**Commenced**in January 2007

**Frequency:**Monthly

**Edition:**International

**Paper Count:**2910

# Search results for: stochastic differential equations

##### 2910 Weak Solutions Of Stochastic Fractional Differential Equations

**Authors:**
Lev Idels,
Arcady Ponosov

**Abstract:**

**Keywords:**
delay equations,
operator methods,
stochastic noise,
weak solutions

##### 2909 On Stability of Stochastic Differential Equations with Non Trivial Solutions

**Authors:**
Fakhreddin Abedi,
Wah June Leong

**Abstract:**

**Keywords:**
exponential stability in probability,
stochastic differential equations,
Lyapunov technique,
Ito’s formula

##### 2908 Stochastic Age-Structured Population Models

**Authors:**
Arcady Ponosov

**Abstract:**

**Keywords:**
boundary value problems,
population models,
stochastic delay differential equations,
stochastic partial differential equation

##### 2907 Lyapunov and Input-to-State Stability of Stochastic Differential Equations

**Authors:**
Arcady Ponosov,
Ramazan Kadiev

**Abstract:**

**Keywords:**
asymptotic stability,
delay equations,
operator methods,
stochastic perturbations

##### 2906 Stochastic Variation of the Hubble's Parameter Using Ornstein-Uhlenbeck Process

**Authors:**
Mary Chriselda A

**Abstract:**

**Keywords:**
Chapman Kolmogorov forward differential equations,
fourier transformation,
hubble's parameter,
ornstein-uhlenbeck process ,
stochastic differential equations

##### 2905 Modelling Structural Breaks in Stock Price Time Series Using Stochastic Differential Equations

**Authors:**
Daniil Karzanov

**Abstract:**

**Keywords:**
stock market,
earnings reports,
financial time series,
structural breaks,
stochastic differential equations

##### 2904 Regularization of Gene Regulatory Networks Perturbed by White Noise

**Authors:**
Ramazan I. Kadiev,
Arcady Ponosov

**Abstract:**

**Keywords:**
ill-posed problems,
singular perturbation analysis,
stochastic differential equations,
switching nonlinearities

##### 2903 The Non-Uniqueness of Partial Differential Equations Options Price Valuation Formula for Heston Stochastic Volatility Model

**Authors:**
H. D. Ibrahim,
H. C. Chinwenyi,
T. Danjuma

**Abstract:**

**Keywords:**
Black-Scholes partial differential equations,
Ito process,
option price valuation,
partial differential equations

##### 2902 Solving SPDEs by Least Squares Method

**Authors:**
Hassan Manouzi

**Abstract:**

**Keywords:**
least squares,
wick product,
SPDEs,
finite element,
wiener chaos expansion,
gradient method

##### 2901 Global Stability Of Nonlinear Itô Equations And N. V. Azbelev's W-method

**Authors:**
Arcady Ponosov.,
Ramazan Kadiev

**Abstract:**

**Keywords:**
asymptotic stability,
delay equations,
operator methods,
stochastic noise

##### 2900 Development of Extended Trapezoidal Method for Numerical Solution of Volterra Integro-Differential Equations

**Authors:**
Fuziyah Ishak,
Siti Norazura Ahmad

**Abstract:**

**Keywords:**
accuracy,
extended trapezoidal method,
numerical solution,
Volterra integro-differential equations

##### 2899 Method to Find a ε-Optimal Control of Stochastic Differential Equation Driven by a Brownian Motion

**Authors:**
Francys Souza,
Alberto Ohashi,
Dorival Leao

**Abstract:**

**Keywords:**
dynamic programming equation,
optimal control,
stochastic control,
stochastic differential equation

##### 2898 Solving Stochastic Eigenvalue Problem of Wick Type

**Authors:**
Hassan Manouzi,
Taous-Meriem Laleg-Kirati

**Abstract:**

**Keywords:**
eigenvalue problem,
Wick product,
SPDEs,
finite element,
Wiener-Ito chaos expansion

##### 2897 On the Relation between λ-Symmetries and μ-Symmetries of Partial Differential Equations

**Authors:**
Teoman Ozer,
Ozlem Orhan

**Abstract:**

**Keywords:**
λ-symmetry,
μ-symmetry,
classification,
invariant solution

##### 2896 Reduced Differential Transform Methods for Solving the Fractional Diffusion Equations

**Authors:**
Yildiray Keskin,
Omer Acan,
Murat Akkus

**Abstract:**

**Keywords:**
fractional diffusion equations,
Caputo fractional derivative,
reduced differential transform method,
partial

