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Wiener process  2 times
Theorem  2 times
Physics  2 times
Markov chain  2 times
Hilbert space  2 times
Covariance  2 times
Algorithm  2 times
Vector field  1 time
Taylor series  1 time
Subderivative  1 time
Stochastic process  1 time
Spectroscopy  1 time
Random walk  1 time
Radar  1 time
Quantum mechanics  1 time
Pharmacokinetics  1 time
Optimal control  1 time
Numerical methods for ordinary differential equations  1 time
Mathematical optimization  1 time
Master equation  1 time
Lebesgue measure  1 time
Kalman filter  1 time
Inverse problem  1 time
Integro-differential equation  1 time
Hidden Markov model  1 time
Hermann Weyl  1 time
Hamiltonian mechanics  1 time
Fractional Brownian motion  1 time
Finite difference method  1 time
Extended Kalman filter  1 time
Economic model  1 time
Computational biology  1 time
Cauchy problem  1 time
Affine transformation  1 time
Absolute continuity  1 time

Publications tagged with this subject: 14

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1. On solutions set of a multivalued stochastic differential equation

2. Density functions of doubly-perturbed stochastic differential equations with jumps

3. Stochastic continuous time growth models that allow for closed form solutions

4. A control problem under incomplete information for a linear stochastic differential equation

5. Pharmacometrics models with hidden Markovian dynamics

6. Reconstruction of external actions under incomplete information in a linear stochastic equation

7. A phase-space formulation and Gaussian approximation of the filtering equations for nonlinear quantum stochastic systems

8. The multifractal spectrum of a sea clutter using a random walk model

9. Stochastic Nonlinear Parabolic Equations with Stratonovich Gradient Noise

10. Existence, Uniqueness and Stability of $$L^1$$ L1 Solutions for Multidimensional Backward Stochastic Differential Equations with Generators of One-Sided Osgood Type

11. Existence and Uniqueness of the Solution to the Cauchy Problem for the Stochastic Reaction-Diffusion Differential Equation of Neutral Type

12. Transportation Inequalities for Neutral Stochastic Differential Equations Driven by Fractional Brownian Motion with Hurst Parameter Lesser Than 1/2

13. Itô–Taylor Expansions for Systems of Stochastic Differential Equations with Applications to Stochastic Partial Differential Equations

14. Optimal Control of Stochastic Hybrid Models in the Framework of Regime Switches


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