7 results
Exact simulation for multivariate Itô diffusions
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 52 / Issue 4 / December 2020
- Published online by Cambridge University Press:
- 03 December 2020, pp. 1003-1034
- Print publication:
- December 2020
-
- Article
- Export citation
Controllability of stochastic nonlinear oscillating delay systems driven by the Rosenblatt distribution
- Part of
-
- Journal:
- Proceedings of the Royal Society of Edinburgh. Section A: Mathematics / Volume 151 / Issue 1 / February 2021
- Published online by Cambridge University Press:
- 03 March 2020, pp. 217-239
- Print publication:
- February 2021
-
- Article
- Export citation
On the stochastic resonance phenomenon in parametrically excited systems
- Part of
-
- Journal:
- European Journal of Applied Mathematics / Volume 30 / Issue 5 / October 2019
- Published online by Cambridge University Press:
- 26 September 2018, pp. 986-1003
-
- Article
- Export citation
Approximate analytical solutions for a class of nonlinear stochastic differential equations
- Part of
-
- Journal:
- European Journal of Applied Mathematics / Volume 30 / Issue 5 / October 2019
- Published online by Cambridge University Press:
- 18 September 2018, pp. 928-944
-
- Article
- Export citation
On Large Deviations for Small Noise Itô Processes
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 46 / Issue 4 / December 2014
- Published online by Cambridge University Press:
- 22 February 2016, pp. 1126-1147
- Print publication:
- December 2014
-
- Article
-
- You have access
- Export citation
Weak approximation of stochastic differential delay equations for bounded measurable function
- Part of
-
- Journal:
- LMS Journal of Computation and Mathematics / Volume 16 / October 2013
- Published online by Cambridge University Press:
- 01 September 2013, pp. 319-343
-
- Article
-
- You have access
- Export citation
STABILITY OF HALF-LINEAR NEUTRAL STOCHASTIC DIFFERENTIAL EQUATIONS WITH DELAYS
- Part of
-
- Journal:
- Bulletin of the Australian Mathematical Society / Volume 80 / Issue 3 / December 2009
- Published online by Cambridge University Press:
- 13 August 2009, pp. 369-383
- Print publication:
- December 2009
-
- Article
-
- You have access
- Export citation