Results 11 to 20 of about 2,761 (145)
Predictability and uniqueness of weak solutions of the stochastic differential equations
Analele Stiintifice ale Universitatii Ovidius Constanta: Seria Matematica, 2023 Causality is a topic which receives much attention nowadays and it represents a prediction property in the context of possible reduction of available information in order to predict a given filtration.
Merkle Ana
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The geometry of the space of branched rough paths
Proceedings of the London Mathematical Society, Volume 121, Issue 2, Page 220-251, August 2020., 2020 Abstract We construct an explicit transitive free action of a Banach space of Hölder functions on the space of branched rough paths, which yields in particular a bijection between these two spaces. This endows the space of branched rough paths with the structure of a principal homogeneous space over a Banach space and allows to characterize its ...
Nikolas Tapia, Lorenzo Zambotti
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The influence of the noise on the exact solutions of a Kuramoto-Sivashinsky equation
Open Mathematics, 2022 In this article, we take into account the stochastic Kuramoto-Sivashinsky equation forced by multiplicative noise in the Itô sense. To obtain the exact stochastic solutions of the stochastic Kuramoto-Sivashinsky equation, we apply the G′G\frac{{G ...
Albosaily Sahar +4 more
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Quasi‐shuffle algebras and renormalisation of rough differential equations
Bulletin of the London Mathematical Society, Volume 52, Issue 1, Page 43-63, February 2020., 2020 Abstract The objective of this work is to compare several approaches to the process of renormalisation in the context of rough differential equations using the substitution bialgebra on rooted trees known from backward error analysis of B‐series. For this purpose, we present a so‐called arborification of the Hoffman–Ihara theory of quasi‐shuffle ...
Yvain Bruned +2 more
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Open Mathematics, 2022 The Picard iteration method is used to study the existence and uniqueness of solutions for the stochastic Volterra-Levin equation with variable delays. Several sufficient conditions are specified to ensure that the equation has a unique solution.
Jin Shoubo
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Uniqueness of stable processes with drift [PDF]
, 2013 Suppose that d ≥ 1 and α ∈ (1, 2). Let Y be a rotationally symmetric α-stable process on R d and b a R-valued measurable function on R belonging to a certain Kato class of Y .
Zhen-Qing Chen, Longmin Wang
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Demonstratio Mathematica, 2023 In this article, the stochastic fractional Davey-Stewartson equations (SFDSEs) that result from multiplicative Brownian motion in the Stratonovich sense are discussed.
Mohammed Wael W. +2 more
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Influence of section depth on the structural behaviour of reinforced concrete continuous deep beams [PDF]
, 2007 YesAlthough the depth of reinforced concrete deep beams is much higher than that of slender beams, extensive existing tests on deep beams have focused on simply supported beams with a scaled depth below 600 mm.
Ashour, Ashraf, Yang, Keun-Hyeok
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On the stability of solutions to conformable stochastic differential equations
, 2020 In this paper, we study the stability of solutions to conformable stochastic differential equations. Firstly, we show the trivial solution are stochastially stable, stochastically asymptotically stable and almost surely exponentially stable, respectively.
Guanli Xiao, Jinrong Wang
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Existence and Comparisons for BSDEs in general spaces [PDF]
, 2010 We present a theory of Backward Stochastic Differential Equations in continuous time with an arbitrary filtered probability space. No assumptions are made regarding the continuity of the filtration, or of the predictable quadratic variations of ...
Samuel N. Cohen, R. Elliott
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