Results 41 to 50 of about 2,363 (92)
Linear-implicit strong schemes for Itô-Galkerin approximations of stochastic PDEs [PDF]
, 2010 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.
Kloeden, Peter E., Shott, Stephen
core
On the (strict) positivity of solutions of the stochastic heat equation
, 2014 We give a new proof of the fact that the solutions of the stochastic heat equation, started with non-negative initial conditions, are strictly positive at positive times. The proof uses concentration of measure arguments for discrete directed polymers in
Flores, Gregorio R. Moreno
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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
wiley +1 more source
Bound and periodic solutions of the Riccati equation in Banach space
International Journal of Stochastic Analysis, Volume 8, Issue 2, Page 195-200, 1995., 1995 An abstract, nonlinear, differential equation in Banach space is considered. Conditions are presented for the existence of bounded solutions of this equation with a bounded right side, and also for the existence of stationary (periodic) solutions of this equation with a stationary (periodic) process in the right side.
A. Ya. Dorogovtsev, T. A. Petrova
wiley +1 more source
Forum of Mathematics, Pi, 2019 In last passage percolation models lying in the Kardar–Parisi–Zhang (KPZ) universality class, the energy of long energy-maximizing paths may be studied as a function of the paths’ pair of endpoint locations.
ALAN HAMMOND
doaj +1 more source
International Journal of Stochastic Analysis, Volume 7, Issue 1, Page 25-31, 1994., 1994 Using connection between stochastic differential equation with Poisson measure term and its Kolmogorov′s equation, we investigate the limiting behavior of the Cauchy problem solution of the integro differential equation with coefficients depending on a small parameter. We also study the dependence of the limiting equation on the order of the parameter.
O. V. Borisenko +2 more
wiley +1 more source
Generalized functionals of Brownian motion
International Journal of Stochastic Analysis, Volume 7, Issue 3, Page 247-267, 1994., 1993 In this paper we discuss some recent developments in the theory of generalized functionals of Brownian motion. First we give a brief summary of the Wiener‐Ito multiple Integrals. We discuss some of their basic properties, and related functional analysis on Wiener measure space. then we discuss the generalized functionals constructed by Hida.
N. U. Ahmed
wiley +1 more source
Pseudo S-asymptotically Bloch type periodicity with applications to partial stochastic neutral evolution equations [PDF]
Arab Journal of Mathematical SciencesPurposeThis paper introduces the concept of (µ, ν)-pseudo S-asymptotically Bloch type (ω, k)- periodic functions, aiming to extend the framework of periodicity in stochastic analysis and to investigate their role in neutral partial stochastic ...
Marwa Missaoui
doaj +1 more source
Estimates for the ergodic measure and polynomial stability of plane stochastic curve shortening flow
, 2010 We establish moment estimates for the invariant measure of a stochastic partial differential equation describing motion by mean curvature flow in (1+1) dimension, leading to polynomial stability of the associated Markov semigroup.
A. Es-Sarhir +8 more
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Strong disorder implies strong localization for directed polymers in a random environment [PDF]
, 2006 In this note we show that in any dimension $d$, the strong disorder property implies the strong localization property. This is established for a continuous time model of directed polymers in a random environment : the parabolic Anderson Model.Comment ...
Carmona, Philippe, Hu, Yueyun
core +4 more sources