##### 2895 Hybrid Equity Warrants Pricing Formulation under Stochastic Dynamics

**Authors:**
Teh Raihana Nazirah Roslan,
Siti Zulaiha Ibrahim,
Sharmila Karim

**Abstract:**

**Keywords:**
Cox-Ingersoll-Ross model,
equity warrants,
Heston model,
hybrid models,
stochastic

##### 2894 Nonhomogeneous Linear Second Order Differential Equations and Resonance through Geogebra Program

**Authors:**
F. Maass,
P. Martin,
J. Olivares

**Abstract:**

**Keywords:**
education,
geogebra,
ordinary differential equations,
resonance

##### 2893 Generalization of Tau Approximant and Error Estimate of Integral Form of Tau Methods for Some Class of Ordinary Differential Equations

**Authors:**
A. I. Ma’ali,
R. B. Adeniyi,
A. Y. Badeggi,
U. Mohammed

**Abstract:**

**Keywords:**
approximant,
error estimate,
tau method,
overdetermination

##### 2892 A Nonlinear Stochastic Differential Equation Model for Financial Bubbles and Crashes with Finite-Time Singularities

**Authors:**
Haowen Xi

**Abstract:**

**Keywords:**
bubble,
crash,
finite-time-singular,
numerical simulation,
price dynamics,
stochastic differential equations

##### 2891 Numerical Solution for Integro-Differential Equations by Using Quartic B-Spline Wavelet and Operational Matrices

**Authors:**
Khosrow Maleknejad,
Yaser Rostami

**Abstract:**

**Keywords:**
ıntegro-differential equations,
quartic B-spline wavelet,
operational matrices,
dual functions

##### 2890 Numerical Treatment of Block Method for the Solution of Ordinary Differential Equations

**Authors:**
A. M. Sagir

**Abstract:**

**Keywords:**
block method,
first order ordinary differential equations,
hybrid,
self-starting

##### 2889 Integral Image-Based Differential Filters

**Authors:**
Kohei Inoue,
Kenji Hara,
Kiichi Urahama

**Abstract:**

**Keywords:**
integral images,
differential images,
differential filters,
image fusion

##### 2888 Series Solutions to Boundary Value Differential Equations

**Authors:**
Armin Ardekani,
Mohammad Akbari

**Abstract:**

**Keywords:**
computational mathematics,
differential equations,
engineering,
series

##### 2887 Dynamical Relation of Poisson Spike Trains in Hodkin-Huxley Neural Ion Current Model and Formation of Non-Canonical Bases, Islands, and Analog Bases in DNA, mRNA, and RNA at or near the Transcription

**Authors:**
Michael Fundator

**Abstract:**

**Keywords:**
Fokker-Plank stochastic differential equation,
Kolmogorov-Chentsov continuity theorem,
neural networks,
translation and transcription

##### 2886 Existence of positive periodic solutions for certain delay differential equations

**Authors:**
Farid Nouioua,
Abdelouaheb Ardjouni

**Abstract:**

**Keywords:**
delay differential equations,
positive periodic solutions,
integral equations,
Krasnoselskii fixed point theorem

##### 2885 On the Approximate Solution of Continuous Coefficients for Solving Third Order Ordinary Differential Equations

**Authors:**
A. M. Sagir

**Abstract:**

**Keywords:**
block method,
hybrid,
linear multistep,
self-starting,
third order ordinary differential equations

##### 2884 A Study on Stochastic Integral Associated with Catastrophes

**Authors:**
M. Reni Sagayaraj,
S. Anand Gnana Selvam,
R. Reynald Susainathan

**Abstract:**

**Keywords:**
stochastic integrals,
single–server queue model,
catastrophes,
busy period

##### 2883 Algorithms Utilizing Wavelet to Solve Various Partial Differential Equations

**Authors:**
K. P. Mredula,
D. C. Vakaskar

**Abstract:**

**Keywords:**
multi-resolution,
Haar Wavelet,
partial differential equation,
numerical methods

##### 2882 Solution of Singularly Perturbed Differential Difference Equations Using Liouville Green Transformation

**Authors:**
Y. N. Reddy

**Abstract:**

**Keywords:**
difference equations,
differential equations,
singular perturbations,
boundary layer

##### 2881 Strict Stability of Fuzzy Differential Equations by Lyapunov Functions

**Authors:**
Mustafa Bayram Gücen,
Coşkun Yakar

**Abstract:**

**Keywords:**
fuzzy systems,
fuzzy differential equations,
fuzzy stability,
strict stability