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60H10 Stochastic ordinary differential equations (60 articles)

• Haškovec, Jan: Asymptotic and exponential decay in mean square for delay geometric Brownian motion. (English). Applications of Mathematics, vol. 67 (2022), issue 4, pp. 471-483
• Florchinger, Patrick: Stabilization of partially linear composite stochastic systems via stochastic Luenberger observers. (English). Kybernetika, vol. 58 (2022), issue 4, pp. 626-636
• Oumoun, Mohamed; Maniar, Lahcen; Atlas, Abdelghafour: Continuous feedback stabilization for a class of affine stochastic nonlinear systems. (English). Kybernetika, vol. 56 (2020), issue 3, pp. 500-515
• Bashkirtseva, Irina: Controlling the stochastic sensitivity in thermochemical systems under incomplete information. (English). Kybernetika, vol. 54 (2018), issue 1, pp. 96-109
• Ondreját, Martin; Seidler, Jan: A note on weak solutions to stochastic differential equations. (English). Kybernetika, vol. 54 (2018), issue 5, pp. 888-907
• Florchinger, Patrick: Stabilization of nonlinear stochastic systems without unforced dynamics via time-varying feedback. (English). Kybernetika, vol. 54 (2018), issue 2, pp. 321-335
• Malinowski, Marek T.; Agarwal, Ravi P.: On solutions set of a multivalued stochastic differential equation. (English). Czechoslovak Mathematical Journal, vol. 67 (2017), issue 1, pp. 11-28
• Bianchi, Luigi A.; Blömker, Dirk: Stochastic Modulation Equations on Unbounded Domains. (English). In: Mikula, Karol (ed.): Proceedings of Equadiff 14. Conference on Differential Equations and Their Applications, Bratislava, July 24-28, 2017. Slovak University of Technology in Bratislava, SPEKTRUM STU Publishing, Bratislava, 2017. pp. 295-304
• Nguyen, Tien Dung: Gaussian density estimates for the solution of singular stochastic Riccati equations. (English). Applications of Mathematics, vol. 61 (2016), issue 5, pp. 515-526
• Wu, Meng; Lu, Jue; Huang, Nan-jing: On European option pricing under partial information. (English). Applications of Mathematics, vol. 61 (2016), issue 1, pp. 61-77
• Florchinger, Patrick: Stabilization of nonlinear stochastic systems without unforced dynamics via time-varying feedback. (English). Kybernetika, vol. 52 (2016), issue 6, pp. 988-1002
• Baňas, Ľubomír; Brzeźniak, Zdzisław; Neklyudov, Mikhail; Ondreját, Martin; Prohl, Andreas: Ergodicity for a stochastic geodesic equation in the tangent bundle of the 2D sphere. (English). Czechoslovak Mathematical Journal, vol. 65 (2015), issue 3, pp. 617-657
• Hafayed, Mokhtar; Veverka, Petr; Abbas, Syed: On near-optimal necessary and sufficient conditions for forward-backward stochastic systems with jumps, with applications to finance. (English). Applications of Mathematics, vol. 59 (2014), issue 4, pp. 407-440
• Liu, Zhen Hai; Liu, Qun: Persistence and extinction of a stochastic delay predator-prey model under regime switching. (English). Applications of Mathematics, vol. 59 (2014), issue 3, pp. 331-343
• Zhu, Bo; Han, Baoyan: Backward doubly stochastic differential equations with infinite time horizon. (English). Applications of Mathematics, vol. 57 (2012), issue 6, pp. 641-653
• Petrović, Ljiljana; Dimitrijević, Sladjana: Statistical causality and adapted distribution. (English). Czechoslovak Mathematical Journal, vol. 61 (2011), issue 3, pp. 827-843
• Malinowski, Marek T.; Michta, Mariusz: Stochastic fuzzy differential equations with an application. (English). Kybernetika, vol. 47 (2011), issue 1, pp. 123-143
• Zhang, Lan; Zhang, Chengjian; Zhao, Dongming: Control of a class of chaotic systems by a stochastic delay method. (English). Kybernetika, vol. 46 (2010), issue 1, pp. 38-49
• Staněk, Jakub; Štěpán, Josef: Diffusion with an reflecting and absorbing level set boundary - a simulation study. (English). Acta Universitatis Carolinae. Mathematica et Physica, vol. 51 (2010), issue 1, pp. 73-86
