Stochastic Differential Equations for Power Law Behaviors

Mapping Intimacies ◽

10.21236/ada577839 ◽

2012 ◽

Author(s):

Bo Jiang ◽

Roger Brockett ◽

Weibo Gong ◽

Don Towsley

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Power Law

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Power-law statistics from nonlinear stochastic differential equations driven by Lévy stable noise

Chaos Solitons & Fractals ◽

10.1016/j.chaos.2015.08.024 ◽

2015 ◽

Vol 81 ◽

pp. 432-442 ◽

Cited By ~ 2

Author(s):

Rytis Kazakevičius ◽

Julius Ruseckas

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Power Law ◽

Nonlinear Stochastic Differential Equations ◽

Stable Noise

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Stochastic differential equations for power law behaviors

2012 IEEE 51st IEEE Conference on Decision and Control (CDC) ◽

10.1109/cdc.2012.6426867 ◽

2012 ◽

Author(s):

Bo Jiang ◽

Roger Brockett ◽

Weibo Gong ◽

Don Towsley

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Power Law

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Constrained Stochastic Differential Equations Driven by Fractional Brownian Motions: Stationarity and Parameter Estimation Problems

10.21236/ada591767 ◽

2013 ◽

Author(s):

Chihoon Lee

Keyword(s):

Parameter Estimation ◽

Differential Equations ◽

Stochastic Differential Equations ◽

Brownian Motions ◽

Fractional Brownian Motions ◽

Estimation Problems

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Method of Iterated Integrals for Solution of Stochastic Integrals with Applications to Monte Carlo Simulation of Stochastic Differential Equations.

SSRN Electronic Journal ◽

10.2139/ssrn.3133959 ◽

2018 ◽

Author(s):

Ahsan Amin

Keyword(s):

Monte Carlo Simulation ◽

Monte Carlo ◽

Differential Equations ◽

Stochastic Differential Equations ◽

Stochastic Integrals ◽

Iterated Integrals

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Delay‐dependent stability of nonlinear hybrid neutral stochastic differential equations with multiple delays

International Journal of Robust and Nonlinear Control ◽

10.1002/rnc.5275 ◽

2020 ◽

Vol 31 (1) ◽

pp. 250-267 ◽

Cited By ~ 1

Author(s):

Ruili Song ◽

Bo Wang ◽

Quanxin Zhu

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Multiple Delays ◽

Delay Dependent ◽

Delay Dependent Stability ◽

Nonlinear Hybrid

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Numerical Approximations to the Stationary Solutions of Stochastic Differential Equations

SIAM Journal on Numerical Analysis ◽

10.1137/100797886 ◽

2011 ◽

Vol 49 (4) ◽

pp. 1397-1416 ◽

Cited By ~ 4

Author(s):

Andrei Yevik ◽

Huaizhong Zhao

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Stationary Solutions ◽

Numerical Approximations

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Strong Solution Existence for a Class of Degenerate Stochastic Differential Equations

IFAC-PapersOnLine ◽

10.1016/j.ifacol.2020.12.007 ◽

2020 ◽

Vol 53 (2) ◽

pp. 2220-2224

Author(s):

William M. McEneaney ◽

Hidehiro Kaise ◽

Peter M. Dower ◽

Ruobing Zhao

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Strong Solution ◽

Solution Existence

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Wong–Zakai approximations for quasilinear systems of Itô’s type stochastic differential equations

Stochastic Processes and their Applications ◽

10.1016/j.spa.2021.07.007 ◽

2021 ◽

Author(s):

Alberto Lanconelli ◽

Ramiro Scorolli

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Quasilinear Systems

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A note on the Euler–Maruyama scheme for 1-dimensional stochastic differential equations involving the local time of the unknown process

Journal of Interdisciplinary Mathematics ◽

10.1080/09720502.2021.1893474 ◽

2021 ◽

pp. 1-21

Author(s):

Mohamed Bourza ◽

Mohsine Benabdallah

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Local Time

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Strong Solutions of Stochastic Differential Equations with Coefficients in Mixed-Norm Spaces

Potential Analysis ◽

10.1007/s11118-021-09913-4 ◽

2021 ◽

Author(s):

Chengcheng Ling ◽

Longjie Xie

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Strong Solutions ◽

Mixed Norm ◽

Mixed Norm Spaces

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