Results 1 to 10 of about 78 (46)

The probabilistic approach to the analysis of the limiting behavior of an integro‐diffebential equation depending on a small parameter, and its application to stochastic processes

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, A. D. Borisenko, I. G. Malyshev   +2 more
wiley   +1 more source

Generalized random processes and Cauchy′s problem for some partial differential systems

International Journal of Mathematics and Mathematical Sciences, Volume 3, Issue 3, Page 549-558, 1980., 1979
In this paper we consider a parabolic partial differential system of the form DtHt = L(t, x, D)Ht. The generalized stochastic solutions Ht, corresponding to the generalized stochastic initial conditions H0 are given. Some properties concerning these generalized stochastic solutions are also obtained.
Mahmoud M. El-Borai
wiley   +1 more source

Global solutions of aggregation equations and other flows with random diffusion. [PDF]

Probab Theory Relat Fields, 2023
Rosenzweig M, Staffilani G.
europepmc   +1 more source

Stochastic differential equation modelling of cancer cell migration and tissue invasion. [PDF]

J Math Biol, 2023
Katsaounis D, Chaplain MAJ, Sfakianakis N.   +2 more
europepmc   +1 more source

Well-posedness for a stochastic 2D Euler equation with transport noise. [PDF]

Stoch Partial Differ Equ, 2023
Lang O, Crisan D.
europepmc   +1 more source

Multilevel quadrature for elliptic problems on random domains by the coupling of FEM and BEM. [PDF]

Stoch Partial Differ Equ, 2022
Harbrecht H, Schmidlin M.
europepmc   +1 more source

Invariant Measures for the Stochastic One-Dimensional Compressible Navier-Stokes Equations. [PDF]

Appl Math Optim, 2021
Coti Zelati M, Glatt-Holtz N, Trivisa K.
europepmc   +1 more source

Analysis and Optimal Velocity Control of a Stochastic Convective Cahn-Hilliard Equation. [PDF]

J Nonlinear Sci, 2021
Scarpa L.
europepmc   +1 more source

Stochastic Navier-Stokes Equations on a Thin Spherical Domain. [PDF]

Appl Math Optim, 2021
Brzeźniak Z, Dhariwal G, Le Gia QT.
europepmc   +1 more source

An order approach to SPDEs with antimonotone terms. [PDF]

Stoch Partial Differ Equ, 2020
Scarpa L, Stefanelli U.
europepmc   +1 more source