Nature

Stochastic Differential Equations and Random Processes

Stochastic differential equations (SDEs) and random processes form a central framework for modelling systems influenced by inherent uncertainties. These mathematical constructs are used to rigorously ...
Nature

Stochastic Differential Equations and Lévy Processes

Stochastic differential equations (SDEs) provide a foundational framework for modelling systems subject to randomness, incorporating both continuous fluctuations and abrupt changes. In recent decades ...
JSTOR Daily

Stability of Linear Stochastic Difference Equations in Strategically Controlled Random Environments

This is a preview. Log in through your library . Abstract We consider the stochastic sequence {Yt}t∈ N defined recursively by the linear relation Yt+1=AtYt+Bt in a random environment. The environment ...
JSTOR Daily

A STOCHASTIC MCKEAN–VLASOV EQUATION FOR ABSORBING DIFFUSIONS ON THE HALF-LINE

This is a preview. Log in through your library . Abstract We study a finite system of diffusions on the half-line, absorbed when they hit zero, with a correlation effect that is controlled by the ...