• Štěpán, Josef; Kříž, Pavel: Probability limit identification functions on separable metrizable spaces. (English). Acta Universitatis Carolinae. Mathematica et Physica, vol. 51 (2010), issue 2, pp. 29-36
• Šnupárková, Jana: Stochastic bilinear equations with fractional Gaussian noise in Hilbert space. (English). Acta Universitatis Carolinae. Mathematica et Physica, vol. 51 (2010), issue 2, pp. 49-67
• Štěpán, Josef; Staněk, Jakub: Absorption in stochastic epidemics. (English). Kybernetika, vol. 45 (2009), issue 3, pp. 458-474
• Stehlíková, Beáta; Ševčovič, Daniel: On the singular limit of solutions to the Cox-Ingersoll-Ross interest rate model with stochastic volatility. (English). Kybernetika, vol. 45 (2009), issue 4, pp. 670-680
• Šnupárková, J.: Weak solutions to stochastic differential equations driven by fractional Brownian motion. (English). Czechoslovak Mathematical Journal, vol. 59 (2009), issue 4, pp. 879-907
• Švácha, Jaroslav; Šimandl, Miroslav: Nonlinear state prediction by separation approach for continuous-discrete stochastic systems. (English). Kybernetika, vol. 44 (2008), issue 1, pp. 61-74
• Balachandran, Krishnan; Karthikeyan, S.; Kim, J.-H.: Controllability of semilinear stochastic integrodifferential systems. (English). Kybernetika, vol. 43 (2007), issue 1, pp. 31-44
• Štěpán, Josef; Hlubinka, Daniel: Kermack-McKendrick epidemic model revisited. (English). Kybernetika, vol. 43 (2007), issue 4, pp. 395-414
• Montgomery-Smith, Stephen: Conditions implying regularity of the three dimensional Navier-Stokes equation. (English). Applications of Mathematics, vol. 50 (2005), issue 5, pp. 451-464
• Vyoral, Michal: Kolmogorov equation and large-time behaviour for fractional Brownian motion driven linear SDE's. (English). Applications of Mathematics, vol. 50 (2005), issue 1, pp. 63-81
• Blömker, Dirk; Hairer, Martin; Pavliotis, Grigorios A.: Stochastic Swift-Hohenberg equation near a change of stability. (English). In: Fila, Marek, Handlovičová, A., Mikula, K., Medveď, Milan, Quittner, Pavol and Ševčovič, Daniel (eds.): Proceedings of Equadiff 11, International Conference on Differential Equations. Czecho-Slovak series, Bratislava, July 25-29, 2005. [Part 2] Minisymposia and contributed talks. Comenius University Press, Bratislava, 2007. pp. 27-37
• Štěpán, Josef; Dostál, Petr: The $dX(t)=Xb(X)dt+X\sigma(X)dW$ equation and financial mathematics. I. (English). Kybernetika, vol. 39 (2003), issue 6, pp. [653]-680
• Štěpán, Josef; Dostál, Petr: The $dX(t)=Xb(X)dt+X\sigma(X)dW$ equation and financial mathematics. II. (English). Kybernetika, vol. 39 (2003), issue 6, pp. [681]-701
• Ruffino, Paulo R. C.; San Martin, Luiz A. B.: Lyapunov exponents for stochastic differential equations on semi-simple Lie groups. (English). Archivum Mathematicum, vol. 37 (2001), issue 3, pp. 207-231
• Engelbert, Hans-Jürgen: A note on one-dimensional stochastic equations. (English). Czechoslovak Mathematical Journal, vol. 51 (2001), issue 4, pp. 701-712
• Gyöngy, István; Martínez, Teresa: On stochastic differential equations with locally unbounded drift. (English). Czechoslovak Mathematical Journal, vol. 51 (2001), issue 4, pp. 763-783
• Goldys, Beniamin; Maslowski, Bohdan: Uniform exponential ergodicity of stochastic dissipative systems. (English). Czechoslovak Mathematical Journal, vol. 51 (2001), issue 4, pp. 745-762
• Štěpán, J.; Ševčík, P.: Local martingales measures. (English). Acta Universitatis Carolinae. Mathematica et Physica, vol. 41 (2000), issue 1, pp. 37-55
• Hatvani, László; Stachó, László: On small solutions of second order differential equations with random coefficients. (English). Archivum Mathematicum, vol. 34 (1998), issue 1, pp. 119-126
• Seidler, Jan: Ergodic behaviour of stochastic parabolic equations. (English). Czechoslovak Mathematical Journal, vol. 47 (1997), issue 2, pp. 277-316
• Vrkoč, Ivo: Weak averaging of stochastic evolution equations. (English). Mathematica Bohemica, vol. 120 (1995), issue 1, pp. 91-111
