دانلود مقالات ISI درباره 60H10 + ترجمه فارسی

Large deviation principle for stochastic integrals and stochastic differential equations driven by infinite-dimensional semimartingales

Keywords: 60F10; 60G51; 60H05; 60H10; 60J25; 60J60; Large deviations; Stochastic integration; Stochastic differential equations; Exponential tightness; Markov processes; Infinite dimensional semimartingales; Banach space-valued semimartingales;

دانلود رایگان متن کامل مقاله ISI 48 صفحه سال انتشار : 2018 سفارش ترجمه

Mean-field forward and backward SDEs with jumps and associated nonlocal quasi-linear integral-PDEs

Keywords: 60H10; 60K35; BSDEs with jump; Mean-field BSDEs with jump; Integral-PDE of mean-field type; Itô's formula; Value function;

دانلود رایگان متن کامل مقاله ISI 63 صفحه سال انتشار : 2018 سفارش ترجمه

Stochastic accessibility on Grushin-type manifolds

Keywords: 93E20; 49J15; 60H10; Stochastic controllability; Grushin-type manifold; Wiener process;

دانلود رایگان متن کامل مقاله ISI 6 صفحه سال انتشار : 2017 سفارش ترجمه

C∞-convergence of Picard's successive approximations to solutions of stochastic differential equations

Keywords: 60H10; Stochastic differential equation; Successive approximations; C∞ convergence;

دانلود رایگان متن کامل مقاله ISI 7 صفحه سال انتشار : 2017 سفارش ترجمه

A representation theorem for generators of BSDEs with general growth generators in y and its applications

Keywords: 60H10; 35K58; Backward stochastic differential equation; Representation theorem; General growth; Weak monotonicity; Viscosity solution;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2017 سفارش ترجمه

Hölder continuous densities of solutions of SDEs with measurable and path dependent drift coefficients

Keywords: 60H10; 49N60; SDEs; Regularity of densities; Irregular drift; Stochastic control;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2017 سفارش ترجمه

A weak Local Linearization scheme for stochastic differential equations with multiplicative noise

Keywords: 65C30; 60H10; 60H35; Stochastic differential equation; Mean-square stability; Weak convergence; Local Linearization scheme;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2017 سفارش ترجمه

Pathwise convergence of a numerical method for stochastic partial differential equations with correlated noise and local Lipschitz condition

Keywords: 60H35; 60H15; 60H10; 65M12; 65M60; Stochastic partial differential equations; Spectral Galerkin approximation; Time discretization; Colored noise; Order of convergence; Uniform bounds;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2017 سفارش ترجمه

Strong rate of convergence for the Euler-Maruyama approximation of SDEs with Hölder continuous drift coefficient

Keywords: 60H35; 41A25; 60H10; 65C30; Euler-Maruyama approximation; Strong approximation; Rate of convergence; Hölder continuous drift; Truncated symmetric α-stable;

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2017 سفارش ترجمه

Stationary distribution and extinction of the DS-I-A model disease with periodic parameter function and Markovian switching

Keywords: DS-I-A models; Stochastic periodic solutions; Stationary distribution; Markov switching; Ergodicity; 60H10; 34F05;

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2017 سفارش ترجمه

Stochastic Komatu-Loewner evolutions and SLEs

Keywords: primary; 60J67; 60J70; secondary; 30C20; 60H10; 60H30; Standard slit domain; Stochastic Komatu-Loewner evolution; SLE; Absorbing Brownian motion; Locality;

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2017 سفارش ترجمه

Periodic solution for a stochastic non-autonomous competitive Lotka-Volterra model in a polluted environment

Keywords: 34D20; 60J60; 60H10; 92D30; Competitive Lotka-Volterra model; Periodic solution; Global attractivity; Pollution;

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2017 سفارش ترجمه

On uniqueness for some non-Lipschitz SDE

Keywords: 60H10; 34A12; 60J65; Stochastic differential equations; Path-by-path uniqueness; Ordinary differential equations; Extremal solutions; Brownian motion; Girsanov's theorem;

