Wang, Su Mei; Wang, Guo Qiang Boundedness of numerical solutions to stochastic functional differential equations with delay. (Chinese. English summary) Zbl 1503.65023 Math. Theory Appl. 35, No. 1, 59-64 (2015). MSC: 65C30 34K50 PDFBibTeX XMLCite \textit{S. M. Wang} and \textit{G. Q. Wang}, Math. Theory Appl. 35, No. 1, 59--64 (2015; Zbl 1503.65023)
Román-Román, Patricia; Torres-Ruiz, Francisco The nonhomogeneous lognormal diffusion process as a general process to model particular types of growth patterns. (English) Zbl 1502.60123 Di Nardo, Elvira (ed.), Recent advances in probability and statistics. Potenza: Seminario Interdisciplinare di Matematica (S.I.M.). Lect. Notes Semin. Interdiscip. Mat. 12, 201-219 (2015). MSC: 60J60 62M05 65C30 PDFBibTeX XMLCite \textit{P. Román-Román} and \textit{F. Torres-Ruiz}, Lect. Notes Semin. Interdiscip. Mat. 12, 201--219 (2015; Zbl 1502.60123) Full Text: Link
Mohammadi, Masoumeh; Borzi, Alfio A Hermite spectral method for a Fokker-Planck optimal control problem in an unbounded domain. (English) Zbl 1498.65173 Int. J. Uncertain. Quantif. 5, No. 3, 233-254 (2015). MSC: 65M70 49K20 49M05 65K10 65C30 60H30 PDFBibTeX XMLCite \textit{M. Mohammadi} and \textit{A. Borzi}, Int. J. Uncertain. Quantif. 5, No. 3, 233--254 (2015; Zbl 1498.65173) Full Text: DOI
Stoyanov, M.; Webster, C. G. A gradient-based sampling approach for dimension reduction of partial differential equations with stochastic coefficients. (English) Zbl 1498.65024 Int. J. Uncertain. Quantif. 5, No. 1, 49-72 (2015). MSC: 65C30 PDFBibTeX XMLCite \textit{M. Stoyanov} and \textit{C. G. Webster}, Int. J. Uncertain. Quantif. 5, No. 1, 49--72 (2015; Zbl 1498.65024) Full Text: DOI
Kisielewicz, Michał Boundedness of set-valued stochastic integrals. (English) Zbl 1513.60062 Discuss. Math., Differ. Incl. Control Optim. 35, No. 2, 197-207 (2015). MSC: 60H05 28B20 47H04 PDFBibTeX XMLCite \textit{M. Kisielewicz}, Discuss. Math., Differ. Incl. Control Optim. 35, No. 2, 197--207 (2015; Zbl 1513.60062) Full Text: DOI
Tang, Tao; Zhou, Tao Recent developments in high order numerical methods for uncertainty quantification. (Chinese. English summary) Zbl 1499.65022 Sci. Sin., Math. 45, No. 7, 891-928 (2015). MSC: 65C30 41A10 60-08 60H35 PDFBibTeX XMLCite \textit{T. Tang} and \textit{T. Zhou}, Sci. Sin., Math. 45, No. 7, 891--928 (2015; Zbl 1499.65022) Full Text: DOI
Wang, Fengyu Integration by parts formula and applications for SDEs with Lévy noise. (Chinese. English summary) Zbl 1488.60154 Sci. Sin., Math. 45, No. 5, 461-470 (2015). MSC: 60H10 26B20 PDFBibTeX XMLCite \textit{F. Wang}, Sci. Sin., Math. 45, No. 5, 461--470 (2015; Zbl 1488.60154) Full Text: DOI arXiv
Chen, Yingyu; Zhang, Lixin Asymptotic error for the Milstein scheme for SDEs with stochastic evaluation times. (Chinese. English summary) Zbl 1488.65009 Sci. Sin., Math. 45, No. 3, 287-300 (2015). MSC: 65C30 60H35 60H10 65L70 65L20 PDFBibTeX XMLCite \textit{Y. Chen} and \textit{L. Zhang}, Sci. Sin., Math. 45, No. 3, 287--300 (2015; Zbl 1488.65009) Full Text: DOI
El-Sayed, A. M. A.; Eladdad, E. E.; Madkour, H. F. A. On some equivalent problems of stochastic differential equations of fractional order. (English) Zbl 1488.34440 J. Fract. Calc. Appl. 6, No. 2, 115-122 (2015). MSC: 34K50 34K37 45R05 PDFBibTeX XMLCite \textit{A. M. A. El-Sayed} et al., J. Fract. Calc. Appl. 6, No. 2, 115--122 (2015; Zbl 1488.34440) Full Text: Link
Bauzet, Caroline Time-splitting approximation of the Cauchy problem for a stochastic conservation law. (English) Zbl 07313406 Math. Comput. Simul. 118, 73-86 (2015). MSC: 65-XX 90-XX PDFBibTeX XMLCite \textit{C. Bauzet}, Math. Comput. Simul. 118, 73--86 (2015; Zbl 07313406) Full Text: DOI HAL
Yan, Zuomao; Lu, Fangxia Existence results for a new class of fractional impulsive partial neutral stochastic integro-differential equations with infinite delay. (English) Zbl 1451.34100 J. Appl. Anal. Comput. 5, No. 3, 329-346 (2015). MSC: 34K30 34K37 34K40 34K45 34K50 47N20 PDFBibTeX XMLCite \textit{Z. Yan} and \textit{F. Lu}, J. Appl. Anal. Comput. 5, No. 3, 329--346 (2015; Zbl 1451.34100) Full Text: DOI
Ahn, Tae-Hyuk; Han, Xiaoying; Sandu, Adrian Implicit simulation methods for stochastic chemical kinetics. (English) Zbl 07246332 J. Appl. Anal. Comput. 5, No. 3, 420-452 (2015). MSC: 65C05 65C30 PDFBibTeX XMLCite \textit{T.-H. Ahn} et al., J. Appl. Anal. Comput. 5, No. 3, 420--452 (2015; Zbl 07246332) Full Text: DOI arXiv
Christou, Vasiliki; Fokianos, Konstantinos On count time series prediction. (English) Zbl 1457.62258 J. Stat. Comput. Simulation 85, No. 2, 357-373 (2015). MSC: 62M10 62F12 62M20 PDFBibTeX XMLCite \textit{V. Christou} and \textit{K. Fokianos}, J. Stat. Comput. Simulation 85, No. 2, 357--373 (2015; Zbl 1457.62258) Full Text: DOI