• Hála, Martin: Method of Ritz for random eigenvalue problems. (English). Kybernetika, vol. 30 (1994), issue 3, pp. 263-269
• Török, Csaba: A note on the Runge-Kutta method for stochastic differential equations. (English). Commentationes Mathematicae Universitatis Carolinae, vol. 33 (1992), issue 1, pp. 121-124
• Duncan, Tyrone E.; Mandl, Petr; Pasik-Duncan, Bożenna: On least squares estimation in continuous time linear stochastic systems. (English). Kybernetika, vol. 28 (1992), issue 3, pp. 169-180
• Tudor, C.: Periodic and almost periodic flows of periodic Ito equations. (English). Mathematica Bohemica, vol. 117 (1992), issue 3, pp. 225-238
• Skokan, Václav: Generalization of the Girsanov theorem. (English). Commentationes Mathematicae Universitatis Carolinae, vol. 29 (1988), issue 1, pp. 127-141
• Mandl, Petr; Duncan, Tyrone E.; Pasik-Duncan, Bożenna: On the consistency of a least squares identification procedure. (English). Kybernetika, vol. 24 (1988), issue 5, pp. 340-346
• Maslowski, Bohdan: An application of $l$-condition in the theory of stochastic differential equations. (English). Časopis pro pěstování matematiky, vol. 112 (1987), issue 3, pp. 296-307
• Thomas, Robin: Optimal stopping and impulsive control of one-dimensional diffusion processes. (English). Czechoslovak Mathematical Journal, vol. 37 (1987), issue 2, pp. 271-292
• Maslowski, Bohdan: Stability of invariant measure of a stochastic differential equation describing molecular rotation. (English). Aplikace matematiky, vol. 32 (1987), issue 5, pp. 346-354
• Lánská, Věra: A note on estimation in controlled diffusion processes. (English). Kybernetika, vol. 22 (1986), issue 2, pp. 133-141
• Holický, Petr: On a simulation of the oscillation excited by a random force. (English). Kybernetika, vol. 22 (1986), issue 2, pp. 176-188
• Maslowski, Bohdan: On some stability properties of stochastic differential equations of Itô's type. (English). Časopis pro pěstování matematiky, vol. 111 (1986), issue 4, pp. 404-423
• Bobrowski, Dobiesław: On the convergence of solutions of random differential equations. (English). In: Greguš, Michal (ed.): Equadiff 5. Proceedings of the Fifth Czechoslovak Conference on Differential Equations and Their Applications held in Bratislava, August 24-28, 1981. BSB B.G. Teubner Verlagsgesellschaft, Leipzig, 1982. pp. 54-57
• Vrkoč, Ivo: Strongly maximal matrix functions in regions containing stable solutions. (English). In: Greguš, Michal (ed.): Equadiff 5. Proceedings of the Fifth Czechoslovak Conference on Differential Equations and Their Applications held in Bratislava, August 24-28, 1981. BSB B.G. Teubner Verlagsgesellschaft, Leipzig, 1982. pp. 352-355
• Kuklíková, Daniela: Approximation of bivariate Markov chains by one-dimensional diffusion processes. (English). Aplikace matematiky, vol. 23 (1978), issue 4, pp. 267-279
• Vrkoč, Ivo: Conditions for strong maximality of local diffusions in multi-dimensional case. (English). Czechoslovak Mathematical Journal, vol. 28 (1978), issue 2, pp. 200-244
• Mandl, Petr: Elements of stochastic analysis. (English). Kybernetika, vol. 14 (1978), issue 7, pp. (1),3-54
• Vrkoč, Ivo: Liouville formula for systems of linear homogeneous Itô stochastic differential equations. (English). Commentationes Mathematicae Universitatis Carolinae, vol. 19 (1978), issue 1, pp. 141-146
• Vrkoč, Ivo: An optimal control problem for Ito stochastic equations. (English). In: Ráb, Miloš and Vosmanský, Jaromír (eds.): Proceedings of Equadiff III. 3rd Czechoslovak Conference on Differential Equations and Their Applications. Brno, Czechoslovakia, August 28 - September 1, 1972. Univ. J. E. Purkyně - Přírodovědecká fakulta, Brno, 1973. pp. 205-207
• Stojanov, J. M.; Bajnov, Drumi Dimitrov: О методе усреднения для стохастических и нтегро-дифференциальных уравнений. (Russian) [The averaging method for stochastic integrodifferential equations]. Archivum Mathematicum, vol. 8 (1972), issue 4, pp. 213-218