1028 search results - page 11 / 206 » Stochastic Differential Equations |
JSC
2010
13 years 1 months ago
2010
The linear complete differential resultant of a finite set of linear ordinary differential polynomials is defined. We study the computation by linear complete differential resulta...
HYBRID
2005
Springer
14 years 7 days ago
2005
Springer
Abstract. In this paper, we study the problem of controlling the expected exit time from a region for a class of stochastic hybrid systems. That is, we find the least costly feedb...
CORR
2010
Springer
13 years 6 months ago
2010
Springer
The fractional Laplacian (-)/2 commutes with the primary coordination transformations in the Euclidean space Rd: dilation, translation and rotation, and has tight link to splines, ...
SIAMCO
2011
13 years 1 months ago
2011
We study properties of solutions to fully nonlinear versions of the standard Black– Scholes partial differential equation. These equations have been introduced in financial mat...
SIAMSC
2008
13 years 6 months ago
2008
In systems biology, the stochastic description of biochemical reaction kinetics is increasingly being employed to model gene regulatory networks and signalling pathways. Mathematic...