Kim, Weonbae On martingale property of the stochastic integral equations. (English) Zbl 1433.60056 Korean J. Math. 23, No. 3, 491-502 (2015). MSC: 60H15 60H20 60G44 65C30 28C20 PDFBibTeX XMLCite \textit{W. Kim}, Korean J. Math. 23, No. 3, 491--502 (2015; Zbl 1433.60056) Full Text: DOI Link
Li, Ruosha; Peng, Limin Quantile regression adjusting for dependent censoring from semicompeting risks. (English) Zbl 1414.62136 J. R. Stat. Soc., Ser. B, Stat. Methodol. 77, No. 1, 107-130 (2015). MSC: 62G08 62N01 62N05 62P10 60H20 PDFBibTeX XMLCite \textit{R. Li} and \textit{L. Peng}, J. R. Stat. Soc., Ser. B, Stat. Methodol. 77, No. 1, 107--130 (2015; Zbl 1414.62136) Full Text: DOI Link
Gong, Benxue; Rui, Hongxing One order numerical scheme for forward-backward stochastic differential equations. (English) Zbl 1410.65009 Appl. Math. Comput. 271, 220-231 (2015). MSC: 65C30 60H10 PDFBibTeX XMLCite \textit{B. Gong} and \textit{H. Rui}, Appl. Math. Comput. 271, 220--231 (2015; Zbl 1410.65009) Full Text: DOI
Wang, Xiao; Ning, Yufu; Moughal, Tauqir A.; Chen, Xiumei Adams-Simpson method for solving uncertain differential equation. (English) Zbl 1410.60067 Appl. Math. Comput. 271, 209-219 (2015). MSC: 60H35 60A86 60G51 65C30 93E20 PDFBibTeX XMLCite \textit{X. Wang} et al., Appl. Math. Comput. 271, 209--219 (2015; Zbl 1410.60067) Full Text: DOI
Yang, Xiangfeng; Ralescu, Dan A. Adams method for solving uncertain differential equations. (English) Zbl 1410.65012 Appl. Math. Comput. 270, 993-1003 (2015). MSC: 65C30 60H35 PDFBibTeX XMLCite \textit{X. Yang} and \textit{D. A. Ralescu}, Appl. Math. Comput. 270, 993--1003 (2015; Zbl 1410.65012) Full Text: DOI
Przybyłowicz, Paweł Optimal global approximation of SDEs with time-irregular coefficients in asymptotic setting. (English) Zbl 1410.60058 Appl. Math. Comput. 270, 441-457 (2015). MSC: 60H10 65C30 90C26 PDFBibTeX XMLCite \textit{P. Przybyłowicz}, Appl. Math. Comput. 270, 441--457 (2015; Zbl 1410.60058) Full Text: DOI
Samidurai, Rajendran; Manivannan, Raman Robust passivity analysis for stochastic impulsive neural networks with leakage and additive time-varying delay components. (English) Zbl 1410.93091 Appl. Math. Comput. 268, 743-762 (2015). MSC: 93D05 90C25 92B20 34K45 34K50 60H10 PDFBibTeX XMLCite \textit{R. Samidurai} and \textit{R. Manivannan}, Appl. Math. Comput. 268, 743--762 (2015; Zbl 1410.93091) Full Text: DOI
Li, Liangliang; Jian, Jigui Exponential \(p\)-convergence analysis for stochastic BAM neural networks with time-varying and infinite distributed delays. (English) Zbl 1410.92009 Appl. Math. Comput. 266, 860-873 (2015). MSC: 92B20 60H10 93E15 PDFBibTeX XMLCite \textit{L. Li} and \textit{J. Jian}, Appl. Math. Comput. 266, 860--873 (2015; Zbl 1410.92009) Full Text: DOI
Liu, Linna; Zhu, Quanxin Almost sure exponential stability of numerical solutions to stochastic delay Hopfield neural networks. (English) Zbl 1410.65010 Appl. Math. Comput. 266, 698-712 (2015). MSC: 65C30 34K50 60H10 34F05 92B20 PDFBibTeX XMLCite \textit{L. Liu} and \textit{Q. Zhu}, Appl. Math. Comput. 266, 698--712 (2015; Zbl 1410.65010) Full Text: DOI
Zhou, Shaobo Exponential stability of numerical solution to neutral stochastic functional differential equation. (English) Zbl 1410.65013 Appl. Math. Comput. 266, 441-461 (2015). MSC: 65C30 60H10 34K28 34K50 PDFBibTeX XMLCite \textit{S. Zhou}, Appl. Math. Comput. 266, 441--461 (2015; Zbl 1410.65013) Full Text: DOI
Liu, Meng; Deng, Meiling; Du, Bo Analysis of a stochastic logistic model with diffusion. (English) Zbl 1410.34172 Appl. Math. Comput. 266, 169-182 (2015). MSC: 34F05 92D25 60H10 60H20 PDFBibTeX XMLCite \textit{M. Liu} et al., Appl. Math. Comput. 266, 169--182 (2015; Zbl 1410.34172) Full Text: DOI
Sadati, Z.; Maleknejad, Kh. Application of triangular functions for solving the Vasicek model. (English) Zbl 1415.91319 J. Linear Topol. Algebra 4, No. 3, 173-182 (2015). MSC: 91G60 65C30 60H20 91G30 PDFBibTeX XMLCite \textit{Z. Sadati} and \textit{Kh. Maleknejad}, J. Linear Topol. Algebra 4, No. 3, 173--182 (2015; Zbl 1415.91319) Full Text: Link
Dzhalladova, Irada; Ružičková, Miroslava; Štoudková Ružičková, Viera Stability of the zero solution of nonlinear differential equations under the influence of white noise. (English) Zbl 1422.34236 Adv. Difference Equ. 2015, Paper No. 143, 11 p. (2015). MSC: 34K50 60H10 60H30 65C30 PDFBibTeX XMLCite \textit{I. Dzhalladova} et al., Adv. Difference Equ. 2015, Paper No. 143, 11 p. (2015; Zbl 1422.34236) Full Text: DOI