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2017 سفارش ترجمه

Stochastic functional differential equations with infinite delay: Existence and uniqueness of solutions, solution maps, Markov properties, and ergodicity

Keywords: 34K50; 60H10; 60J25; 60J60; Stochastic functional differential equation; Infinite delay; Solution map; Adaptivity; Markov property; Invariant measure;

دانلود رایگان متن کامل مقاله ISI 27 صفحه سال انتشار : 2017 سفارش ترجمه

Dynamic programming principle for stochastic recursive optimal control problem driven by a G-Brownian motion

Keywords: 93E20; 60H10; 35K15; G-expectation; Backward stochastic differential equations; Stochastic recursive optimal control; Robust control; Dynamic programming principle;

دانلود رایگان متن کامل مقاله ISI 28 صفحه سال انتشار : 2017 سفارش ترجمه

A general non-existence result for linear BSDEs driven by Gaussian processes

Keywords: 60G15; 60H10; 60H07; BSDEs; Gaussian processes; Skorokhod integration;

دانلود رایگان متن کامل مقاله ISI 30 صفحه سال انتشار : 2017 سفارش ترجمه

Constrained BSDEs representation of the value function in optimal control of pure jump Markov processes

Keywords: 93E20; 60H10; 60G55; 60J25; Backward stochastic differential equations; Optimal control problems; Pure jump Markov processes; Marked point processes; Randomization;

دانلود رایگان متن کامل مقاله ISI 34 صفحه سال انتشار : 2017 سفارش ترجمه

Coexistence and exclusion of stochastic competitive Lotka-Volterra models

Keywords: 34C12; 60H10; 92D25; Ergodicity; Coexistence; Exclusion; Lotka-Volterra; Competition; Stationary distribution;

دانلود رایگان متن کامل مقاله ISI 34 صفحه سال انتشار : 2017 سفارش ترجمه

Viscosity solutions of obstacle problems for fully nonlinear path-dependent PDEs

Keywords: 35D40; 35K10; 60H10; 60H30; Path-dependent PDEs; Viscosity solutions; Reflected backward stochastic differential equations; Variational inequalities;

دانلود رایگان متن کامل مقاله ISI 39 صفحه سال انتشار : 2017 سفارش ترجمه

Threshold dynamics and ergodicity of an SIRS epidemic model with Markovian switching

Keywords: 60H10; 93E15; 92D25; 92D30; Stochastic SIRS epidemic model; Piecewise deterministic Markov process; Stationary distribution; Ω-limit set; Attractor; Markov switching;

دانلود رایگان متن کامل مقاله ISI 43 صفحه سال انتشار : 2017 سفارش ترجمه

Coupling and exponential ergodicity for stochastic differential equations driven by Lévy processes

Keywords: 60G51; 60H10; Stochastic differential equations; Lévy processes; Exponential ergodicity; Couplings; Wasserstein distances;

دانلود رایگان متن کامل مقاله ISI 43 صفحه سال انتشار : 2017 سفارش ترجمه

Characterizing the path-independence of the Girsanov transformation for non-Lipschitz SDEs with jumps

Keywords: 60H10; 35Q53; Non-Lipschitz stochastic differential equations with jumps; The Girsanov transformation; Semi-linear partial integro-differential equation of parabolic type;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2016 سفارش ترجمه

Algebraic ergodicity for SDEs driven by Lévy processes

Keywords: 60H10; 60J75; 37A25; Stochastic differential equations; Lévy processes; Algebraic ergodicity; Hitting times;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2016 سفارش ترجمه

Competition in the chemostat: A stochastic multi-species model and its asymptotic behavior

Keywords: Stochastic chemostat model; Stochastic break-even concentration; Competitive exclusion principle; 34K50; 60H10; 92B05;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2016 سفارش ترجمه

Solving the double barrier reflected BSDEs via penalization method

Keywords: 60H10; Reflected backward stochastic differential equation; Penalization method; Semimartingale;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2016 سفارش ترجمه

