Results 21 to 30 of about 2,292 (89)
Open Mathematics, 2020 This article deals with the exact controllability for a class of fractional stochastic evolution equations with nonlocal initial conditions in a Hilbert space under the assumption that the semigroup generated by the linear part is noncompact.
Ding Yonghong, Li Yongxiang
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International Journal of Stochastic Analysis, Volume 2004, Issue 2, Page 109-122, 2004., 2004 This paper is concerned with the study of the rate of convergence of the distribution of the maximum likelihood estimator of a parameter appearing linearly in the drift coefficients of two types of stochastic partial differential equations (SPDEs).
M. N. Mishra, B. L. S. Prakasa Rao
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On a stochastic Burgers equation with Dirichlet boundary conditions
International Journal of Mathematics and Mathematical Sciences, Volume 2003, Issue 43, Page 2735-2746, 2003., 2003 We consider the one‐dimensional Burgers equation perturbed by a white noise term with Dirichlet boundary conditions and a non‐Lipschitz coefficient. We obtain existence of a weak solution proving tightness for a sequence of polygonal approximations for the equation and solving a martingale problem for the weak limit.
Ekaterina T. Kolkovska
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Stochastic flows with interaction and measure‐valued processes
International Journal of Mathematics and Mathematical Sciences, Volume 2003, Issue 63, Page 3963-3977, 2003., 2003 We consider the new class of the Markov measure‐valued stochastic processes with constant mass. We give the construction of such processes with the family of the probabilities which describe the motion of single particles. We also consider examples related to stochastic flows with the interactions and the local times for such processes.
Andrey A. Dorogovtsev
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Nonautonomous Dynamical Systems, 2018 This paper focuses on a nonlinear second-order stochastic evolution equations driven by a fractional Brownian motion (fBm) with Poisson jumps and which is dependent upon a family of probability measures.
McKibben Mark A., Webster Micah
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An Asymptotic Comparison of Two Time-homogeneous PAM Models [PDF]
, 2018 Both Wick-Ito-Skorokhod and Stratonovich interpretations of the parabolic Anderson model (PAM) lead to solutions that are real analytic as functions of the noise intensity e, and, in the limit e->0, the difference between the two solutions is of order e ...
Kim, Hyun-Jung, Lototsky, Sergey V.
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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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Linear‐implicit strong schemes for Itô‐Galkerin approximations of stochastic PDEs
International Journal of Stochastic Analysis, Volume 14, Issue 1, Page 47-53, 2001., 2001 Linear‐implicit versions of strong Taylor numerical schemes for finite dimensional Itô stochastic differential equations (SDEs) are shown to have the same order as the original scheme. The combined truncation and global discretization error of an γ strong linear‐implicit Taylor scheme with time‐step Δ applied to the N dimensional Itô‐Galerkin SDE for a
P. E. Kloeden, S. Shott
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On the stability of stationary solutions of a linear integro‐differential equation
International Journal of Stochastic Analysis, Volume 14, Issue 2, Page 139-150, 2001., 2001 In this paper the following two connected problems are discussed. The problem of the existence of a stationary solution for the abstract equation εx"(t)+x′(t)=Ax(t)+∫−∞tE(t−s)x(s)ds+ξ(t),t∈R containing a small parameter ε in Banach space B is considered. Here A ∈ ℒ(B) is a fixed operator, E ∈ C([0, +∞), ℒ(B)) and ξ is a stationary process.
A. Ya. Dorogovtsev, O. Yu. Trofimchuk
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Galerkin approximation and the strong solution of the Navier‐Stokes equation
International Journal of Stochastic Analysis, Volume 13, Issue 3, Page 239-259, 2000., 2000 We consider a stochastic equation of Navier‐Stokes type containing a noise part given by a stochastic integral with respect to a Wiener process. The purpose of this paper is to approximate the solution of this nonlinear equation by the Galerkin method. We prove the convergence in mean square.
Hannelore Breckner
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