Guo, Qian; Zhong, Juan Almost sure exponential stability of an explicit stochastic orthogonal Runge-Kutta-Chebyshev method for stochastic delay differential equations. (English) Zbl 1422.65021 Adv. Difference Equ. 2015, Paper No. 304, 8 p. (2015). MSC: 65C30 60H10 65L06 PDFBibTeX XMLCite \textit{Q. Guo} and \textit{J. Zhong}, Adv. Difference Equ. 2015, Paper No. 304, 8 p. (2015; Zbl 1422.65021) Full Text: DOI
Zhan, Qingyi Mean-square numerical approximations to random periodic solutions of stochastic differential equations. (English) Zbl 1422.60122 Adv. Difference Equ. 2015, Paper No. 292, 17 p. (2015). MSC: 60H35 60H10 45R05 65M06 65C30 PDFBibTeX XMLCite \textit{Q. Zhan}, Adv. Difference Equ. 2015, Paper No. 292, 17 p. (2015; Zbl 1422.60122) Full Text: DOI
Liu, Zaiming; Song, Na Asymptotic behavior of sample paths for retarded stochastic differential equations without dissipativity. (English) Zbl 1422.60101 Adv. Difference Equ. 2015, Paper No. 177, 12 p. (2015). MSC: 60H10 34K50 60H15 34K20 65C30 PDFBibTeX XMLCite \textit{Z. Liu} and \textit{N. Song}, Adv. Difference Equ. 2015, Paper No. 177, 12 p. (2015; Zbl 1422.60101) Full Text: DOI
El-Wakil, S. A.; Sallah, M.; El-Hanbaly, A. M. Random variable transformation for generalized stochastic radiative transfer in finite participating slab media. (English) Zbl 1459.78009 Physica A 435, 66-79 (2015). MSC: 78A48 78A45 78A40 PDFBibTeX XMLCite \textit{S. A. El-Wakil} et al., Physica A 435, 66--79 (2015; Zbl 1459.78009) Full Text: DOI
Pranesh, Srikara; Ghosh, Debraj Faster computation of the Karhunen-Loève expansion using its domain independence property. (English) Zbl 1425.65014 Comput. Methods Appl. Mech. Eng. 285, 125-145 (2015). MSC: 65C20 45R05 60G60 60H35 65R20 PDFBibTeX XMLCite \textit{S. Pranesh} and \textit{D. Ghosh}, Comput. Methods Appl. Mech. Eng. 285, 125--145 (2015; Zbl 1425.65014) Full Text: DOI
Thaiprayoon, Chatthai; Ntouyas, Sotiris K.; Tariboon, Jessada On the nonlocal Katugampola fractional integral conditions for fractional Langevin equation. (English) Zbl 1422.34064 Adv. Difference Equ. 2015, Paper No. 374, 16 p. (2015). MSC: 34A08 82C31 PDFBibTeX XMLCite \textit{C. Thaiprayoon} et al., Adv. Difference Equ. 2015, Paper No. 374, 16 p. (2015; Zbl 1422.34064) Full Text: DOI
Yin, Zhengwei; Gan, Siqing An improved Milstein method for stiff stochastic differential equations. (English) Zbl 1422.60110 Adv. Difference Equ. 2015, Paper No. 369, 16 p. (2015). MSC: 60H10 65C30 65L20 60H35 34F05 PDFBibTeX XMLCite \textit{Z. Yin} and \textit{S. Gan}, Adv. Difference Equ. 2015, Paper No. 369, 16 p. (2015; Zbl 1422.60110) Full Text: DOI
Yin, Zhengwei; Gan, Siqing Chebyshev spectral collocation method for stochastic delay differential equations. (English) Zbl 1422.60109 Adv. Difference Equ. 2015, Paper No. 113, 12 p. (2015). MSC: 60H10 65L20 34F05 65C30 65C99 PDFBibTeX XMLCite \textit{Z. Yin} and \textit{S. Gan}, Adv. Difference Equ. 2015, Paper No. 113, 12 p. (2015; Zbl 1422.60109) Full Text: DOI
Jiménez-Aquino, J. I.; Cortés, Emilio Hamilton-Jacobi and Fokker-Planck equations for the harmonic oscillator in the inertial regime. (English) Zbl 1395.82189 Physica A 422, 203-209 (2015). MSC: 82C31 81S40 35Q84 PDFBibTeX XMLCite \textit{J. I. Jiménez-Aquino} and \textit{E. Cortés}, Physica A 422, 203--209 (2015; Zbl 1395.82189) Full Text: DOI
Chandrasekar, A.; Rakkiyappan, R.; Cao, Jinde Impulsive synchronization of Markovian jumping randomly coupled neural networks with partly unknown transition probabilities via multiple integral approach. (English) Zbl 1396.93108 Neural Netw. 70, 27-38 (2015). MSC: 93E03 68T05 60J75 92B20 PDFBibTeX XMLCite \textit{A. Chandrasekar} et al., Neural Netw. 70, 27--38 (2015; Zbl 1396.93108) Full Text: DOI
Du, Ying; Mei, Changlin A compensated numerical method for solving stochastic differential equations with variable delays and random jump magnitudes. (English) Zbl 1394.65006 Math. Probl. Eng. 2015, Article ID 810160, 11 p. (2015). MSC: 65C30 PDFBibTeX XMLCite \textit{Y. Du} and \textit{C. Mei}, Math. Probl. Eng. 2015, Article ID 810160, 11 p. (2015; Zbl 1394.65006) Full Text: DOI
Djordjević, Jasmina; Janković, Svetlana Backward stochastic Volterra integral equations with additive perturbations. (English) Zbl 1410.60064 Appl. Math. Comput. 265, 903-910 (2015). MSC: 60H20 65R20 45D05 45R05 65C30 PDFBibTeX XMLCite \textit{J. Djordjević} and \textit{S. Janković}, Appl. Math. Comput. 265, 903--910 (2015; Zbl 1410.60064) Full Text: DOI
Iskhakov, Fedor Multidimensional endogenous gridpoint method: solving triangular dynamic stochastic optimization problems without root-finding operations. (English) Zbl 1394.90550 Econ. Lett. 135, 72-76 (2015); corrigendum ibid. 150, 26 (2017). MSC: 90C39 90C15 65C30 PDFBibTeX XMLCite \textit{F. Iskhakov}, Econ. Lett. 135, 72--76 (2015; Zbl 1394.90550) Full Text: DOI
