Results 51 to 60 of about 135 (134)
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
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
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
A Perturbation Theory for Ergodic Properties of Markov Chains [PDF]
, 2000 Perturbations to Markov chains and Markov processes are considered. The unperturbed problem is assumed to be geometrically ergodic in the sense usually established through use of Foster-Lyapunov drift conditions.
Shardlow, Tony +5 more
core +2 more sources
On the Cauchy problem of a degenerate parabolic-hyperbolic PDE with Lévy noise
Advances in Nonlinear Analysis, 2017 In this article, we deal with the stochastic perturbation of degenerate parabolic partial differential equations (PDEs). The particular emphasis is on analyzing the effects of a multiplicative Lévy noise on such problems and on establishing a well ...
Biswas Imran H. +2 more
doaj +1 more source
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
doaj +1 more source
Probability structure preserving and absolute continuity [PDF]
, 2002 . – The concept of probability structure preserving mapping is introduced. The idea is applied to define stochastic integral for fractional Brownian motion (fBm) and to obtain an anticipative Girsanov theorem for fBm.
Hu, Yaozhong, Yaozhong Hu
core
On a Stochastic Partial Differential Equation with a Noisy Term [PDF]
, 2004 2000 Mathematics Subject Classification: 60H15, 60H40We review results obtained in [13] and [14] on a one-dimensional Burgers-type stochastic differential equation involving fractional power of the Laplacian in its linear part, perturbed by a white noise
Kolkovska, Ekaterina T.
core
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.
core
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
doaj +1 more source