Keyword: stochastic differential equations

Found 12 papers in total
SOR waveform relaxation methods for stochastic differential equations
SOR waveform relaxation methods for stochastic differential equations
2013,
Waveform relaxation for solving large‐scale systems of ordinary differential...
Asymptotically almost periodic solutions of stochastic functional differential equations
Asymptotically almost periodic solutions of stochastic functional differential equations
2011,
In this paper, we investigate a class of stochastic functional differential equations...
Partially Observed Time-Inconsistency Recursive Optimization Problem and Application
Partially Observed Time-Inconsistency Recursive Optimization Problem and Application
2014,
In this paper, we study a partially observed recursive optimization problem, which is...
A novel approach to construct numerical methods for stochastic differential equations
A novel approach to construct numerical methods for stochastic differential equations
2014,
In this paper we propose a new numerical method for solving stochastic differential...
A stepsize control algorithm for SDEs with small noise based on stochastic Runge–Kutta Maruyama methods
A stepsize control algorithm for SDEs with small noise based on stochastic Runge–Kutta Maruyama methods
2012,
A variable stepsize control algorithm for solution of stochastic differential...
Perturbed backward stochastic differential equations
Perturbed backward stochastic differential equations
2012,
The paper discusses a large class of backward stochastic differential equations whose...
Almost sure exponential stability of solutions to highly nonlinear neutral stochastic differential equations with time‐dependent delay and the Euler–Maruyama approximation
Almost sure exponential stability of solutions to highly nonlinear neutral stochastic differential equations with time‐dependent delay and the Euler–Maruyama approximation
2013,
This paper may be considered as a natural sequel to the paper [M. Miloševic,...
Impulsive stabilization of stochastic differential equations with time delays
Impulsive stabilization of stochastic differential equations with time delays
2013,
In this paper, the impulsive stabilization of stochastic differential equations with...
Highly nonlinear neutral stochastic differential equations with time‐dependent delay and the Euler–Maruyama method
Highly nonlinear neutral stochastic differential equations with time‐dependent delay and the Euler–Maruyama method
2011,
The subject of this paper is the development of discrete‐time approximations...
A unified scheme for developing software reliability growth models using stochastic differential equations
A unified scheme for developing software reliability growth models using stochastic differential equations
2012,
Of late some continuous‐state space software reliability growth model...
Backward doubly stochastic differential equations with weak assumptions on the coefficients
Backward doubly stochastic differential equations with weak assumptions on the coefficients
2011,
In this paper, we deal with one dimensional backward doubly stochastic differential...
Stochastic Gilpin–Ayala competition model with infinite delay
Stochastic Gilpin–Ayala competition model with infinite delay
2011,
In this paper we study the stochastic Gilpin–Ayala competition model with an...
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