Fan, Zhencheng Using waveform relaxation methods to approximate neutral stochastic functional differential equation systems. (English) Zbl 1410.65008 Appl. Math. Comput. 263, 151-164 (2015). MSC: 65C30 34K40 34K50 60H35 PDFBibTeX XMLCite \textit{Z. Fan}, Appl. Math. Comput. 263, 151--164 (2015; Zbl 1410.65008) Full Text: DOI
Halidias, N.; Stamatiou, I. S. Approximating explicitly the mean-reverting CEV process. (English) Zbl 1426.65008 J. Probab. Stat. 2015, Article ID 513137, 20 p. (2015). MSC: 65C30 60H10 60H35 PDFBibTeX XMLCite \textit{N. Halidias} and \textit{I. S. Stamatiou}, J. Probab. Stat. 2015, Article ID 513137, 20 p. (2015; Zbl 1426.65008) Full Text: DOI arXiv
Dehghan, Mehdi; Shirzadi, Mohammad Meshless simulation of stochastic advection-diffusion equations based on radial basis functions. (English) Zbl 1403.65086 Eng. Anal. Bound. Elem. 53, 18-26 (2015). MSC: 65M70 65M75 65C30 35R60 PDFBibTeX XMLCite \textit{M. Dehghan} and \textit{M. Shirzadi}, Eng. Anal. Bound. Elem. 53, 18--26 (2015; Zbl 1403.65086) Full Text: DOI
Tan, Jianguo; Rathinasamy, A.; Pei, Yongzhen Convergence of the split-step \(\theta\)-method for stochastic age-dependent population equations with Poisson jumps. (English) Zbl 1410.65011 Appl. Math. Comput. 254, 305-317 (2015). MSC: 65C30 60H35 92D25 37H10 PDFBibTeX XMLCite \textit{J. Tan} et al., Appl. Math. Comput. 254, 305--317 (2015; Zbl 1410.65011) Full Text: DOI
Casabán, M.-C.; Cortés, J.-C.; Jódar, L. A random Laplace transform method for solving random mixed parabolic differential problems. (English) Zbl 1390.35435 Appl. Math. Comput. 259, 654-667 (2015). MSC: 35R60 35A22 44A10 60H15 65C30 PDFBibTeX XMLCite \textit{M. C. Casabán} et al., Appl. Math. Comput. 259, 654--667 (2015; Zbl 1390.35435) Full Text: DOI Link
Kong, Tao; Zhao, Weidong; Zhou, Tao Probabilistic high order numerical schemes for fully nonlinear parabolic PDEs. (English) Zbl 1388.65016 Commun. Comput. Phys. 18, No. 5, 1482-1503 (2015). MSC: 65C30 PDFBibTeX XMLCite \textit{T. Kong} et al., Commun. Comput. Phys. 18, No. 5, 1482--1503 (2015; Zbl 1388.65016) Full Text: DOI
Wan, Xiaoliang A minimum action method with optimal linear time scaling. (English) Zbl 1388.65017 Commun. Comput. Phys. 18, No. 5, 1352-1379 (2015). MSC: 65C30 60H30 PDFBibTeX XMLCite \textit{X. Wan}, Commun. Comput. Phys. 18, No. 5, 1352--1379 (2015; Zbl 1388.65017) Full Text: DOI
Yang, Jie; Zhao, Weidong Convergence of recent multistep schemes for a forward-backward stochastic differential equation. (English) Zbl 1422.65023 East Asian J. Appl. Math. 5, No. 4, 387-404 (2015). MSC: 65C30 60H10 60H35 65L06 65L20 PDFBibTeX XMLCite \textit{J. Yang} and \textit{W. Zhao}, East Asian J. Appl. Math. 5, No. 4, 387--404 (2015; Zbl 1422.65023) Full Text: DOI
Li, Ning; Meng, Bo; Feng, Xinlong; Gui, Dongwei A numerical comparison of finite difference and finite element methods for a stochastic differential equation with polynomial chaos. (English) Zbl 1422.65022 East Asian J. Appl. Math. 5, No. 2, 192-208 (2015). MSC: 65C30 60H10 60H35 65L12 65L60 PDFBibTeX XMLCite \textit{N. Li} et al., East Asian J. Appl. Math. 5, No. 2, 192--208 (2015; Zbl 1422.65022) Full Text: DOI
Egorov, A. D. On approximate evaluation of mathematical expectation of functionals from the solution to the linear Itô-Lévy equation. (Russian. English summary) Zbl 1372.65078 Dokl. Nats. Akad. Nauk Belarusi 59, No. 1, 13-17 (2015). MSC: 65D32 65C30 93E20 60H10 60H35 PDFBibTeX XMLCite \textit{A. D. Egorov}, Dokl. Nats. Akad. Nauk Belarusi 59, No. 1, 13--17 (2015; Zbl 1372.65078) Full Text: Link
Gao, Lin; Audouze, Christophe; Nair, Prasanth B. Anchored analysis of variance Petrov-Galerkin projection schemes for linear stochastic structural dynamics. (English) Zbl 1372.65017 Proc. R. Soc. Lond., A, Math. Phys. Eng. Sci. 471, No. 2182, Article ID 20150023, 20 p. (2015). MSC: 65C30 PDFBibTeX XMLCite \textit{L. Gao} et al., Proc. R. Soc. Lond., A, Math. Phys. Eng. Sci. 471, No. 2182, Article ID 20150023, 20 p. (2015; Zbl 1372.65017) Full Text: DOI
Bogachev, Leonid V.; Derfel, Gregory; Molchanov, Stanislav A. On bounded continuous solutions of the archetypal equation with rescaling. (English) Zbl 1371.60110 Proc. A, R. Soc. Lond. 471, No. 2180, Article ID 20150351, 19 p. (2015). MSC: 60H25 45B05 60G42 60J20 PDFBibTeX XMLCite \textit{L. V. Bogachev} et al., Proc. A, R. Soc. Lond. 471, No. 2180, Article ID 20150351, 19 p. (2015; Zbl 1371.60110) Full Text: DOI arXiv
Müller, Eike H.; Scheichl, Rob; Shardlow, Tony Improving multilevel Monte Carlo for stochastic differential equations with application to the Langevin equation. (English) Zbl 1372.65020 Proc. A, R. Soc. Lond. 471, No. 2176, Article ID 20140679, 20 p. (2015). MSC: 65C30 65C05 60H35 82C80 PDFBibTeX XMLCite \textit{E. H. Müller} et al., Proc. A, R. Soc. Lond. 471, No. 2176, Article ID 20140679, 20 p. (2015; Zbl 1372.65020) Full Text: DOI arXiv
