Results 11 to 20 of about 2,809 (150)
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
wiley +1 more source
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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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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Computational and Mathematical Biophysics, 2023 This article consists of a detailed and novel stochastic optimal control analysis of a coupled non-linear dynamical system. The state equations are modelled as an additional food-provided prey–predator system with Holling type III functional response for
Prakash Daliparthi Bhanu +1 more
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Mean square exponential stability of stochastic function differential equations in the G-framework
Open Mathematics, 2023 This research focuses on the stochastic functional differential equations driven by G-Brownian motion (G-SFDEs) with infinite delay. It is proved that the trivial solution of a G-SFDE with infinite delay is exponentially stable in mean square. An example
Li Guangjie, Hu Zhipei
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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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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
core +1 more source
Construction of special soliton solutions to the stochastic Riccati equation
Open Mathematics, 2022 A scheme for the analytical stochastization of ordinary differential equations (ODEs) is presented in this article. Using Itô calculus, an ODE is transformed into a stochastic differential equation (SDE) in such a way that the analytical solutions of the
Navickas Zenonas +4 more
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Construction of analytical solutions to systems of two stochastic differential equations
Open Mathematics, 2023 A scheme for the stochastization of systems of ordinary differential equations (ODEs) based on Itô calculus is presented in this article. Using the presented techniques, a system of stochastic differential equations (SDEs) can be constructed in such a ...
Navickas Zenonas +4 more
doaj +1 more source