Keywords: این فرمول; Stability; Hybrid stochastic differential functional equations; Itô formula; Brownian motion; Markov chain;
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Keywords: این فرمول; Additional food; Itô formula; Global solution; Persistence; Extinction;
Keywords: این فرمول; Stochastic ordinary differential equations; Linearization; Itô formula; Equivalence transformation; 34F05; 60H10;
Keywords: این فرمول; Stochastic partial differential equations; Nonlinear Gao Beam; Stochastic contact condition; Strong solutions; Ito formula
Keywords: این فرمول; Stochastic differential equations; Multiplicative noise; Iterated extended Kalman filter; Itô formula;
Keywords: این فرمول; Brownian motion; White noise; Comparison theorem for stochastic equations; Protection zone; Weakly persistent and extinction; Itô formula;
Keywords: این فرمول; 60G44; 60H05; 60H15; 60H20; 35R60; 35M13Stochastic integration; Degenerate evolution equations; Ito formula
On moment estimates and continuity for solutions of SDEs driven by fractional Brownian motions under non-Lipschitz conditions
Keywords: این فرمول; pth moment estimates; Divergence; Itô formula; Fractional Brownian motion;
A stochastic chemostat model with an inhibitor and noise independent of population sizes
Keywords: این فرمول; Stochastic chemostat model; Inhibitor; Itô formula; Lyapunov function; Asymptotic behavior;
Asymptotic behavior of a stochastic delayed chemostat model with nonmonotone uptake function
Keywords: این فرمول; Stochastic chemostat model; Nonmonotone uptake function; Delay; Itô formula; Lyapunov functional; Asymptotic behavior;
Stochastic differential equation for Brox diffusion
Keywords: این فرمول; Random environment; Brox diffusion; White noise drift; Strong solution; Uniqueness; Local time; Itô formula;
Threshold behavior of a stochastic SIS model with Le´vy jumps
Keywords: این فرمول; Stochastic SIS epidemic model; Ito formula; Lévy jumps; Persistence; Extinction
Threshold of a stochastic SIR epidemic model with Lévy jumps
Keywords: این فرمول; Ito formula; Lévy jumps; Threshold; Persistence in mean; Extinction
A generalised ItÅ formula for Lévy-driven Volterra processes
Keywords: این فرمول; 60G22; 60H05; 60H07; Fractional Lévy process; ItÅ formula; Skorokhod integral; Stochastic convolution; S-transform;
Stochastic Green's theorem for fractional Brownian sheet and its application
Keywords: این فرمول; 60H40; 60G22; Fractional Brownian sheet; Itô formula; White noise theory; Stochastic line integrals; Stochastic Green's theorem;
Weak convergence of the Stratonovich integral with respect to a class of Gaussian processes
Keywords: این فرمول; Itô formula; Skorohod integral; Malliavin calculus; Fractional Brownian motion;
A note on a predator-prey model with modified Leslie-Gower and Holling-type II schemes with stochastic perturbation
Keywords: این فرمول; Itô formula; Stationary distribution; Ergodicity;
Wick integration with respect to fractional Brownian sheet
Keywords: این فرمول; primary; 60H07; secondary; 60G18; Fractional Brownian sheet; Itô formula; White noise theory; Wick integral;
Stability of solution to a class of investment system
Keywords: این فرمول; Itô formula; Stochastic investment system; Nonlinear; Time delay; Stability;
Mean square asymptotic behavior of stochastic neural networks with infinitely distributed delays
Keywords: این فرمول; Ultimate boundedness; Exponential stability; Ito formula; Halanay inequality; Neural networks
Neutral stochastic functional differential equations with additive perturbations
Keywords: این فرمول; Brownian motion; Neutral stochastic functional differential equation; Ito formula;
A note on Itô formula for fractional Brownian sheet with Hurst parameters H1,H2â(0,1)
Keywords: این فرمول; primary; 60H07; secondary; 60G18; Fractional Brownian sheet; Itô formula; Fractional white noise;
Uncertainty and economic growth in a stochastic R&D model
Keywords: این فرمول; C62; O41; Lotka-Volterra system; Brownian motion; R&D model; Polynomial growth; Stochastic differential equation; Itô formula;
Lp-estimates on diffusion processes
Keywords: این فرمول; Diffusion processes; Brownian motion; Martingales; Stochastic differential equations; Itô formula; Bessel processes; Ornstein-Uhlenbeck process; Burkholder-Davis-Gundy inequalities; Maximal inequalities;
Skorohod integration and stochastic calculus beyond the fractional Brownian scale
Keywords: این فرمول; primary 60H07; secondary 60G15; 60H05; Skorohod integral; Malliavin calculus; Ito formula; Fractional Brownian motion; Gaussian processes; Local time; Stochastic differential equations; Stochastic heat equation;