## Found 895 Documents (Results 1–100)

100
MathJax

MSC:  65C60
Full Text:

### Monte Carlo construction of cubature on Wiener space. (English)Zbl 07523438

MSC:  65-XX 35-XX
Full Text:

### A new efficient approximation scheme for solving high-dimensional semilinear PDEs: control variate method for deep BSDE solver. (English)Zbl 07518053

MSC:  60Hxx 91Gxx 65Cxx
Full Text:

### Variational formulas for the exit time of hunt processes generated by semi-Dirichlet forms. (English)Zbl 07515395

MSC:  60J46 60J45 60J25
Full Text:

Full Text:

Full Text:

Full Text:

Full Text:

### Exact discretization of harmonic tensors. (English)Zbl 07496360

MSC:  60J60 60J65 60G50
Full Text:

Full Text:

Full Text:

### Coupling approach for exponential ergodicity of stochastic Hamiltonian systems with Lévy noises. (English)Zbl 07485070

MSC:  60H10 60J60 60J76
Full Text:

Full Text:

Full Text:

### Limit theorems of SDEs driven by Lévy processes and application to nonlinear filtering problems. (English)Zbl 07455872

MSC:  60H10 60G51
Full Text:

### A weak approximation method for irregular functionals of hypoelliptic diffusions. (English)Zbl 07441542

MSC:  65C30 60H07 60H30
Full Text:

Full Text:

### On the $$\alpha$$-dependence of stochastic differential equations with Hölder drift and driven by $$\alpha$$-stable Lévy processes. (English)Zbl 1481.60113

MSC:  60H10 60G51
Full Text:

### Mean-square approximation of iterated Ito and Stratonovich stochastic integrals: method of generalized multiple Fourier series. Application to numerical integration of Ito SDEs and semilinear SPDEs. (English)Zbl 07510840

MSC:  60-XX 65-XX
Full Text:

Full Text:

### The homeomorphic property of the stochastic flow generated by the one-default model in one dimensional case. (English)Zbl 07490897

MSC:  60G17 60H05
Full Text:

### Stochastic geometry and dynamics of infinitely many particle systems – random matrices and interacting Brownian motions in infinite dimensions. (English. Japanese original)Zbl 1480.60010

Sugaku Expo. 34, No. 2, 141-173 (2021); translation from Sūgaku 69, No. 3, 225-254 (2017).
Full Text:

Full Text:

Full Text:

Full Text:

### A convergence criterion for systems of point processes from the convergence of their stochastic intensities. (English)Zbl 1479.60006

MSC:  60B12 60G55 60G57
Full Text:

Full Text:

### Random multiple-fragmentation and flow of particles on a surface. (English)Zbl 07452687

MSC:  47D07 82C80 60J45 60G44 60J35 65C30
Full Text:

Full Text:

### Detecting factors of quadratic variation in the presence of market microstructure noise. (English)Zbl 1477.62297

MSC:  62P05 62M07 62M10
Full Text:

Full Text:

Full Text:

### Asymptotic behavior of projections of supercritical multi-type continuous-state and continuous-time branching processes with immigration. (English)Zbl 1478.60231

MSC:  60J80 60F15
Full Text:

### On the convergence of Carathéodory numerical scheme for Mckean-Vlasov equations. (English)Zbl 1474.60152

MSC:  60H10 60H35
Full Text:

### A shape theorem for a one-dimensional growing particle system with a bounded number of occupants per site. (English)Zbl 1482.60124

MSC:  60K35 82C22
Full Text:

### Least squares estimation for path-distribution dependent stochastic differential equations. (English)Zbl 07425981

MSC:  62F12 62M05 60G52 60J75
Full Text:

### Supports for degenerate stochastic differential equations with jumps and applications. (English)Zbl 1474.60155

MSC:  60H10 60J76
Full Text:

### Stationary distributions for two-dimensional sticky Brownian motions: exact tail asymptotics and extreme value distributions. (English)Zbl 1480.60245

MSC:  60J65 60K25 60J60
Full Text:

### Stochastic epidemic models inference and diagnosis with Poisson random measure data augmentation. (English)Zbl 1475.92183

MSC:  92D30 60H10 60G57
Full Text:

### On solvability of integro-differential equations. (English)Zbl 1480.45011

MSC:  45K05 35R09 47G20
Full Text:

Full Text:

### Pathwise uniqueness of stochastic differential equations driven by Cauchy processes with drift. (English)Zbl 07402994

MSC:  60H10 60G52
Full Text:

Full Text:

Full Text:

Full Text:

Full Text:

Full Text:

### Asymptotic expansion of the density for hypoelliptic rough differential equation. (English)Zbl 1469.60365

MSC:  60L50 60F99 60G22
Full Text:

Full Text:

Full Text:

Full Text:

Full Text:

Full Text:

### Simultaneous small noise limit for singularly perturbed slow-fast coupled diffusions. (English)Zbl 1478.60214

MSC:  60J60 60G35
Full Text:

