Results 1 to 10 of about 963 (56)
Random attractors for stochastic plate equations with memory in unbounded domains
Open Mathematics, 2021 In this paper, we investigate the dynamics of stochastic plate equations with memory in unbounded domains. More specifically, we obtain the uniform time estimates for solutions of the problem.
Yao Xiao Bin
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Construction of special soliton solutions to the stochastic Riccati equation
Open Mathematics, 2022 A scheme for the analytical stochastization of ordinary differential equations (ODEs) is presented in this article. Using Itô calculus, an ODE is transformed into a stochastic differential equation (SDE) in such a way that the analytical solutions of the
Navickas Zenonas +4 more
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Construction of analytical solutions to systems of two stochastic differential equations
Open Mathematics, 2023 A scheme for the stochastization of systems of ordinary differential equations (ODEs) based on Itô calculus is presented in this article. Using the presented techniques, a system of stochastic differential equations (SDEs) can be constructed in such a ...
Navickas Zenonas +4 more
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Nonautonomous Dynamical Systems, 2020 In this article, we are concerned with the neutral impulsive stochastic integro-differential equations driven by Poisson jumps and Rosenblatt process.
Kasinathan Ravikumar +3 more
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HALF-SPACE MACDONALD PROCESSES
Forum of Mathematics, Pi, 2020 Macdonald processes are measures on sequences of integer partitions built using the Cauchy summation identity for Macdonald symmetric functions. These measures are a useful tool to uncover the integrability of many probabilistic systems, including the ...
GUILLAUME BARRAQUAND +2 more
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Fractional Fokker-Planck-Kolmogorov type Equations and their Associated Stochastic Differential Equations [PDF]
, 2011 MSC 2010: 26A33, 35R11, 35R60, 35Q84, 60H10 Dedicated to 80-th anniversary of Professor Rudolf GorenfloThere is a well-known relationship between the Itô stochastic differential equations (SDEs) and the associated partial differential equations called ...
Hahn, Marjorie, Umarov, Sabir
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An Asymptotic Comparison of Two Time-homogeneous PAM Models [PDF]
, 2018 Both Wick-Ito-Skorokhod and Stratonovich interpretations of the parabolic Anderson model (PAM) lead to solutions that are real analytic as functions of the noise intensity e, and, in the limit e->0, the difference between the two solutions is of order e ...
Kim, Hyun-Jung, Lototsky, Sergey V.
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Ingeniería y Ciencia, 2015 A numerical method to solve a general random linear parabolic equation where the diffusion coefficient, source term, boundary and initial conditions include uncertainty, is developed.
Gilberto González Parra +2 more
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International Journal of Stochastic Analysis, Volume 7, Issue 1, Page 25-31, 1994., 1994 Using connection between stochastic differential equation with Poisson measure term and its Kolmogorov′s equation, we investigate the limiting behavior of the Cauchy problem solution of the integro differential equation with coefficients depending on a small parameter. We also study the dependence of the limiting equation on the order of the parameter.
O. V. Borisenko +2 more
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A CLASS OF GROWTH MODELS RESCALING TO KPZ
Forum of Mathematics, Pi, 2018 We consider a large class of $1+1$-dimensional continuous interface growth models and we show that, in both the weakly asymmetric and the intermediate disorder regimes, these models converge to Hopf–Cole solutions to the KPZ equation.
MARTIN HAIRER, JEREMY QUASTEL
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