311 results in 60Hxx
Implicit renewal theory in the arithmetic case
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- Journal of Applied Probability / Volume 54 / Issue 3 / September 2017
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- 15 September 2017, pp. 732-749
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- September 2017
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Large deviation principle for epidemic models
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- Journal of Applied Probability / Volume 54 / Issue 3 / September 2017
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- 15 September 2017, pp. 905-920
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- September 2017
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Optimal Error Estimates for a Fully Discrete Euler Scheme for Decoupled Forward Backward Stochastic Differential Equations
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- East Asian Journal on Applied Mathematics / Volume 7 / Issue 3 / August 2017
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- 07 September 2017, pp. 548-565
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- August 2017
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SHORT TIME FULL ASYMPTOTIC EXPANSION OF HYPOELLIPTIC HEAT KERNEL AT THE CUT LOCUS
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- Forum of Mathematics, Sigma / Volume 5 / 2017
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- 10 July 2017, e16
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Second-order differential equations with random perturbations and small parameters
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- Proceedings of the Royal Society of Edinburgh. Section A: Mathematics / Volume 147 / Issue 4 / August 2017
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- 05 July 2017, pp. 763-779
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- August 2017
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On the large-time behaviour of the solution of a stochastic differential equation driven by a Poisson point process
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- Advances in Applied Probability / Volume 49 / Issue 2 / June 2017
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- 26 June 2017, pp. 344-367
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- June 2017
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Large deviations for the stochastic predator–prey model with nonlinear functional response
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- Journal of Applied Probability / Volume 54 / Issue 2 / June 2017
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- 22 June 2017, pp. 507-521
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- June 2017
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ON MULTI-ASSET SPREAD OPTION PRICING IN A WICK–ITÔ–SKOROHOD INTEGRAL FRAMEWORK
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- The ANZIAM Journal / Volume 58 / Issue 3-4 / April 2017
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- 24 May 2017, pp. 386-396
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Deferred Correction Methods for Forward Backward Stochastic Differential Equations
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- Numerical Mathematics: Theory, Methods and Applications / Volume 10 / Issue 2 / May 2017
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- 09 May 2017, pp. 222-242
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- May 2017
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RARE EVENTS IN THE STOCHASTIC CAMASSA–HOLM EQUATION
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- The ANZIAM Journal / Volume 58 / Issue 3-4 / April 2017
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- 06 March 2017, pp. 417-427
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High Order Numerical Schemes for Second-Order FBSDEs with Applications to Stochastic Optimal Control
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- Communications in Computational Physics / Volume 21 / Issue 3 / March 2017
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- 07 February 2017, pp. 808-834
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- March 2017
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A Compact Scheme for Coupled Stochastic Nonlinear Schrödinger Equations
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- Communications in Computational Physics / Volume 21 / Issue 1 / January 2017
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- 05 December 2016, pp. 93-125
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- January 2017
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Construction of Symplectic Runge-Kutta Methods for Stochastic Hamiltonian Systems
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- Communications in Computational Physics / Volume 21 / Issue 1 / January 2017
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- 05 December 2016, pp. 237-270
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- January 2017
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Distributions of jumps in a continuous-state branching process with immigration
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- Journal of Applied Probability / Volume 53 / Issue 4 / December 2016
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- 09 December 2016, pp. 1166-1177
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- December 2016
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Uniform approximation of the Cox–Ingersoll–Ross process via exact simulation at random times
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- Advances in Applied Probability / Volume 48 / Issue 4 / December 2016
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- 11 January 2017, pp. 1095-1116
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- December 2016
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Strong Convergence Analysis of Split-Step θ-Scheme for Nonlinear Stochastic Differential Equations with Jumps
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- Advances in Applied Mathematics and Mechanics / Volume 8 / Issue 6 / December 2016
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- 19 September 2016, pp. 1004-1022
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- December 2016
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Prediction-Correction Scheme for Decoupled Forward Backward Stochastic Differential Equations with Jumps
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- East Asian Journal on Applied Mathematics / Volume 6 / Issue 3 / August 2016
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- 20 July 2016, pp. 253-277
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- August 2016
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Numerical Solution of Stochastic Ito-Volterra Integral Equations using Haar Wavelets
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- Numerical Mathematics: Theory, Methods and Applications / Volume 9 / Issue 3 / August 2016
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- 20 July 2016, pp. 416-431
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- August 2016
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The moment exponential stability criterion of nonlinear hybrid stochastic differential equations and its discrete approximations
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- Proceedings of the Royal Society of Edinburgh. Section A: Mathematics / Volume 146 / Issue 6 / December 2016
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- 19 July 2016, pp. 1303-1328
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- December 2016
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Exact sampling of diffusions with a discontinuity in the drift
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- Advances in Applied Probability / Volume 48 / Issue A / July 2016
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- 25 July 2016, pp. 249-259
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- July 2016
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