Order reduction for a system of stochastic differential equations with a small parameter in the coefficient of the leading derivative. Estimate for the rate of convergence

Fractional Ornstein-Uhlenbeck Process with Stochastic Forcing, and its Applications

Схоже за: Stochastic processes and financial applications · stochastic dynamics and bifurcation

Numerical approximation and dynamics of periodic solution in distribution of stochastic differential equations

Схоже за: Stochastic processes and financial applications · Differential Equations and Numerical Methods

Stochastic wave equation in a plane driven by spatial stable noise

Схоже за: Stochastic processes and financial applications · Differential Equations and Numerical Methods

Invariant Sets of Systems of Stochastic Differential Equations with Jumps

Схоже за: Stochastic processes and financial applications · Differential Equations and Numerical Methods

Existence and Uniqueness of Solution of Stochastic Dynamic Systems with Markov Switching and Concentration Points

Схоже за: Stochastic processes and financial applications · Differential Equations and Numerical Methods

Approximation of solution of the cable equation driven by a stochastic measure

Схоже за: Stochastic processes and financial applications · Differential Equations and Numerical Methods