Zong, Zhaojun; Hu, Feng; Yin, Chuancun; Wu, Helin On Jensen’s inequality, Hölder’s inequality, and Minkowski’s inequality for dynamically consistent nonlinear evaluations. (English) Zbl 1383.60023 J. Inequal. Appl. 2015, Paper No. 152, 18 p. (2015). MSC: 60E15 37H10 26D10 PDFBibTeX XMLCite \textit{Z. Zong} et al., J. Inequal. Appl. 2015, Paper No. 152, 18 p. (2015; Zbl 1383.60023) Full Text: DOI
Fujii, Masaaki; Takahashi, Akihiko Perturbative expansion technique for non-linear FBSDEs with interacting particle method. (English) Zbl 1368.65009 Asia-Pac. Financ. Mark. 22, No. 3, 283-304 (2015). MSC: 65C30 65C05 65C35 60J80 91G60 PDFBibTeX XMLCite \textit{M. Fujii} and \textit{A. Takahashi}, Asia-Pac. Financ. Mark. 22, No. 3, 283--304 (2015; Zbl 1368.65009) Full Text: DOI arXiv
Fujii, Masaaki; Sato, Seisho; Takahashi, Akihiko An FBSDE approach to American option pricing with an interacting particle method. (English) Zbl 1368.91181 Asia-Pac. Financ. Mark. 22, No. 3, 239-260 (2015). MSC: 91G60 65C30 65C35 91G20 60G40 PDFBibTeX XMLCite \textit{M. Fujii} et al., Asia-Pac. Financ. Mark. 22, No. 3, 239--260 (2015; Zbl 1368.91181) Full Text: DOI arXiv
Melnikova, Irina V.; Alekseeva, Uliana Generalized solutions to stochastic systems in Gelfand-Shilov spaces. (English) Zbl 1461.60050 Novi Sad J. Math. 45, No. 2, 215-227 (2015). MSC: 60H15 34F05 34G10 35R60 46F25 47D06 PDFBibTeX XMLCite \textit{I. V. Melnikova} and \textit{U. Alekseeva}, Novi Sad J. Math. 45, No. 2, 215--227 (2015; Zbl 1461.60050) Full Text: DOI
Levajković, Tijana; Pilipović, Stevan; Seleši, Dora Chaos expansion methods in Malliavin calculus: a survey of recent results. (English) Zbl 1474.60145 Novi Sad J. Math. 45, No. 1, 45-103 (2015). MSC: 60H07 60H40 60H10 60G20 PDFBibTeX XMLCite \textit{T. Levajković} et al., Novi Sad J. Math. 45, No. 1, 45--103 (2015; Zbl 1474.60145) Full Text: DOI
Poloskov, Igor’ Egorovich Stochastic differential equations with random delays in the form of discrete Markov chains. (Russian. English summary) Zbl 1366.65004 Vestn. Udmurt. Univ., Mat. Mekh. Komp’yut. Nauki 25, No. 4, 501-516 (2015). MSC: 65C30 60H10 60H35 34F05 65C05 65C40 60J10 PDFBibTeX XMLCite \textit{I. E. Poloskov}, Vestn. Udmurt. Univ., Mat. Mekh. Komp'yut. Nauki 25, No. 4, 501--516 (2015; Zbl 1366.65004) Full Text: DOI MNR
Malinowski, Marek T. Random fuzzy fractional integral equations – theoretical foundations. (English) Zbl 1361.45010 Fuzzy Sets Syst. 265, 39-62 (2015). MSC: 45N05 26A33 26E50 60H25 PDFBibTeX XMLCite \textit{M. T. Malinowski}, Fuzzy Sets Syst. 265, 39--62 (2015; Zbl 1361.45010) Full Text: DOI
Zahri, M. Colored-noise-like multiple Itô stochastic integrals: algorithms and numerics. (English) Zbl 1360.65039 J. Numer. Math. Stoch. 7, No. 1, 48-69 (2015). MSC: 65C30 60H05 PDFBibTeX XMLCite \textit{M. Zahri}, J. Numer. Math. Stoch. 7, No. 1, 48--69 (2015; Zbl 1360.65039) Full Text: Link
Lakhel, E.; Hajji, S. Existence and uniqueness of mild solutions to neutral SFDEs driven by a fractional Brownian motion with non-Lipschitz coefficients. (English) Zbl 1360.60124 J. Numer. Math. Stoch. 7, No. 1, 14-29 (2015). MSC: 60H15 34K40 34K50 60G22 93E03 PDFBibTeX XMLCite \textit{E. Lakhel} and \textit{S. Hajji}, J. Numer. Math. Stoch. 7, No. 1, 14--29 (2015; Zbl 1360.60124) Full Text: arXiv Link
Marano, Giuseppe Carlo; Acciani, Giuseppe; Fiore, Alessandra; Abrescia, Angela Integration algorithm for covariance nonstationary dynamic analysis of sdof systems using equivalent stochastic linearization. (English) Zbl 1359.74477 Int. J. Struct. Stab. Dyn. 15, No. 2, Article ID 1450044, 17 p. (2015). MSC: 74S30 74S60 65C30 74H50 PDFBibTeX XMLCite \textit{G. C. Marano} et al., Int. J. Struct. Stab. Dyn. 15, No. 2, Article ID 1450044, 17 p. (2015; Zbl 1359.74477) Full Text: DOI
Miranda, Michele jun.; Novaga, Matteo; Pallara, Diego An introduction to \(BV\) functions in Wiener spaces. (English) Zbl 1362.28016 Ambrosio, Luigi (ed.) et al., Variational methods for evolving objects. Papers based on the conference, Hokkaido University, Sapporo, Japan, July 30 – August 3, 2012. Tokyo: Mathematical Society of Japan (MSJ) (ISBN 978-4-86497-028-0/hbk). Advanced Studies in Pure Mathematics 67, 245-294 (2015). MSC: 28C20 49Q15 26E15 60H07 PDFBibTeX XMLCite \textit{M. Miranda jun.} et al., Adv. Stud. Pure Math. 67, 245--294 (2015; Zbl 1362.28016) Full Text: arXiv
Wright, Matthew L. Hadwiger integration of random fields. (English) Zbl 1381.60034 Topol. Methods Nonlinear Anal. 45, No. 1, 117-128 (2015). MSC: 60D05 53C65 60G60 PDFBibTeX XMLCite \textit{M. L. Wright}, Topol. Methods Nonlinear Anal. 45, No. 1, 117--128 (2015; Zbl 1381.60034) Full Text: DOI arXiv
