stochastic differential equations - Globe Thesis

Keyword [stochastic differential equations] Result: 141 - 160 \| Page: 8 of 10
141.	The Moment Estimations Of Approximate Solutions For Stochastic Differential Equations
142.	Strong Convergence Analysis Of Numerical Methods For Two Classes Of Stochastic Differential Equations
143.	Stability Of Solutions To Impulsive Stochastic Differential Equations Driven By G-brownian Motion
144.	Multi-valued Stochastic Differential Equations Driven By G-brownian Motion And Related Stochastic Control Problems
145.	Weighted Almost Automorphic Behavior Of Solutions Of Two Kinds Of Stochastic Evolution Equations
146.	Newly Developed Methodologies Of PK/PD Modeling: Fractal Models, Fractional Models And Stochastic Models
147.	Numerical Methods Of A Class Of Stochastic Differential Equations Driven By A Fractional Brownian Motion
148.	Almost Automorphic Solutions For Stochastic Differential Equations Driven By α-stable Processes
149.	Study For Theoretical Properties Of Stochastic Gilpin-Ayala Models Under Regime Switching
150.	Numerical Simulation Of Solution For Stochastic Differential Equations
151.	The Existence And Uniqueness Of Solutions For Stochastic Differential Equations And The Stability Of Its Numerical Method
152.	Stochastic Stability Of Stochastic Differential Systems With Renewal Process
153.	On The General Stability Of Impulsive Stochastic Differential Equations With Markovian Switching
154.	The Maximum Principle For Optimal Control Problem Of Mean-Field Forward-Backward Stochastic System With State Constrained
155.	Solutions And Properties Of Multidimensional Mean-Field Backward Stochastic Differential Equations
156.	Averaging Principle For A Class Of Stochastic Differential Equations
157.	Numerical Analysis Of General Predictor-Corrector Methods For Stochastic Differential Equations
158.	Existence And Uniqueness Of Solutions And Comparison Theorems For Anticipated Backward Stochastic Differential Equations
159.	Convergrnce And Stability Of Split-step θ-methods For Stochastic Differential Equations With Piecewise Continuous Arguments
160.	Milstein Method For Two Types Of Stochastic Differential Equations Based On Double Integral Approximation
<<First <Prev Next> Last>> Jump to