Statistical measures approximations for the Gaussian part of the stochastic nonlinear damped Duffing oscillator solution process under the application of Wiener Hermite expansion linked by the multi-step differential transformed method

Keywords: Wiener–Hermit expansion; Multi-step differential transformed method; Mathematica10; Stochastic nonlinear damped Duffing oscillator; Deterministic systems65C50; 60H10; 34K50; 58J65

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2016 سفارش ترجمه

Reflected scheme for doubly reflected BSDEs with jumps and RCLL obstacles

Keywords: 60H10; 60H35; 60J75; 34K28Double barrier reflected BSDEs; Backward stochastic differential equations with jumps; Numerical scheme

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2016 سفارش ترجمه

Asymptotic mean-square stability of explicit Runge–Kutta Maruyama methods for stochastic delay differential equations

Keywords: 60H10; 65C30; 65L03; 65L20Explicit method; Runge–Kutta; Stochastic delay differential system; Mean-square stability; Stabilized method

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2016 سفارش ترجمه

Compactness and attracting of random attractors for non-autonomous stochastic lattice dynamical systems in weighted space ℓρp

Keywords: Random attractor; Stochastic lattice dynamical system; Asymptotic nullness37H10; 37L30; 37L60; 60H10

دانلود رایگان متن کامل مقاله ISI 18 صفحه سال انتشار : 2016 سفارش ترجمه

Solutions of BSDE's with jumps and quadratic/locally Lipschitz generator

Keywords: 60H10; 91B24; BSDE's; Jump-diffusion processes;

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2016 سفارش ترجمه

Quasi-continuous random variables and processes under the G-expectation framework

Keywords: 60H10; 60H30; G-expectation; G-Brownian motion; Quasi-continuous; Krylov's estimates;

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2016 سفارش ترجمه

Properties of stochastic integro-differential equations with infinite delay: Regularity, ergodicity, weak sense Fokker–Planck equations

Keywords: 34K50; 60H10; 60H20; 60J60Stochastic integro-differential equation; Infinite delay; Recurrence; Ergodicity; Weak sense Fokker–Planck equation

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2016 سفارش ترجمه

On the Cauchy problem for non-local Ornstein–Uhlenbeck operators

Keywords: 35K15; 60H10; 60J75; 47D07Ornstein–Uhlenbeck non-local operators; Lévy processes; Core for Markov semigroups

دانلود رایگان متن کامل مقاله ISI 24 صفحه سال انتشار : 2016 سفارش ترجمه

A high-order discontinuous Galerkin method for Itô stochastic ordinary differential equations

Keywords: 60H10; 60H35; 65C20; 65C30; 65L20; 65L60Itô stochastic differential equation; Discontinuous Galerkin method; Wong–Zakai approximation; A-stability; Mean-square convergence; Order of convergence

دانلود رایگان متن کامل مقاله ISI 28 صفحه سال انتشار : 2016 سفارش ترجمه

Favard separation method for almost periodic stochastic differential equations

Keywords: 60H10; 34C27; 42A75Stochastic differential equation; Almost periodic solution; Favard separation; Amerio separation

دانلود رایگان متن کامل مقاله ISI 28 صفحه سال انتشار : 2016 سفارش ترجمه

Convergence of BSΔEs driven by random walks to BSDEs: The case of (in)finite activity jumps with general driver

Keywords: 60H10; 60FxxBackward stochastic differential equation (BSDE); Backward stochastic difference equation (BSΔE); Convergence; Lévy process; Infinite jump-activity

دانلود رایگان متن کامل مقاله ISI 32 صفحه سال انتشار : 2016 سفارش ترجمه

On Trotter-Kato approximations of semilinear stochastic evolution equations in infinite dimensions

Keywords: 60H10; Stochastic evolution equations in infinite dimensions; Existence and uniqueness of a mild solution; Trotter-Kato approximations; Classical limit theorem;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2015 سفارش ترجمه

Representation theorems for generators of BSDEs with monotonic and convex growth generators

