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The exact discrete model of a third-order system of linear stochastic differential equations with observable stochastic trends
Simos, Theodore - In: Macroeconomic dynamics 13 (2009) 5, pp. 656-672
Persistent link: https://www.econbiz.de/10003906391
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Controlled stochastic differential equations under Poisson uncertainty and with unbounded utility
Sennewald, Ken - In: Journal of economic dynamics & control 31 (2007) 4, pp. 1106-1131
Persistent link: https://www.econbiz.de/10003443356
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Macroscopic limits for stochastic partial differential equations of McKean-Vlasov type
Kotelenez, Peter M.; Kurtz, Thomas G. - In: Probability theory and related fields 146 (2010) 1/2, pp. 189-222
Persistent link: https://www.econbiz.de/10003933901
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Harmonic analysis of stochastic equations and backward stochastic differential equations
Delbaen, Freddy; Tang, Shanjian - In: Probability theory and related fields 146 (2010) 1/2, pp. 291-336
Persistent link: https://www.econbiz.de/10003933919
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A stochastic representation for backward incompressible Navier-Stokes equations
Zhang, Xicheng - In: Probability theory and related fields 148 (2010) 1/2, pp. 305-332
Persistent link: https://www.econbiz.de/10003982789
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A generalized Neyman-Pearson lemma for g-probabilities
Ji, Shaolin; Zhou, Xun Yu - In: Probability theory and related fields 148 (2010) 3/4, pp. 645-669
Persistent link: https://www.econbiz.de/10008649933
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Production technologies in stochastic continuous time models
Wälde, Klaus - In: Journal of economic dynamics & control 35 (2011) 4, pp. 616-622
Persistent link: https://www.econbiz.de/10009240575
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Malaria in Northwest India : data analysis via partially observed stochastic differential equation models driven by Lévy Noise
Bhadra, Anindya; Ionides, Edward L.; Laneri, Karina; … - In: Journal of the American Statistical Association : JASA 106 (2011) 494, pp. 440-451
Persistent link: https://www.econbiz.de/10009267765
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Multilevel Monte Carlo for stochastic differential equations with additive fractional noise
Kloeden, Peter E.; Neuenkirch, Andreas; Pavani, Raffaella - 2011
Persistent link: https://www.econbiz.de/10009305696
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An approximation scheme for diffusion processes based on an antisymmetric calculus over Wiener space
Yoshikawa, Kazuhiro - In: Asia-Pacific financial markets 22 (2015) 2, pp. 185-207
Persistent link: https://www.econbiz.de/10011377529