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Aplicaciones del lema de Itô en finanzas corporativas: un enfoque de valoración utilizando ecuaciones diferenciales estocásticas (EDE).

• Authors : Andrés Zapata, Carlos¹

• Source: ODEON - Observatorio de Economía y Operaciones Numéricas. ene-jun2016, Issue 10, p65-84. 19p.

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Numerical Treatments for a Crossover Cholera Mathematical Model Combining Different Fractional Derivatives Based on Nonsingular and Singular Kernels

• Authors : Seham M. AL-Mekhlafi; Kamal R. Raslan; Khalid K. Ali

Subjects: Cholera crossover model; Caputo proportional constant fractional derivative; Caputo-Fabrizio fractional derivative

• Source: Computer Modeling in Engineering & Sciences ; ISSN: 1526-1492 (Print) ; ISSN: 1526-1506 (Online) ; Volume 143 ; Issue 2

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Point symmetry methods for Itô Stochastic Differential Equations (SDE) with a finite jump process

• Authors : Nass, Aminu Ma'aruf; Fredericks, Ebrahim

Subjects: Mathematics and Appplied Mathematics

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Weak Multilevel Path Simulation for Jump-Diffusion Assets

• Authors : Azadeh Ghasemifard; Mohammad Taghi Jahandideh

Subjects: weak approximations; numerical solution of stochastic differential equations (sde); weak multilevel monte-carlo method

• Source: پژوهش‌های ریاضی, Vol 7, Iss 2, Pp 353-370 (2021)

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A new order from the combination of exact coupling and the Euler scheme

• Authors : Yousef Alnafisah

Subjects: exact coupling; stochastic differential equations (sde); numerical solution of stochastic differential equations

• Source: AIMS Mathematics, Vol 7, Iss 4, Pp 6356-6364 (2022)

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Analysis of a State Degradation Model and Preventive Maintenance Strategies for Wind Turbine Generators Based on Stochastic Differential Equations

• Authors : Hongsheng Su; Yifan Zhao; Xueqian Wang

Subjects: stochastic differential equations (SDE); degradation model; condition-based maintenance (CBM)

• Source: Mathematics; Volume 11; Issue 12; Pages: 2608

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Comparison Between Milstein and Exact Coupling Methods using MATLAB for a Particular Two-Dimensional Stochastic Differential Equation.

• Authors : ALNAFISAH, YOUSEF ALI¹

Subjects: *Stochastic differential equations; *Stochastic orders; *Numerical solutions to stochastic differential equations

• Source: Journal of Information Science & Engineering. Nov2020, Vol. 36 Issue 6, p1223-1232. 10p.

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SEM modeling with singular moment matrices: Part II: ML-Estimation of sampled stochastic differential equations

• Authors : Singer, Hermann

Subjects: Buch; Kalman ltering (KF); Maximum Likelihood (ML) estimation

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Identifying change point in production time-series volatility using control charts and stochastic differential equations

• Authors : Kovářík, Martin

Subjects: Control charts; Stochastic Differential Equations (SDE); Statistical Process Control (SPC)

• Source: WSEAS Transactions on Mathematics

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McKean-Vlasov stochastic differential equations and their optimal control ; Equations différentielles stochastiques de type McKean-Vlasov et leur contrôle optimal

• Authors : Mezerdi, Mohamed Amine;

Subjects: Mc Kean-Vlasov stochastic differential equations (SDE); Mean-field stochastic differential equations (SDE); Stability

• Source: https://theses.hal.science/tel-03278583 ; Analyse numérique [math.NA]. Université de Toulon; Université Mohamed Khider (Biskra, Algérie), 2020. Français. ⟨NNT : 2020TOUL0014⟩.

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