Keywords: معادلات دیفرانسیل تصادفی; Global stability; Parameter inference; Imputing data; Stochastic differential equations; Physical constraints; Stochastic climate models
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Keywords: معادلات دیفرانسیل تصادفی; Dissipative particle dynamics; Pairwise Nosé-Hoover-Langevin thermostat; Order of convergence; Weak order; Configurational temperature; Momentum conservation; Stochastic differential equations; Molecular dynamics;
Keywords: معادلات دیفرانسیل تصادفی; Stationary distribution; Stochastic differential equations; Excursion theory; Degenerate reflected diffusion;
Keywords: معادلات دیفرانسیل تصادفی; Receding horizon control; Stochastic differential equations; Stochastic optimal control; Hamilton–Jacobi–Bellman equations; Lyapunov functions; Itô’s formula; Optimal investment
Keywords: معادلات دیفرانسیل تصادفی; Stochastic differential equations; Multiplicative noise; Iterated extended Kalman filter; Itô formula;
Keywords: معادلات دیفرانسیل تصادفی; Feedback robustness; Communication channels; Gain uncertainty; Dithers; Itô’s formula; Stochastic differential equations
Keywords: معادلات دیفرانسیل تصادفی; Parameter estimation; Ordinary differential equations; Stochastic differential equations; Extended Kalman filter; Lotka-Volterra; FitzHugh-Nagumo;
Keywords: معادلات دیفرانسیل تصادفی; Stochastic differential equations; Semi-tamed Euler scheme; Strong convergence; Mean square stability
Keywords: معادلات دیفرانسیل تصادفی; Building energy; Thermal parameters; Outdoor testing; System identification; Grey-box modelling; Stochastic differential equations
Keywords: معادلات دیفرانسیل تصادفی; Stochastic hybrid systems; Stochastic switched systems; Stochastic differential equations; Switching diffusions; Markov chains; Stochastic stability; Lyapunov functions; Converse theorems; Robustness
Keywords: معادلات دیفرانسیل تصادفی; Stochastic differential equations; Linear quadratic control; Generalized Riccati differential equations; Detectability; Ito's formula
Keywords: معادلات دیفرانسیل تصادفی; 60J70; 60H10; 34E15Interacting Brownian particles; Pitchfork bifurcation; Stochastic differential equations; Singular perturbation
Keywords: معادلات دیفرانسیل تصادفی; Stochastic differential equations; Dynamic analysis; Wind speed; Weibull distribution; Ornstein-Uhlenbeck process; Memoryless transformation;
Keywords: معادلات دیفرانسیل تصادفی; Master equations; Stochastic differential equations; Oscillations; Linear noise approximation; Intrinsic noise;
Keywords: معادلات دیفرانسیل تصادفی; Stochastic differential equations; Fractional Brownian motion; Malliavin calculus; Filtering; Optimal portfolio;
Keywords: معادلات دیفرانسیل تصادفی; C22; C52; Stochastic differential equations; Parameter estimation; Quasi-maximum likelihood; Moments;
Keywords: معادلات دیفرانسیل تصادفی; Stochastic differential equations; Explicit methods; Strong convergence; Steklov average
Keywords: معادلات دیفرانسیل تصادفی; 34A34; 34F05; 60G15; 60H10Controlled ordinary differential equations; Rough paths; Stochastic differential equations
Keywords: معادلات دیفرانسیل تصادفی; 60H10; 34F05Explosive solutions; Stochastic differential equations; Lyapunov function
Keywords: معادلات دیفرانسیل تصادفی; Stochastic differential equations; Stochastic maximum principle; Hamilton systems
Keywords: معادلات دیفرانسیل تصادفی; Invariant sets; Ultimate bounds; Stochastic differential equations; Linear systems; Probabilistic methods
Keywords: معادلات دیفرانسیل تصادفی; Optical flow; Gaussian process; Stochastic differential equations; Optimal control
Keywords: معادلات دیفرانسیل تصادفی; Spatial ecology; Marine ecosystems; Phytoplankton dynamics; Deep chlorophyll maximum; Random processes; Stochastic differential equations
Keywords: معادلات دیفرانسیل تصادفی; Martingale representation; Semimartingale; Functional calculus; Functional Ito calculus; Clark–Ocone formula; Malliavin calculus; Stochastic differential equations; Euler approximation
Keywords: معادلات دیفرانسیل تصادفی; Stochastic differential equations; Moments of distribution; Model; Zero-power nuclear reactor; Characteristic function; Distribution; White noise
Keywords: معادلات دیفرانسیل تصادفی; Stochastic population dynamics; Random catastrophes; Environmental stochasticity; Stochastic differential equations;
A family of Chaplygin-type solvers for Itô stochastic differential equations
Keywords: معادلات دیفرانسیل تصادفی; Stochastic differential equations; Chaplygin's method; Convergence analysis; Banach space; Itô integral; 60H25; 60H35;
Modified stochastic theta methods by ODEs solvers for stochastic differential equations
Keywords: معادلات دیفرانسیل تصادفی; ODEs solver; Stochastic differential equations; Stochastic theta method; Mean-square convergence and stability; 60H10; 41A25; 93E15;
The projected explicit Itô-Taylor methods for stochastic differential equations under locally Lipschitz conditions and polynomial growth conditions
Keywords: معادلات دیفرانسیل تصادفی; 60H10; 65L05; 65L20; The projected explicit Itô-Taylor methods; Stochastic differential equations; Stochastic C-stability; Stochastic B-consistency;
A stochastic SICA epidemic model for HIV transmission
Keywords: معادلات دیفرانسیل تصادفی; SICA epidemic model; HIV infection; Stochastic differential equations; Brownian motion; Extinction and persistence;
Carathéodory approximations and stability of solutions to non-Lipschitz stochastic fractional differential equations of Itô-Doob type
