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Listar por palabra clave "Stochastic calculus"

RiuNet: Repositorio Institucional de la Universidad Politécnica de Valencia

Listar por palabra clave "Stochastic calculus"

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    A comparative study to the numerical approximation of random Airy differential equation 
    Cortés López, Juan Carlos; Jódar Sánchez, Lucas Antonio; Romero Bauset, José Vicente; Roselló Ferragud, María Dolores (Elsevier, 2011-11)
    The aim of this paper is twofold. First, we deal with the extension to the random framework of the piecewise Fröbenius method to solve Airy differential equations. This extension is based on mean square stochastic calculus. ...
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    Solving Riccati time-dependent models with random quadratic coefficient 
    Cortés López, Juan Carlos; Jódar Sánchez, Lucas Antonio; Company Rossi, Rafael; Villafuerte Altuzar, Laura (Elsevier, 2011-12)
    This paper deals with the construction of approximate solutions of a random logistic differential equation whose nonlinear coefficient is assumed to be an analytic stochastic process and the initial condition is a random ...