Keywords: معادله تفاضلی تاخیری; Mixed stochastic differential equation; Stochastic delay differential equation; Convergence of solutions; Fractional Brownian motion; Vanishing delay; Euler approximation;
مقالات ISI معادله تفاضلی تاخیری (ترجمه نشده)
مقالات زیر هنوز به فارسی ترجمه نشده اند.
در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
Keywords: معادله تفاضلی تاخیری; Mean-field; Stochastic delay differential equation; Advanced backward stochastic differential equation; Optimal control; Stochastic maximum principle
Keywords: معادله تفاضلی تاخیری; Stochastic delay differential equation; Fractional Brownian motion; Asymptotic behavior
Keywords: معادله تفاضلی تاخیری; Stochastic maximum principle; Mean-field model; Stochastic delay differential equation; Backward stochastic differential equation; Mean–variance portfolio selection
Keywords: معادله تفاضلی تاخیری; 34K06; 34K50; Stochastic delay differential equation; Distributed delay; Moment boundedness;
Stability analysis of stochastic delay differential equations with Lévy noise
Keywords: معادله تفاضلی تاخیری; Stochastic delay differential equation; Neural network; Time-varying delay; pth moment exponential stability; Lévy noise;
Stochastic maximum principle for SPDEs with delay
Keywords: معادله تفاضلی تاخیری; 93E20; 60H15; 60H30; Stochastic maximum principle; Stochastic delay differential equation; Anticipated backward stochastic differential equations; Infinite dimensions;
Impulsive stabilization of stochastic differential equations with time delays
Keywords: معادله تفاضلی تاخیری; Impulsive stabilization; Stochastic delay differential equation; Differential inequality
Impulsive stabilization of stochastic functional differential equations
Keywords: معادله تفاضلی تاخیری; Impulsive control; Impulsive stabilization; Stochastic delay differential equation; Lyapunov exponent; Exponential stability; Lyapunov–Razumikhin method
Nonlinear filtering for stochastic systems with fixed delay: Approximation by a modified Milstein scheme
Keywords: معادله تفاضلی تاخیری; Stochastic delay differential equation; Point delay; Strong approximation; Rate of convergence; Conditional law
Convergence of numerical solution to stochastic delay differential equation with Poisson jump and Markovian switching
Keywords: معادله تفاضلی تاخیری; Stochastic delay differential equation; Poisson jump; Markovian switching; Euler approximation; Numerical solution
An optimal stopping problem in a diffusion-type model with delay
Keywords: معادله تفاضلی تاخیری; 60G40; 35R35; 91B70; secondary 60J25; 60J60; 60G44Optimal stopping; Stochastic delay differential equation; Diffusion process; Sufficient statistic; Free-boundary problem; Smooth fit; Girsanov's theorem; Itô's formula
Convergence and stability of numerical solutions to SDDEs with Markovian switching
Keywords: معادله تفاضلی تاخیری; Stochastic delay differential equation; Markov chain; Euler method; MS-stability; M-matrix
Exponential stability of numerical solutions to SDDEs with Markovian switching
Keywords: معادله تفاضلی تاخیری; Stochastic delay differential equation; Markov chain; Euler method; Exponential mean square stability; M-matrix
Convergence of numerical solutions to stochastic delay differential equations with jumps
Keywords: معادله تفاضلی تاخیری; Stochastic delay differential equation; Jump; Euler approximation; Numerical solution; Itô’s formula