Keywords: معادلات دیفرانسیل تصادفی; Non-Lipschitz condition; Carathéodory approximation; Stability; Fractional calculus; Stochastic differential equations;
A closed form approximation and error quantification for the response transition probability density function of a class of stochastic differential equations
Keywords: معادلات دیفرانسیل تصادفی; Stochastic differential equations; Stochastic dynamics; Path integral; Error quantification; Cauchy-Schwarz inequality;
Stochastic differential calculus for Gaussian and non-Gaussian noises: A critical review
Keywords: معادلات دیفرانسیل تصادفی; Stochastic differential equations; Stochastic integration; Gaussian and non-Gaussian white noise; Fractional Brownian motion; Wick calculus;
A note on strong approximation of SDEs with smooth coefficients that have at most linearly growing derivatives
Keywords: معادلات دیفرانسیل تصادفی; Stochastic differential equations; Strong approximation; Coefficients of polynomial growth; Lower error bounds; Subpolynomial error rate; Adaptive methods;
Transportation distances and noise sensitivity of multiplicative Lévy SDE with applications
Keywords: معادلات دیفرانسیل تصادفی; 60G51; 60G52; 60J75; 62M10; 62P12; Stochastic differential equations; Multiplicative Lévy noise; Lévy type processes; Heavy-tailed distributions; Model selection; Wasserstein distance; Time series;
Asymptotic mean-square stability of weak second-order balanced stochastic Runge-Kutta methods for multi-dimensional Itô stochastic differential systems
Keywords: معادلات دیفرانسیل تصادفی; Stochastic differential equations; Multi-dimensional systems; Numerical solutions; Stochastic Runge--Kutta methods; Mean-square stability analysis; Balanced stochastic Runge-Kutta methods; 60H10; 60H35; 65L06; 65L20;
Sample-based and sample-aggregated based Galerkin projection schemes for structural dynamics
Keywords: معادلات دیفرانسیل تصادفی; Stochastic differential equations; Eigenfunctions; Galerkin; Projection; Reduced methods;
Stochastic first passage time accelerated with CUDA
Keywords: معادلات دیفرانسیل تصادفی; Stochastic differential equations; Mean first passage time; Graphic process units; CUDA; NVIDIA; Josephson switching current;
Limit theorems and the support of SDES with oblique reflections on nonsmooth domains
Keywords: معادلات دیفرانسیل تصادفی; Wong-Zakai approximation; Stochastic differential equations; Oblique reflection; Approximate continuity; Support;
Large deviation principle for stochastic integrals and stochastic differential equations driven by infinite-dimensional semimartingales
Keywords: معادلات دیفرانسیل تصادفی; 60F10; 60G51; 60H05; 60H10; 60J25; 60J60; Large deviations; Stochastic integration; Stochastic differential equations; Exponential tightness; Markov processes; Infinite dimensional semimartingales; Banach space-valued semimartingales;
Explosive solutions for stochastic differential equations driven by Lévy processes
Keywords: معادلات دیفرانسیل تصادفی; Explosive solutions; Lévy processes; Stochastic differential equations;
Convergence of numerical solutions to stochastic differential equations with Markovian switching
Keywords: معادلات دیفرانسیل تصادفی; Stochastic differential equations; Markovian switching; Generalized Itô formula; Simulation; Numerical approximations; 60H35; 34K50; 65C30;
Seasonality can induce coexistence of multiple bet-hedging strategies in Dictyostelium discoideum via storage effect
Keywords: معادلات دیفرانسیل تصادفی; Microbial diversity; Life-history tradeoffs; Stochastic differential equations; Fluctuating environments; Risk-spreading strategies;
Stochastic Runge-Kutta Rosenbrock type methods for SDE systems
Keywords: معادلات دیفرانسیل تصادفی; Stochastic Runge-Kutta Rosenbrock type methods; Stochastic differential equations; Stochastic B-series; Computational effort;
On non-polynomial lower error bounds for adaptive strong approximation of SDEs
Keywords: معادلات دیفرانسیل تصادفی; Stochastic differential equations; Smooth coefficients; Strong approximation; Lower error bounds; Slow convergence rate; Adaptive methods;
Linked Gauss-Diffusion processes for modeling a finite-size neuronal network
Keywords: معادلات دیفرانسیل تصادفی; Stochastic differential equations; Synaptic current-based linkages; Simulation; First passage time;
Least squares estimators for stochastic differential equations driven by small Lévy noises
Keywords: معادلات دیفرانسیل تصادفی; primary; 62F12; 62M05; secondary; 60G52; 60J75; Asymptotic distribution; Consistency; Discrete observations; Least squares method; Stochastic differential equations; Parameter estimation;
On uniqueness for some non-Lipschitz SDE
Keywords: معادلات دیفرانسیل تصادفی; 60H10; 34A12; 60J65; Stochastic differential equations; Path-by-path uniqueness; Ordinary differential equations; Extremal solutions; Brownian motion; Girsanov's theorem;
Stochastic symplectic Runge-Kutta methods for the strong approximation of Hamiltonian systems with additive noise
Keywords: معادلات دیفرانسیل تصادفی; Stochastic differential equations; Stochastic Runge-Kutta methods; Symplectic integrators; Mean-square convergence;
Coupling and exponential ergodicity for stochastic differential equations driven by Lévy processes
Keywords: معادلات دیفرانسیل تصادفی; 60G51; 60H10; Stochastic differential equations; Lévy processes; Exponential ergodicity; Couplings; Wasserstein distances;