Results 21 to 30 of about 2,809 (150)
A Stochastic Gronwall Lemma [PDF]
, 2013 We prove a stochastic Gronwall lemma of the following type: if $Z$ is an adapted nonnegative continuous process which satisfies a linear integral inequality with an added continuous local martingale $M$ and a process $H$ on the right hand side, then for ...
Scheutzow, Michael
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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
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On copulas of self-similar Ito processes
Dependence Modeling, 2021 We characterize the cumulative distribution functions and copulas of two-dimensional self-similar Ito processes, with randomly correlated Wiener margins, as solutions of certain elliptic partial differential equations.
Jaworski Piotr, Krzywda Marcin
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An uniqueness result for a class of wiener-space valued stochastic differential equations [PDF]
, 1999 Mathematics Subject Classifications (1991): 58D25; 60H07; 60H10; 60J60.We prove a generalization of Bismut-Itô-Kunita formula to infinite dimensions and derive an uniqueness result for Wiener space valued processes which holds for a special class of ...
Oliveira, Maria João
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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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Exact solutions of the stochastic new coupled Konno-Oono equation
Results in Physics, 2021 In this paper we consider the stochastic Konno-Oono equation, which is forced by multiplicative noise. In order to find exact solutions of stochastic nonlinear Konno-Oono equations, generalized G′G-expansion method are implemented.
Wael W. Mohammed +3 more
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A Model for Liver Homeostasis Using Modified Mean‐Reverting Ornstein–Uhlenbeck Process
Computational and Mathematical Methods in Medicine, Volume 11, Issue 1, Page 27-47, 2010., 2010 Short of a liver biopsy, hepatic disease and drug‐induced liver injury are diagnosed and classified from clinical findings, especially laboratory results. It was hypothesized that a healthy hepatic dynamic equilibrium might be modelled by an Ornstein–Uhlenbeck (OU) stochastic process, which might lead to more sensitive and specific diagnostic criteria.
D. C. Trost +4 more
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Open Mathematics, 2022 In this paper, our aims are to study the stability with general decay rate of hybrid stochastic fractional differential equations driven by Lévy noise with impulsive effects.
Hou Tingting, Zhang Hui
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Effect of randomly fluctuating environment on autotroph‐herbivore model system
International Journal of Mathematics and Mathematical Sciences, Volume 2004, Issue 68, Page 3703-3716, 2004., 2004 First we deal with a brief introduction of the autotroph‐herbivore model system along with deterministic analysis of local stability, bifurcation behavior, and persistence of the populations. The second part consists of the stochastic formulation of the model system to incorporate the effect of environmental fluctuation and then analysis of ...
Tapan Saha, Malay Bandyopadhyay
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The exact solutions of the stochastic Ginzburg–Landau equation
Results in Physics, 2021 The main goal of this paper is to obtain the exact solutions of the stochastic real-valued Ginzburg–Landau equation, which is forced by multiplicative noise in the Itô sense.
Wael W. Mohammed +5 more
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