Rybakov, Konstantin A. Extrapolation algorithms for stochastic differential systems based on modeling special branching process. (Russian. English summary) Zbl 1359.60085 Differ. Uravn. Protsessy Upr. 2015, No. 1, 25-38 (2015). MSC: 60H35 60H10 60J80 65C30 60G25 60G35 PDFBibTeX XMLCite \textit{K. A. Rybakov}, Differ. Uravn. Protsessy Upr. 2015, No. 1, 25--38 (2015; Zbl 1359.60085) Full Text: Link
Seya, Didier Kumwimba; Makengo, Rostin Mabela; Rémon, Marcel; Rebecca, Walo Omana Fuzzy Itô integral driven by a fuzzy Brownian motion. (English) Zbl 1356.60127 J. Fuzzy Set Valued Anal. 2015, No. 3, 232-244 (2015). MSC: 60J65 60H05 60A86 PDFBibTeX XMLCite \textit{D. K. Seya} et al., J. Fuzzy Set Valued Anal. 2015, No. 3, 232--244 (2015; Zbl 1356.60127) Full Text: DOI
Nobar, A. Seyed Alavi Convergence and stability properties Euler method for solving fuzzy stochastic differential equations. (English) Zbl 1356.65022 J. Fuzzy Set Valued Anal. 2015, No. 3, 194-207 (2015). MSC: 65C30 65L20 34A07 60H10 60H35 34F05 PDFBibTeX XMLCite \textit{A. S. A. Nobar}, J. Fuzzy Set Valued Anal. 2015, No. 3, 194--207 (2015; Zbl 1356.65022) Full Text: DOI
Kazakevičius, Rytis; Ruseckas, Julius Power-law statistics from nonlinear stochastic differential equations driven by Lévy stable noise. (English) Zbl 1355.60078 Chaos Solitons Fractals 81, Part B, 432-442 (2015). MSC: 60H10 60J60 65C30 PDFBibTeX XMLCite \textit{R. Kazakevičius} and \textit{J. Ruseckas}, Chaos Solitons Fractals 81, Part B, 432--442 (2015; Zbl 1355.60078) Full Text: DOI
Kalliadasis, S.; Krumscheid, S.; Pavliotis, G. A. A new framework for extracting coarse-grained models from time series with multiscale structure. (English) Zbl 1352.62136 J. Comput. Phys. 296, 314-328 (2015). MSC: 62M10 60H10 65C30 PDFBibTeX XMLCite \textit{S. Kalliadasis} et al., J. Comput. Phys. 296, 314--328 (2015; Zbl 1352.62136) Full Text: DOI arXiv
Spill, Fabian; Guerrero, Pilar; Alarcon, Tomas; Maini, Philip K.; Byrne, Helen Hybrid approaches for multiple-species stochastic reaction-diffusion models. (English) Zbl 1352.65019 J. Comput. Phys. 299, 429-445 (2015). MSC: 65C30 65M06 65M75 92B05 35R60 60J28 PDFBibTeX XMLCite \textit{F. Spill} et al., J. Comput. Phys. 299, 429--445 (2015; Zbl 1352.65019) Full Text: DOI arXiv
Heydari, M. H.; Hooshmandasl, M. R.; Cattani, C.; Maalek Ghaini, F. M. An efficient computational method for solving nonlinear stochastic Itô integral equations: application for stochastic problems in physics. (English) Zbl 1351.60088 J. Comput. Phys. 283, 148-168 (2015). MSC: 60H35 60H10 PDFBibTeX XMLCite \textit{M. H. Heydari} et al., J. Comput. Phys. 283, 148--168 (2015; Zbl 1351.60088) Full Text: DOI
Safta, Cosmin; Sargsyan, Khachik; Debusschere, Bert; Najm, Habib N. Hybrid discrete/continuum algorithms for stochastic reaction networks. (English) Zbl 1351.80014 J. Comput. Phys. 281, 177-198 (2015). MSC: 80M12 65M08 65C30 80A32 PDFBibTeX XMLCite \textit{C. Safta} et al., J. Comput. Phys. 281, 177--198 (2015; Zbl 1351.80014) Full Text: DOI
Benaissa, Amel; Benchohra, Mouffak Functional differential equations with state-dependent delay and random effects. (English) Zbl 1363.34270 Rom. J. Math. Comput. Sci. 5, No. 1, 84-94 (2015). MSC: 34K50 34K30 47N20 PDFBibTeX XMLCite \textit{A. Benaissa} and \textit{M. Benchohra}, Rom. J. Math. Comput. Sci. 5, No. 1, 84--94 (2015; Zbl 1363.34270)
Mohammadi, Fakhrodin A wavelet-based computational method for solving stochastic Itô-Volterra integral equations. (English) Zbl 1349.65717 J. Comput. Phys. 298, 254-265 (2015). MSC: 65R20 45R05 45D05 65C20 PDFBibTeX XMLCite \textit{F. Mohammadi}, J. Comput. Phys. 298, 254--265 (2015; Zbl 1349.65717) Full Text: DOI
Zhen, Yicun; Harlim, John Adaptive error covariances estimation methods for ensemble Kalman filters. (English) Zbl 1349.62333 J. Comput. Phys. 294, 619-638 (2015). MSC: 62J10 65C30 65C60 PDFBibTeX XMLCite \textit{Y. Zhen} and \textit{J. Harlim}, J. Comput. Phys. 294, 619--638 (2015; Zbl 1349.62333) Full Text: DOI arXiv
Leimkuhler, Benedict; Shang, Xiaocheng On the numerical treatment of dissipative particle dynamics and related systems. (English) Zbl 1349.76705 J. Comput. Phys. 280, 72-95 (2015). MSC: 76M28 65C30 76A99 82C80 82D60 PDFBibTeX XMLCite \textit{B. Leimkuhler} and \textit{X. Shang}, J. Comput. Phys. 280, 72--95 (2015; Zbl 1349.76705) Full Text: DOI arXiv
Aleksandrova, O. V.; Zhmykhova, T. V. Finding the capital of the insurance company operating in the financial market, the methods of group analysis. (Russian. English summary) Zbl 1414.91155 Vestn. Voronezh. Gos. Univ., Ser. Fiz. Mat. 2015, No. 3, 65-72 (2015). MSC: 91B30 60H15 PDFBibTeX XMLCite \textit{O. V. Aleksandrova} and \textit{T. V. Zhmykhova}, Vestn. Voronezh. Gos. Univ., Ser. Fiz. Mat. 2015, No. 3, 65--72 (2015; Zbl 1414.91155)
