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Stochastic Differential Equations: Theory and Applications
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Boundedness analysis of stochastic delay differential equations with Lévy noise
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A stochastic Hamiltonian formulation applied to dissipative particle dynamics
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Stability of switched neutral stochastic functional systems with different structures under high nonlinearity
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The p th moment exponential ultimate boundedness of impulsive stochastic differential systems
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Noise term modeling of dynamic Monte Carlo using stochastic differential equations
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Optimal guidance law in quantum mechanics
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Solving the random diffusion model in an infinite medium: A mean square approach
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On detectability of stochastic systems
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Statistical control of control-affine nonlinear systems with nonquadratic cost functions: HJB and verification theorems
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Lyapunov-based adaptive state estimation for a class of nonlinear stochastic systems
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Value iteration and adaptive dynamic programming for data-driven adaptive optimal control design
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Energy-based feedback control for stochastic port-controlled Hamiltonian systems
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Generalized Lyapunov criteria on finite-time stability of stochastic nonlinear systems
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Lyapunov theorems for stability and semistability of discrete-time stochastic systems
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On a Burgers type nonlinear equation perturbed by a pure jump Lévy noise in Rd
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Almost sure asymptotic stability of drift-implicit θ -methods for bilinear ordinary stochastic differential equations in R 1
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Exponential stability in p-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations
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Convergence of numerical solutions to stochastic age-dependent population equations
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Solving random mixed heat problems: A random integral transform approach
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A computational method for solving nonlinear stochastic Volterra integral equations
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