Results 11 to 20 of about 1,003 (69)
A local-time correspondence for stochastic partial differential equations [PDF]
, 2007 It is frequently the case that a white-noise-driven parabolic and/or hyperbolic stochastic partial differential equation (SPDE) can have random-field solutions only in spatial dimension one.
Mohammud Foondun +2 more
semanticscholar +1 more source
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
core +1 more source
A Schauder estimate for stochastic PDEs [PDF]
, 2015 Considering stochastic partial differential equations of parabolic type with random coefficients in vector-valued H\"older spaces, we obtain a sharp Schauder estimate.
Du, Kai, Liu, Jiakun
core +4 more sources
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
doaj +1 more source
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
wiley +1 more source
Backward stochastic differential equations with Markov chains and related asymptotic properties
Advances in Differential Equations, 2013 This paper is concerned with the solvability of a new kind of backward stochastic differential equations whose generator f is affected by a finite-state Markov chain.
Huaibin Tang, Zhen Wu
semanticscholar +1 more source
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
doaj +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
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.
core +3 more sources
HIGH ORDER PARACONTROLLED CALCULUS
Forum of Mathematics, Sigma, 2019 We develop in this work a general version of paracontrolled calculus that allows to treat analytically within this paradigm a whole class of singular partial differential equations with the same efficiency as regularity structures.
ISMAËL BAILLEUL, FRÉDÉRIC BERNICOT
doaj +1 more source