Stochastic differential equations (SDEs) provide a powerful framework for modelling systems where randomness plays a crucial role. Estimation methods for SDEs seek to infer underlying parameters that ...
This paper represents a generalization of the stability result on the Euler-Maruyama solution, which is established in the paper M. Milošević, Almost sure exponential stability of solutions to highly ...
Strongly interacting systems play an important role in quantum physics and quantum chemistry. Stochastic methods such as Monte Carlo simulations are a proven method for investigating such systems.
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