Ganychenko, Iurii; Knopova, Victoria; Kulik, Alexei Accuracy of discrete approximation for integral functionals of Markov processes. (English) Zbl 1352.60108 Mod. Stoch., Theory Appl. 2, No. 4, 401-420 (2015). MSC: 60J25 60J55 60H10 60H07 60G52 60H35 91G20 PDFBibTeX XMLCite \textit{I. Ganychenko} et al., Mod. Stoch., Theory Appl. 2, No. 4, 401--420 (2015; Zbl 1352.60108) Full Text: DOI arXiv
Sabzikar, Farzad Tempered Hermite process. (English) Zbl 1352.60035 Mod. Stoch., Theory Appl. 2, No. 4, 327-341 (2015). MSC: 60F05 60F17 60H05 60G22 60G20 PDFBibTeX XMLCite \textit{F. Sabzikar}, Mod. Stoch., Theory Appl. 2, No. 4, 327--341 (2015; Zbl 1352.60035) Full Text: DOI arXiv
Shalaiko, Taras; Shevchenko, Georgiy Integral representation with respect to fractional Brownian motion under a log-Hölder assumption. (English) Zbl 1352.60076 Mod. Stoch., Theory Appl. 2, No. 3, 219-232 (2015). MSC: 60H05 60G22 PDFBibTeX XMLCite \textit{T. Shalaiko} and \textit{G. Shevchenko}, Mod. Stoch., Theory Appl. 2, No. 3, 219--232 (2015; Zbl 1352.60076) Full Text: DOI arXiv
Ganychenko, Iurii Fast \(L_2\)-approximation of integral-type functionals of Markov processes. (English) Zbl 1352.60107 Mod. Stoch., Theory Appl. 2, No. 2, 165-171 (2015). MSC: 60J25 60F25 60H07 PDFBibTeX XMLCite \textit{I. Ganychenko}, Mod. Stoch., Theory Appl. 2, No. 2, 165--171 (2015; Zbl 1352.60107) Full Text: DOI arXiv
Mohammadi, Fakhrodin An efficient computational method for solving stochastic Itô-Volterra integral equations. (A efficient computational method for solving stochastic Itô-Volterra integral equations.) (English) Zbl 1355.65016 TWMS J. Appl. Eng. Math. 5, No. 2, 286-297 (2015). MSC: 65C30 45D05 45R05 60H20 65T60 PDFBibTeX XMLCite \textit{F. Mohammadi}, TWMS J. Appl. Eng. Math. 5, No. 2, 286--297 (2015; Zbl 1355.65016)
Nobile, Fabio; Tamellini, Lorenzo; Tempone, Raul Comparison of Clenshaw-Curtis and Leja quasi-optimal sparse grids for the approximation of random PDEs. (English) Zbl 1352.65018 Kirby, Robert M. (ed.) et al., Spectral and high order methods for partial differential equations, ICOSAHOM 2014. Selected papers from the ICOSAHOM conference, June 23–27, 2014, Salt Lake City, UT, USA. Cham: Springer (ISBN 978-3-319-19799-9/hbk; 978-3-319-19800-2/ebook). Lecture Notes in Computational Science and Engineering 106, 475-482 (2015). Reviewer: Boris V. Loginov (Ul’yanovsk) MSC: 65C30 65M06 60H15 35R60 60H35 PDFBibTeX XMLCite \textit{F. Nobile} et al., Lect. Notes Comput. Sci. Eng. 106, 475--482 (2015; Zbl 1352.65018) Full Text: DOI
Dick, Josef; Thong Le Gia, Quoc; Schwab, Christoph Higher order quasi Monte-Carlo integration in uncertainty quantification. (English) Zbl 1352.65017 Kirby, Robert M. (ed.) et al., Spectral and high order methods for partial differential equations, ICOSAHOM 2014. Selected papers from the ICOSAHOM conference, June 23–27, 2014, Salt Lake City, UT, USA. Cham: Springer (ISBN 978-3-319-19799-9/hbk; 978-3-319-19800-2/ebook). Lecture Notes in Computational Science and Engineering 106, 445-453 (2015). Reviewer: Boris V. Loginov (Ul’yanovsk) MSC: 65C30 65C05 60H25 60H35 47H40 PDFBibTeX XMLCite \textit{J. Dick} et al., Lect. Notes Comput. Sci. Eng. 106, 445--453 (2015; Zbl 1352.65017) Full Text: DOI arXiv
Engibaryan, N. B.; Barsegyan, A. G. On one convolution equation in the theory of filtration of random processes. (English. Russian original) Zbl 1350.45001 Ukr. Math. J. 66, No. 8, 1220-1235 (2015); translation from Ukr. Mat. Zh. 66, No. 8, 1092-1105 (2014). MSC: 45E10 60G35 PDFBibTeX XMLCite \textit{N. B. Engibaryan} and \textit{A. G. Barsegyan}, Ukr. Math. J. 66, No. 8, 1220--1235 (2015; Zbl 1350.45001); translation from Ukr. Mat. Zh. 66, No. 8, 1092--1105 (2014) Full Text: DOI
Beyko, I. V.; Zinko, P. M. Solve-operator algorithms in high-precision simulators of complex systems. (English) Zbl 1363.65003 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2015, No. 3, 49-54 (2015). MSC: 65C30 60H10 60H35 34F05 PDFBibTeX XMLCite \textit{I. V. Beyko} and \textit{P. M. Zinko}, Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2015, No. 3, 49--54 (2015; Zbl 1363.65003)
Fomichov, V. V. Evolution of moments of isotropic Brownian stochastic flows. (English) Zbl 1363.60091 Theory Stoch. Process. 20, No. 1, 14-27 (2015). MSC: 60H20 60G44 60G60 PDFBibTeX XMLCite \textit{V. V. Fomichov}, Theory Stoch. Process. 20, No. 1, 14--27 (2015; Zbl 1363.60091) Full Text: arXiv
Yan, Zuomao; Lu, Fangxia Approximate controllability of impulsive partial neutral stochastic functional integro-differential inclusions with infinite delay. (English) Zbl 1348.34120 Adv. Difference Equ. 2015, Paper No. 106, 34 p. (2015). MSC: 34K09 34K50 93B05 34K30 34K45 34K35 47N20 PDFBibTeX XMLCite \textit{Z. Yan} and \textit{F. Lu}, Adv. Difference Equ. 2015, Paper No. 106, 34 p. (2015; Zbl 1348.34120) Full Text: DOI
