Results 31 to 40 of about 4,758,310 (58)
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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BMC Primary Care, 2022 Background Primary care is a relevant pillar in managing not only individual, but also societal medical crises. The COVID-19 pandemic has demanded a rapid response from primary care with interventions in the health care system.
S. Stengel +7 more
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Regularity of the density for the stochastic heat equation [PDF]
, 2007 We study the smoothness of the density of a semilinear heat equation with multiplicative spacetime white noise. Using Malliavin calculus, we reduce the problem to a question of negative moments of solutions of a linear heat equation with multiplicative ...
Mueller, Carl, Nualart, David
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Evolution equation of a stochastic semigroup with white-noise drift
, 2000 We study the existence and uniqueness of the solution of a functionvalued stochastic evolution equation based on a stochastic semigroup whose kernel p(s; t; y; x) is Brownian in s and t.
D. Nualart, F. Viens
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Large Deviations for a Class of Semilinear Stochastic Partial Differential Equations [PDF]
, 2016 We prove the large deviations principle (LDP) for the law of the solutions to a class of semilinear stochastic partial differential equations driven by multiplicative noise.
Foondun, Mohammud, Setayeshgar, Leila
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Harnack Type Inequalities and Applications for SDE Driven by Fractional Brownian Motion [PDF]
, 2013 For stochastic differential equation driven by fractional Brownian motion with Hurst parameter $H>1/2$, Harnack type inequalities are established by constructing a coupling with unbounded time-dependent drift.
Fan, Xi-Liang
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A comparison theorem for backward SPDEs with jumps
, 2014 In this paper we obtain a comparison theorem for backward stochastic partial differential equation (SPDEs) with jumps. We apply it to introduce space-dependent convex risk measures as a model for risk in large systems of interacting ...
Sulem, Agnès +2 more
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Nonlinear stochastic wave equations: Blow-up of second moments in $L^2$-norm
, 2009 The paper is concerned with the problem of explosive solutions for a class of nonlinear stochastic wave equations in a domain $\mathcal{D}\subset\mathbb{R}^d$ for $d\leq3$.
Chow, Pao-Liu
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Heat equation with a general stochastic measure on nested fractals
, 2012 A stochastic heat equation on an unbounded nested fractal driven by a general stochastic measure is investigated. Existence, uniqueness and continuity of the mild solution are proved provided that the spectral dimension of the fractal is less than 4/3 ...
Radchenko, Vadym, Zähle, Martina
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BMC Primary CareBackground Antibiotic resistance is growing globally. The practice of health professionals when prescribing antibiotics in primary health care settings significantly impacts antibiotic resistance.
G. Kasse +3 more
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