For stochastic differential equations (SDEs) of the form dX(t) = b(X)(t)) dt + [sigma] (X(t))dW(t) where b and [sigma] are Lipschitz continuous, it is shown that if we consider a fixed [sigma] [epsilon] C5, bounded and with bounded derivatives, the ...
Knudsen, Thomas Skov
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Maximum principle for a stochastic delayed system involving terminal state constraints. [PDF]
J Inequal Appl, 2017 Wen J, Shi Y.
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On stochastic differential equations and semigroups of probability operators in quantum probability
Some "classical" stochastic differential equations have been used in the theory of measurements continuous in time in quantum mechanics and, more generally, in quantum open system theory.
Barchielli, A. +2 more
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Mathematical study for the phase-based transmissibility of a novel COVID-19 Coronavirus
, 2020 HAJJI ME, SAYARI S, ZAGHDANI A.
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The stability of a predator-prey system with linear mass-action functional response perturbed by white noise. [PDF]
Adv Differ Equ, 2016 Zhang Q, Wen X, Jiang D, Liu Z.
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Conditions for escape of a rotor in a rotary nanobearing from short triple-wall nanotubes. [PDF]
Sci Rep, 2017 Shi J, Liu LN, Cai K, Qin QH.
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Existence, uniqueness and comparison results for BSDEs with Lévy jumps in an extended monotonic generator setting. [PDF]
Probab Uncertain Quant Risk, 2018 Geiss C, Steinicke A.
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Convergence of the Euler-Maruyama method for multidimensional SDEs with discontinuous drift and degenerate diffusion coefficient. [PDF]
Numer Math (Heidelb), 2018 Leobacher G, Szölgyenyi M.
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Parameter identification for a stochastic SEIRS epidemic model: case study influenza. [PDF]
J Math Biol, 2019 Mummert A, Otunuga OM.
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Stochastic Geometric Models with Non-stationary Spatial Correlations in Lagrangian Fluid Flows. [PDF]
J Nonlinear Sci, 2018 Gay-Balmaz F, Holm DD.
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