Search Results - "Stochastic difference equations"

Modeling foreign exchange rates as stochastic difference equations with minimum uncertainty for prediction analysis.

Authors: Aşırım, Özüm Emre İlgar, Tunç Murat Aşırım, Adil et al.

Source: Financial Innovation. 2/6/2026, Vol. 12 Issue 1, p1-34. 34p.

Discrete-Time Stochastic LQ Optimal Control Problem with Random Coefficients.

Authors: Wu, Yiwei Tang, Maoning Meng, Qingxin

Source: Communications on Applied Mathematics & Computation. Apr2026, Vol. 8 Issue 2, p640-663. 24p.

Optimal control problems subject to forward and backward stochastic difference equations.

Authors: Chen, Xin Yuan, Yue Yuan, Dongmei

Source: Asian Journal of Control. Sep2025, Vol. 27 Issue 5, p2488-2502. 15p.

Subjects: Optimal control theory, Stochastic difference equations, Analytical solutions, Quantitative research, Feedback control systems

Exact reachability of discrete‐time stochastic system with multiplicative noise and partial information.

Authors: Wang, Wenjing Xu, Juanjuan

Source: Asian Journal of Control. Sep2025, Vol. 27 Issue 5, p2406-2413. 8p.

Subjects: Stochastic systems, Stochastic difference equations, Discrete-time systems, Stochastic matrices, Random noise theory, Simulation methods & models

Zero-sum games subject to uncertain stochastic noncausal systems considering polynomial control functions.

Authors: Chen, Xin Wang, Yan Yuan, Dongmei et al.

Source: International Journal of General Systems. May2025, Vol. 54 Issue 4, p463-498. 36p.

Subjects: Stochastic difference equations, Uncertainty (Information theory), Zero sum games, Stochastic systems, Systems theory

On the dynamics of a discrete pest-natural enemy model with Holling II response and stochastic perturbations.

Authors: Liu, Bing Zhu, Shimei Wen, Buyu et al.

Source: Mathematics & Computers in Simulation. Aug2026, Vol. 246, p477-490. 14p.

Subjects: White noise, Stochastic difference equations, Statistical models, White noise theory, Biological extinction, Population dynamics, Mathematical models, Computer simulation

About Some Unsolved Problems in the Stability Theory of Stochastic Differential and Difference Equations.

Authors: Shaikhet, Leonid¹ (AUTHOR)

Source: Axioms (2075-1680). Jun2025, Vol. 14 Issue 6, p452. 10p.

Existence results of a nonlocal impulsive fractional stochastic differential systems with Atangana–Baleanu derivative.

Authors: Dhayal, Rajesh Nadeem, Mohd

Source: Journal of Analysis. Jun2025, Vol. 33 Issue 3, p1211-1228. 18p.

ALMOST PERIODIC SOLUTIONS OF STOCHASTIC SINGULAR DIFFERENCE EQUATIONS.

Authors: BEZANDRY, PAUL H.¹ pbezandry@howard.edu

Source: Journal of Nonlinear Evolution Equations & Applications. May2025, Vol. 2025 Issue 2, p19-30. 12p.

Change-point tests for parameters of diffusion processes from discrete observations.

Authors: Ding, Saisai Bai, Yuhe Yang, Wenzhi et al.

Source: Journal of the Korean Statistical Society. Jun2026, Vol. 55 Issue 2, p488-534. 47p.

Stability of stochastic difference equations with multiplicative and additive fading noise.

Authors: Wang, Wenli Wang, Peiguang Li, Fang

Source: Journal of Difference Equations & Applications. Mar2025, Vol. 31 Issue 3, p330-340. 11p.

Optimal control for networked control system with Markovian packet loss and delay.

Authors: Wang, Hongxia Liu, Tao Li, Zixing et al.

Source: Asian Journal of Control. Nov2024, Vol. 26 Issue 6, p3162-3178. 17p.

Subjects: Stochastic difference equations, Analytical solutions, Actuators, Probability theory

Discrete-time stochastic recursive optimal control under constraints and application to finance.

Authors: Zhang, Liangquan Zhang, Weihai

Source: International Journal of Control. Nov2025, Vol. 98 Issue 11, p2749-2764. 16p.

Subjects: Optimal control theory, Stochastic difference equations, Linear programming, Stochastic processes, Portfolio management (Investments), Constraint satisfaction, Financial services industry

Discrete‐time linear quadratic gaussian control with input delay and Markovian packet dropouts.

Authors: Lu, Xiao Cai, Yuanyu Liang, Xiao et al.

Source: Optimal Control - Applications & Methods. Jul2024, Vol. 45 Issue 4, p1736-1749. 14p.

Subjects: Stochastic difference equations, Mathematical decoupling, Cost functions, Maximum principles (Mathematics), Discrete-time systems, Riccati equation, Linear systems, Stability of linear systems

Stochastic linear quadratic optimal control problem with terminal state constraints.

Authors: Wang, Hongxia Hu, Yuxi Liu, Yihang et al.

Source: Asian Journal of Control. May2024, Vol. 26 Issue 3, p1564-1573. 10p.

Subjects: Stochastic difference equations, Lagrange multiplier, Distribution (Probability theory), Optimal control theory, Boundary value problems, Stochastic systems

Necessary and sufficient optimal control conditions for networked control systems with input delay and Markovian packet dropouts.

Authors: Cai, Yuanyu Lu, Xiao Wang, Haixia et al.

Source: Asian Journal of Control. May2024, Vol. 26 Issue 3, p1553-1563. 11p.

Subjects: Pontryagin's minimum principle, Stochastic difference equations

Feasible solution to discrete‐time linear quadratic stochastic Stackelberg difference game.

Authors: Qi, Qingyuan Zhang, Qianqian Sun, Yue

Source: Asian Journal of Control. May2024, Vol. 26 Issue 3, p1442-1458. 17p.

Subjects: Stochastic differential equations, Stochastic difference equations, Riccati equation

Analyzing Sumability in Mean Square for Stochastic Difference Equations via Lyapunov Methods.

Authors: Alnafisah, Yousef Sohaly, M. A.

Source: Journal of Nonlinear Mathematical Physics. 10/9/2024, Vol. 31 Issue 1, p1-15. 15p.

Inverse-Positive Matrices and Stability Properties of Linear Stochastic Difference Equations with Aftereffect.

Authors: Ponosov, Arcady Kadiev, Ramazan I.

Source: Mathematics (2227-7390). Sep2024, Vol. 12 Issue 17, p2710. 15p.

Unsolved problem about stability of stochastic difference equations with continuous time and distributed delay.

Authors: Shaikhet, Leonid¹ leonid.shaikhet@usa.net

Source: Modern Stochastics: Theory & Applications. Aug2024, Vol. 11 Issue 4, p395-402. 8p.