Results 51 to 60 of about 211 (177)
Approximations of center manifolds for delay stochastic differential equations with additive noise
Advances in Nonlinear Analysis, 2023 This article deals with approximations of center manifolds for delay stochastic differential equations with additive noise. We first prove the existence and smoothness of random center manifolds for these approximation equations. Then we show that the Ck{
Wu Longyu +3 more
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A Haussmann‐Clark‐Ocone formula for functionals of diffusion processes with Lipschitz coefficients
International Journal of Stochastic Analysis, Volume 15, Issue 4, Page 357-370, 2002., 2002 We establish a martingale representation formula for functionals of diffusion processes with Lipschitz coefficients, as stochastic integrals with respect to the Brownian motion.
Khaled Bahlali +2 more
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On the notion of L 1‐completeness of a stochastic flow on a manifold
Abstract and Applied Analysis, Volume 7, Issue 12, Page 627-635, 2002., 2002 We introduce the notion of L 1‐completeness for a stochastic flow on manifold and prove a necessary and sufficient condition for a flow to be L 1‐complete. L 1‐completeness means that the flow is complete (i.e., exists on the given time interval) and that it belongs to some sort of L 1‐functional space, natural for manifolds where no Riemannian metric ...
Yu. E. Gliklikh, L. A. Morozova
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Periodic solutions to Mckean–Vlasov SDEs under Lyapunov conditions
Advances in Nonlinear AnalysisIn this article, we investigate the existence of periodic solutions to McKean–Vlasov stochastic differential equations subject to periodic Lyapunov conditions with distributional dependence.
Ma Jun, Ji Shuguan
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Analele Stiintifice ale Universitatii Ovidius Constanta: Seria Matematica, 2021 The subject of this paper is an analytic approximate method for a class of stochastic functional differential equations with coefficients that do not necessarily satisfy the Lipschitz condition nor linear growth condition but they satisfy some polynomial
Djordjević Dušan D. +1 more
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Averaging and stability of quasilinear functional differential equations with Markov parameters
International Journal of Stochastic Analysis, Volume 12, Issue 1, Page 1-15, 1999., 1998 An asymptotic method for stability analysis of quasilinear functional differential equations, with small perturbations dependent on phase coordinates and an ergodic Markov process, is presented. The proposed method is based on an averaging procedure with respect to: 1) time along critical solutions of the linear equation; and 2) the invariant measure ...
Lambros Katafygiotis, Yevgeny Tsarkov
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BSDE associated with Lévy processes and application to PDIE
, 2003 International Journal of Stochastic Analysis, Volume 16, Issue 1, Page 1-17, 2003.
K. Bahlali, M. Eddahbi, E. Essaky
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, 2003 International Journal of Stochastic Analysis, Volume 16, Issue 1, Page 45-67, 2003.
Anatoli V. Skorokhod
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Coexistence for a kind of stochastic three-species competitive models
Open Mathematics, 2019 The coexistence of species sustains the ecological balance in nature. This paper focuses on sufficient conditions for the coexistence of a three-species stochastic competitive model, where the model has non-linear diffusion parts.
Huang Nantian +3 more
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On stochastic solutions of nonlocal random functional integral equations
Arab Journal of Mathematical Sciences, 2019 In this paper, we use Schauder’s fixed point to establish the existence of at least one solution for a functional nonlocal stochastic differential equation under sufficient conditions in the space of all square integrable stochastic processes with a ...
M.M. Elborai, M.I. Youssef
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