differential equations driven by fractional Brownian motion
Keywords: 60H10; 60H20; 60G22; Anticipative backward stochastic differential equation; Fractional Brownian motion; Comparison theorem;
Keywords: 60H35; 60H30; 60H10; 65C30; Jump-diffusion; Numerical solution; Balanced implicit method; Positivity preserving;
Keywords: 60H10; 37H10; Extinction; Persistence; Stochastic epidemic model; Varying population size; Random perturbation;
Moderate deviations for neutral stochastic differential delay equations with jumps
Keywords: 60F10; 60H10; Moderate deviations; Neutral stochastic differential delay equations; Poisson random measure;
Keywords: Stochastic ordinary differential equations; Linearization; Itô formula; Equivalence transformation; 34F05; 60H10;
Keywords: Collision local time; fractional Ornstein-Uhlenbeck processes; generalized white noise functionals; choas expansion; 60H10; 60H40; 60G15; 60G22;
Keywords: 34C25; 35Q84; 60H10; Fokker-Planck equations; Stochastic differential equations; Periodic solutions; Halanay's criterion; Lyapunov's functions;
Keywords: stochastic HBV infection model; extinction; stationary distribution; Lyapunov function; 60H10; 92B05; 92D30;
Keywords: exceptional Hermite polynomials; system of minimal energy; energy function; partitioned matrices; 60H10; 60H30; 35K65;
Keywords: Singular Markovian jumping systems; H∞ filtering; Delay-dependent; General unknown transition probabilities; Linear matrix inequality (LMI)34D23; 60H10; 93E15
Invariance for rough differential equations
Keywords: 60H10; Viability theorem; Comparison theorem; Rough differential equations; Fractional Brownian motion; Logistic equation;
Keywords: Approximate controllability; Multi-valued fractional impulsive stochastic partial integro-differential equations; Infinite delay; Analytic α-resolvent operator; Fixed point theorem34A37; 60H10; 34G25; 26A33; 93B05
Polynomial diffusions on compact quadric sets
Keywords: 60J60; 60H10; 11E25; Polynomial diffusion; Sums of squares; Biquadratic forms; Stochastic invariance; Pathwise uniqueness; Smooth densities;
Continuity and Gaussian two-sided bounds of the density functions of the solutions to path-dependent stochastic differential equations via perturbation
Keywords: 60H10; 60J35; Stochastic differential equation; Path-dependent; Density function; Gaussian two-sided bounds;
Adaptive estimation for stochastic damping Hamiltonian systems under partial observation
Keywords: primary; 62M05; secondary; 62G07; 60H10; 35H10; Adaptive bandwidth selection; Hypoelliptic diffusion; Kernel density estimation; Partial observations;
Keywords: primary; 65C30; 60H10; Stochastic differential equation; Euler-Maruyama scheme; Discontinuous drift; Weak rate of convergence; Malliavin calculus;
Keywords: primary; 93E20; secondary; 49J53; 60H07; 60H10; Stochastic optimal control; Malliavin calculus; Necessary conditions; Adjacent cone; Variational equation; Adjoint equation;
Keywords: primary; 60H10; secondary; 37D10; 37H10; Brownian motion; Wong-Zakai approximations; Multiplicative noise; Random dynamical systems; Center manifolds;
Keywords: 60H10; 37A25; Cox-Ingersoll-Ross (CIR) model; Markov chain; Stationary distribution; Feller property; Hölder continuous;
Keywords: 92B05; 60H10; 65N30Extinction-time; Population models; Stochastic differential equations; Finite elements method
Keywords: Neutral stochastic differential equations; Time-dependent delay; Taylor approximation; Lp and almost sure convergence; 60H10;
Keywords: Maximum principle; Risk-sensitive optimal control; Partial information; Girsanov׳s theorem; Spike variational technique; MSC:; 60H10; 49N10; 93E10; 93E20;