Khodabin, Morteza; Rostami, Majid Mean square numerical solution of stochastic differential equations by fourth order Runge-Kutta method and its application in the electric circuits with noise. (English) Zbl 1347.65013 Adv. Difference Equ. 2015, Paper No. 62, 19 p. (2015). MSC: 65C30 60H10 34F05 60H35 65L06 PDFBibTeX XMLCite \textit{M. Khodabin} and \textit{M. Rostami}, Adv. Difference Equ. 2015, Paper No. 62, 19 p. (2015; Zbl 1347.65013) Full Text: DOI
Averina, T. A.; Artem’ev, S. S.; Smirnov, D. D. Numerical analysis of a stochastic model for the longitudinal motion of a missile by the Monte Carlo method carried out on a supercomputer. (Russian) Zbl 1349.70056 Sib. Zh. Ind. Mat. 18, No. 3, 3-10 (2015). MSC: 70P05 65C30 34F05 PDFBibTeX XMLCite \textit{T. A. Averina} et al., Sib. Zh. Ind. Mat. 18, No. 3, 3--10 (2015; Zbl 1349.70056) Full Text: MNR
Lv, Shuting; Zhang, Qimin Almost sure exponential stability of the split-step backward Euler method for stochastic age-dependent capital system. (Chinese. English summary) Zbl 1349.65032 Math. Pract. Theory 45, No. 2, 294-301 (2015). MSC: 65C30 60H15 91G60 35R60 60H35 PDFBibTeX XMLCite \textit{S. Lv} and \textit{Q. Zhang}, Math. Pract. Theory 45, No. 2, 294--301 (2015; Zbl 1349.65032)
Ha, Jincai; Yang, Hongfu Converence of the semi-implicit Euler method for stochastic fuzzy age-dependent population equations. (Chinese. English summary) Zbl 1349.60110 Math. Pract. Theory 45, No. 16, 267-277 (2015). MSC: 60H15 60H35 65C30 92D25 PDFBibTeX XMLCite \textit{J. Ha} and \textit{H. Yang}, Math. Pract. Theory 45, No. 16, 267--277 (2015; Zbl 1349.60110)
Yin, Zhengwei; Wang, Tianjun An error corrected split Euler-Maruyama method. (Chinese. English summary) Zbl 1349.65040 J. Sichuan Norm. Univ., Nat. Sci. 38, No. 6, 830-833 (2015). MSC: 65C30 65L04 60H10 60H35 34F05 PDFBibTeX XMLCite \textit{Z. Yin} and \textit{T. Wang}, J. Sichuan Norm. Univ., Nat. Sci. 38, No. 6, 830--833 (2015; Zbl 1349.65040) Full Text: DOI
Yang, Zhaoqiang Numerical solution method of European lookback option pricing model under mixed jump-diffusion fractional Brownian motion. (Chinese. English summary) Zbl 1349.91317 J. Ningxia Univ., Nat. Sci. Ed. 36, No. 3, 201-211 (2015). MSC: 91G60 65M06 65C30 91G20 60G22 60J75 PDFBibTeX XMLCite \textit{Z. Yang}, J. Ningxia Univ., Nat. Sci. Ed. 36, No. 3, 201--211 (2015; Zbl 1349.91317)
Wang, Kunlun; Zhao, Chaofeng; Zhang, Qimin Numerical solutions to a nonlinear stochastic harvesting population system. (Chinese. English summary) Zbl 1349.65037 J. Nat. Sci. Hunan Norm. Univ. 38, No. 6, 83-87 (2015). MSC: 65C30 65M12 92D25 60H15 35R60 60H35 PDFBibTeX XMLCite \textit{K. Wang} et al., J. Nat. Sci. Hunan Norm. Univ. 38, No. 6, 83--87 (2015; Zbl 1349.65037) Full Text: DOI
Mao, Xuerong; Li, Xiaoyue Stochastic modelling in finance and Monte Carlo simulations with R. D: Stochastic differential equation model. (Chinese. English summary) Zbl 1349.91310 J. Nanjing Univ. Inf. Sci. Technol., Nat. Sci. 7, No. 4, 313-322 (2015). MSC: 91G60 65C05 65C30 91G30 PDFBibTeX XMLCite \textit{X. Mao} and \textit{X. Li}, J. Nanjing Univ. Inf. Sci. Technol., Nat. Sci. 7, No. 4, 313--322 (2015; Zbl 1349.91310)
Zhao, Weidong Numerical methods for forward backward stochastic differential equations. (Chinese. English summary) Zbl 1349.65041 Math. Numer. Sin. 37, No. 4, 337-373 (2015). MSC: 65C30 60H35 60H10 34F05 65Y05 PDFBibTeX XMLCite \textit{W. Zhao}, Math. Numer. Sin. 37, No. 4, 337--373 (2015; Zbl 1349.65041)
Yi, Yulian; Wang, Wenqiang Mean-square convergence of Heun method for stochastic delay differential equation with Poisson jumps. (Chinese. English summary) Zbl 1349.65039 Math. Appl. 28, No. 4, 938-948 (2015). MSC: 65C30 34K50 34K28 60H10 60H35 PDFBibTeX XMLCite \textit{Y. Yi} and \textit{W. Wang}, Math. Appl. 28, No. 4, 938--948 (2015; Zbl 1349.65039)
Chen, Huiqin A computational analysis for first mean exit time of two-dimensional dynamical system under Lévy noise. (Chinese. English summary) Zbl 1349.60088 Math. Appl. 28, No. 4, 793-800 (2015). MSC: 60H10 60H20 65C30 PDFBibTeX XMLCite \textit{H. Chen}, Math. Appl. 28, No. 4, 793--800 (2015; Zbl 1349.60088)
Ai, Zidong; Zong, Guangdeng Stochastic integral input-to-state stability for stochastic switched and impulsive hybrid systems with time delay. (Chinese. English summary) Zbl 1349.93348 J. Syst. Sci. Math. Sci. 35, No. 8, 919-926 (2015). MSC: 93D25 93E15 93E03 93C30 PDFBibTeX XMLCite \textit{Z. Ai} and \textit{G. Zong}, J. Syst. Sci. Math. Sci. 35, No. 8, 919--926 (2015; Zbl 1349.93348)