نتایج جستجو برای: stochastic differential equations
تعداد نتایج: 574555 فیلتر نتایج به سال:
This paper surveys some results in stochastic differential delay equations beginning with ”On stationary solutions of a stochastic differential equations” by K. Ito and M. Nisio, 1964, and also some results in stochastic stability beginning with the ”Stability of positive supermartingales” by R. Bucy, 1964. The problems discussed in this survey are the existence and uniqueness of solutions of s...
In this study, by applyig a combination of Autoregressive Conditional Heteroskedasticity and stochastic differential equations Models with Markowitz model we estimate the optimal portfolio investment in the housing market are discussed. For this purpose, use of assets, stock prices, housing prices, the price of coins and bonds during the period 1999-2013 with the monthly data. Autoregre...
A general version of the Yamada-Watanabe and Engelbert results relating existence and uniqueness of strong and weak solutions for stochastic equations is given. The results apply to a wide variety of stochastic equations including classical stochastic differential equations, stochastic partial differential equations, and equations involving multiple time transformations.
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