Results 21 to 30 of about 69 (63)

Finite Width For A Random Stationary Interface [PDF]

open access: yes, 1997
: We study the asymptotic shape of the solution u(t; x) 2 [0; 1] to a one-dimensional heat equation with a multiplicative white noise term. At time zero the solution is an interface, that is u(0; x) is 0 for all large positive x and u(0; x) is 1 for all
R. Tribe, C. Mueller
core  

Multi-sites fisheries modeling with Itô stochastic differential equations and stochastic optimization problem

open access: yes
The main idea of this paper is first to propose an equivalent system of stochastic differential equations for multi-site fisheries using an equivalent system of Itô stochastic differential equations. The proposed model, based on Fish Aggregating Devices (
Babacar M. Ndiaye   +2 more
core   +1 more source

Strong uniqueness for SDEs in Hilbert spaces with non-regular drift

open access: yes, 2020
We prove pathwise uniqueness for a class of stochastic differential equations (SDE) on a Hilbert space with cylindrical Wiener noise, whose non-linear drift parts are sums of the subdifferential of a convex function and a bounded part. This generalizes a
G Da Prato   +3 more
core  

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

open access: yesProbab Theory Relat Fields, 2023
Rosenzweig M, Staffilani G.
europepmc   +1 more source

Approximate Solvability of Forward-Backward Stochastic Differential Equations

open access: yes, 2007
. The solvability of forward-backward stochastic differential equations (FBSDE, for short) has been studied extensively in recent years. To guarantee the existence and uniqueness of adapted solutions, many different conditions, some are quite restrictive,
Jin Ma, Jiongmin Yong
core  

Measure Attractors For Stochastic Navier-Stokes Equations

open access: yes, 1998
: We show existence of measure attractors for 2-D stochastic Navier-Stokes equations with general multiplicative noise. Keywords: Stochastic Navier--Stokes equations, measure attractors AMS subject classification: Primary: 35Q30, 60H15, 60G60; Secondary:
Marek Capinski, Nigel J. Cutland
core  

A Functional Limit Theorem for Waves Reflected by a Random Medium

open access: yes, 1996
We introduce a class of distribution-valued stochastic processes that arise in the study of pulse reflection from random media and we analyze their asymptotic properties when they are scaled in a natural way.
George Papanicolaou, Sophie Weinryb
core  

On The Unique Solvability Of Some Nonlinear Stochastic PDEs

open access: yes, 1998
: The Cauchy problem for 1-dimensional nonlinear stochastic partial differential equations is studied. The uniqueness and existence of solutions in H 2 p (T )-space are proved. 1991 Mathematics Subject Classification. 60H15, 35R60.
Hyek Yoo
core  

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