Results 51 to 60 of about 134 (133)
Sub- and Super-solutions of a Nonlinear PDE, and Application to a Semilinear SPDE [PDF]
, 2013 2010 Mathematics Subject Classification: 35R60, 60H15, 74H35.We obtain upper and lower bounds for the explosion time of a semi-linear heat equation on a bounded $d$-dimensional domain, perturbed by white noise. The bounds we get are expressed in terms of
Kolkovska, E. T., López-Mimbela, J. A.
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Stochastic stability and instability of rumor model
Open MathematicsIn this study, we present a stochastic rumor model. The stability of the disease-free equilibrium state and instability of the free equilibrium E0{E}_{0} of stochastic epidemics model are considered with the help of Lyapunov functions.
Zhang Jing, Wang Xinyao, Wang Xiaohuan
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On a semilinear mixed fractional heat equation driven by fractional Brownian sheet
, 2017 In this paper, we consider the stochastic heat equation of the form \u2202 u
Xia, Dengfeng +3 more
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A branching particle approximation to a filtering micromovement model of asset price
Particle filters, Monte Carlo approximation, Filtering, Counting process, Stochastic partial differential equation, Ultra-high frequency data, Primary: 60H15, Secondary: 60K35, 35R60, 93E11, 60F05, 91B28,
Jie Xiong, Yong Zeng
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Optimal portfolio choice in the bond market
Term structure of interest rates, Malliavin calculus, Utility maximization, Infinite-dimensional stochastic processes, E43, 60H07, 60H15, 91B28,
Michael Tehranchi, Nathanael Ringer
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On large deviations regimes for random media models
, 2006 We investigate the behavior of probabilities of large deviations above the mean versus large deviations below the mean for random additive functionals in a variety of random media models.
Gauthier, Damien
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Existence of Lévy term structure models
Forward curve spaces, Lévy term structure models, Stochastic integration in Hilbert spaces, Strong, weak and mild solutions of infinite dimensional SDEs, 91B28, 91B70, 60G51, 60H15, E43, G10,
Damir Filipović +2 more
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, 2010 We prove an existence and uniqueness result for generalized backward doubly stochastic differential equations driven by Lévy processes with non-Lipschitz assumptions.2000 AMS Mathematics Subject Classification: Primary: 60F05, 60H15; Secondary ...
Aman, Auguste, Owo, Jean-Marc
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Early warning signs for SPDEs with continuous spectrum
European Journal of Applied MathematicsIn this work, we study early warning signs for stochastic partial differential equations (SPDEs), where the linearisation around a steady state is characterised by continuous spectrum. The studied warning sign takes the form of qualitative changes in the
Paolo Bernuzzi +2 more
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A note on intermittency for the fractional heat equation [PDF]
, 2013 The goal of the present note is to study intermittency properties for the solution to the fractional heat equation with initial condition bounded above and below, where β ∈ (0, 2] and the noise W behaves in time like a fractional Brownian motion of index
Raluca M Balan, Daniel Conus
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