Keywords: 60H10; Backward stochastic differential equation; Representation theorem of generator; Converse comparison theorem; Convex growth;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2015 سفارش ترجمه

The coexistence of a stochastic Lotka-Volterra model with two predators competing for one prey

Keywords: Lotka-Volterra model; Diffusion process; Markov semigroups; Asymptotic stability; Coexistence; 47D07; 60J60; 60H10; 92D30;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2015 سفارش ترجمه

Exponential stability of the exact solutions and θθ-EM approximations to neutral SDDEs with Markov switching

Keywords: 60H10; 65C30Neutral stochastic differential delay equation with Markov switching; θθ Euler–Maruyama approximation; Exponential stability

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2015 سفارش ترجمه

Averaging along foliated Lévy diffusions

Keywords: 60H10; 60J60; 60G51; 58J65; 58J37Averaging principle; Lévy diffusions on manifolds; Foliated spaces; Marcus canonical equation; Stochastic Hamiltonian; Stochastic geometry; Perturbation theory

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2015 سفارش ترجمه

On the multi-dimensional skew Brownian motion

Keywords: primary; 60J60; 60H10; secondary; 93E15; 60J55; Skew Brownian motion; SDE with local time; Singular diffusion processes;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2015 سفارش ترجمه

A Lévy area between Brownian motion and rough paths with applications to robust nonlinear filtering and rough partial differential equations

Keywords: 60H10; 60H30; 60H05; 60G15; 60G17Existence of path integrals; Integrability of rough differential equations with Gaussian signals; Clark’s robustness problem in nonlinear filtering; Viscosity solutions of RPDEs

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2015 سفارش ترجمه

The use of BSDEs to characterize the mean–variance hedging problem and the variance optimal martingale measure for defaultable claims

Keywords: 60G48; 60H10; 91G40; 49L20Backward stochastic differential equations; Defaultable claim; Mean–variance; Default processes; Variance optimal martingale measure

دانلود رایگان متن کامل مقاله ISI 29 صفحه سال انتشار : 2015 سفارش ترجمه

BSDEs of counterparty risk

Keywords: 60H10; 60G44; 91G40; BSDE; Progressive enlargement of filtration; Counterparty risk;

دانلود رایگان متن کامل مقاله ISI 30 صفحه سال انتشار : 2015 سفارش ترجمه

Reflected BSDEs with nonpositive jumps, and controller-and-stopper games

Keywords: 60H10; 60H30; 35K86; 49N70Backward stochastic differential equations (BSDE) with constrained jumps; Reflected BSDE; Regime-switching jump–diffusion; Hamilton–Jacobi–Bellman Isaacs equation; Controller-and-stopper game

دانلود رایگان متن کامل مقاله ISI 37 صفحه سال انتشار : 2015 سفارش ترجمه

The Λ-lookdown model with selection

Keywords: 60G09; 60H10; 92D25; Look-down with selection; Lambda coalescent; Fixation and non fixation;

دانلود رایگان متن کامل مقاله ISI 38 صفحه سال انتشار : 2015 سفارش ترجمه

Reflected BSDEs on filtered probability spaces

Keywords: primary; 60H10; secondary; 60H20; Reflected BSDE; General filtration; L1 data;

دانلود رایگان متن کامل مقاله ISI 38 صفحه سال انتشار : 2015 سفارش ترجمه

Stochastic quadratic BSDE with two RCLL obstacles

Keywords: 60H10; 60H20; Backward stochastic differential equation; Stochastic quadratic growth; Comparison theorem; Exponential transformation;

دانلود رایگان متن کامل مقاله ISI 43 صفحه سال انتشار : 2015 سفارش ترجمه

Well-posedness of first order semilinear PDEs by stochastic perturbation

Keywords: 60H10; 60H15Stochastic characteristic method; First order stochastic partial differential equations; Stochastic perturbation; Commuting lemma

دانلود رایگان متن کامل مقاله ISI 5 صفحه سال انتشار : 2014 سفارش ترجمه