### Polynomials under Ornstein-Uhlenbeck noise and an application to inference in stochastic Hodgkin-Huxley systems. (English)Zbl 1469.62325

MSC:  62M05 60J60 62F12
Full Text:

Full Text:

### Path independence of the additive functionals for Mckean-Vlasov stochastic differential equations with jumps. (English)Zbl 1478.60195

MSC:  60H30 60J76 35R06
Full Text:

MSC:  65C60
Full Text:

### Existence and linear approximation for the stochastic 3D magnetohydrodynamic-alpha model. (English)Zbl 1470.60179

MSC:  60H15 35R60
Full Text:

Full Text:

MSC:  92C15
Full Text:

### Sticky-reflected stochastic heat equation driven by colored noise. (English. Ukrainian original)Zbl 1473.60099

Ukr. Math. J. 72, No. 9, 1377-1419 (2021); translation from Ukr. Mat. Zh. 72, No. 9, 1195-1231 (2020).
MSC:  60H15
Full Text:

### 2D Euler equations with Stratonovich transport noise as a large-scale stochastic model reduction. (English)Zbl 1466.76010

MSC:  76B03 76M35 35Q31
Full Text:

Full Text:

### Functional limit theorems for marked Hawkes point measures. (English)Zbl 1469.60160

MSC:  60G57 60F17 92C70
Full Text:

Full Text:

### Random quasi-periodic paths and quasi-periodic measures of stochastic differential equations. (English)Zbl 07336944

MSC:  60H10 37H10 47D07
Full Text:

### On path-independent Girsanov transform. (English)Zbl 1474.60120

MSC:  60G46 60J25
Full Text:

### Capacities, removable sets and $$L^p$$-uniqueness on Wiener spaces. (English)Zbl 1460.31014

MSC:  31B15 31C15
Full Text:

Full Text:

### The stationary distribution in a class of stochastic SIRS epidemic models with non-monotonic incidence and degenerate diffusion. (English)Zbl 07318288

MSC:  60Fxx 60Jxx
Full Text:

### Extinction and coming down from infinity of continuous-state branching processes with competition in a Lévy environment. (English)Zbl 1476.60155

MSC:  60J80 60J76 60J85
Full Text:

Full Text:

### Stochastic Lagrangian path for Leray’s solutions of 3D Navier-Stokes equations. (English)Zbl 1475.60129

MSC:  60H30 35Q30 60H15
Full Text:

### Acceleration of automatic differentiation of solutions to parabolic partial differential equations: a higher order discretization. (English)Zbl 1458.65132

MSC:  65M75 65C20
Full Text:

### Representation of limit values for nonexpansive stochastic differential games. (English)Zbl 1477.60084

MSC:  60H10 60K35
Full Text:

Full Text:

### On a generalized population dynamics equation with environmental noise. (English)Zbl 1466.60122

MSC:  60H10 92D25
Full Text:

### Wong-Zakai approximations and periodic solutions in distribution of dissipative stochastic differential equations. (English)Zbl 1458.34107

MSC:  34F05 34C25 60J65
Full Text:

Full Text:

### Coexistence and extinction of a periodic stochastic predator-prey model with general functional response. (English)Zbl 07499674

MSC:  60H10 60H30 92D25
Full Text:

Full Text:

### Stochastic comparisons for stochastic heat equation. (English)Zbl 1468.60078

MSC:  60H15 35R60 60G60
Full Text:

### Basic stochastic model for tumor virotherapy. (English)Zbl 1467.92096

MSC:  92C50 60H10
Full Text:

### Reflected backward SDEs in a convex polyhedron. (English)Zbl 1478.60170

Dos Santos, Serge (ed.) et al., Recent advances in mathematics and technology. Proceedings of the first international conference on technology, engineering, and mathematics, TEM18, Kenitra, Morocco, March 26–27, 2018. Cham: Birkhäuser. Appl. Numer. Harmon. Anal., 21-31 (2020).
MSC:  60H10 60G60 35R60
Full Text:

### Almost sure, $$L_1$$- and $$L_2$$-growth behavior of supercritical multi-type continuous state and continuous time branching processes with immigration. (English)Zbl 1475.60163

MSC:  60J80 60F15
Full Text:

Full Text:

Full Text:

Full Text:

### Some results on reflected forward-backward stochastic differential equations. (English)Zbl 1474.60154

MSC:  60H10 65C30
Full Text:

### On dynamics of the maximum likelihood states in nonequilibrium systems. (English)Zbl 1458.60081

MSC:  60H30 37H10
Full Text:

Full Text:

### Spatial growth processes with long range dispersion: microscopics, mesoscopics and discrepancy in spread rate. (English)Zbl 1469.60306

MSC:  60K35 60J80
Full Text:

Full Text:

Full Text:

Full Text:

### Stationary distribution of stochastic population dynamics in state-dependent random environments. (English)Zbl 1458.92062

MSC:  92D25 60H10
Full Text:

Full Text:

Full Text:

all top 5

all top 5

all top 5

all top 3

all top 3