Results 151 to 160 of about 37,570 (330)

Exponential Stability of Higher Order Fractional Neutral Stochastic Differential Equation Via Integral Contractors

Mathematical Methods in the Applied Sciences, Volume 48, Issue 6, Page 6425-6446, April 2025.
ABSTRACT The well‐posedness results for mild solutions to the fractional neutral stochastic differential system with Rosenblatt process with Hurst index Ĥ∈12,1$$ \hat{H}\in \left(\frac{1}{2},1\right) $$ is discussed in this article. To demonstrate the results, the concept of bounded integral contractors is combined with the stochastic result and ...
Dimplekumar N. Chalishajar, Dhanalakshmi Kasinathan, Ramkumar Kasinathan, Ravikumar Kasinathan   +3 more
wiley   +1 more source

Barrier Options and a Reflection Principle of the Fractional Brownian Motion [PDF]

, 2003
Ciprian Necula
openalex   +1 more source

Unveiling New Perspectives on the Hirota–Maccari System With Multiplicative White Noise

Mathematical Methods in the Applied Sciences, EarlyView.
ABSTRACT In this study, we delve into the stochastic Hirota–Maccari system, which is subjected to multiplicative noise according to the Itô sense. The stochastic Hirota–Maccari system is significant for its ability to accurately model how stochastic affects nonlinear wave propagation, providing valuable insights into complex systems like fluid dynamics
Mohamed E. M. Alngar, Khaled A. Gepreel, Reham M. A. Shohib, Yakup Yildirim   +3 more
wiley   +1 more source

Stochastic evolution equations with fractional Brownian motion [PDF]

, 2003
Samy Tindel, Ciprian A. Tudor, Frédéri Viens   +2 more
openalex   +1 more source

A Note on the Existence and Optimal Control of Atangana–Baleanu Fractional Stochastic Integrodifferential System With Noninstantaneous Impulses

Optimal Control Applications and Methods, EarlyView.
Optimal Control of AB Caputo Fractional Stochastic Integrodifferential Control System with Noninstantaneous Impulses. ABSTRACT This study is concerned with the existence of mild solution and optimal control for the Atangana–Baleanu fractional stochastic integrodifferential system with noninstantaneous impulses in Hilbert spaces. We verify the existence
Murugesan Johnson, Velusamy Vijayakumar, Kiwoon Kwon   +2 more
wiley   +1 more source

Reflected fractional Brownian motion in one and higher dimensions. [PDF]

Phys Rev E, 2020
Vojta T, Halladay S, Skinner S, Janušonis S, Guggenberger T, Metzler R.   +5 more
europepmc   +1 more source

On arbitrage‐free pricing of weather derivatives based on fractional Brownian motion [PDF]

, 2003
Fred Espen Benth
openalex   +1 more source

Fractional Brownian motion with fluctuating diffusivities

Physical Review E
11 pages, 3 ...
Adrian Pacheco-Pozo, Diego Krapf
openaire   +3 more sources

Optimal Control Strategies and Continuous Dependence for Stochastic Hilfer Fractional Systems With Delay: A Volterra‐Fredholm Integro‐Differential Approach

Optimal Control Applications and Methods, EarlyView.
The graphical abstract highlights our research on Sobolev Hilfer fractional Volterra‐Fredholm integro‐differential (SHFVFI) control problems for 1<ϱ<2$$ 1<\varrho <2 $$. We begin with the Hilfer fractional derivative (HFD) of order (1,2) in Sobolev type, which leads to Volterra‐Fredholm integro‐differential equations.
Marimuthu Mohan Raja, V. Vijayakumar, Chun‐Wei Tsai, Kalyana Chakravarthy Veluvolu   +3 more
wiley   +1 more source

Serotonergic Axons as Fractional Brownian Motion Paths: Insights Into the Self-Organization of Regional Densities. [PDF]

Front Comput Neurosci, 2020
Janušonis S, Detering N, Metzler R, Vojta T.   +3 more
europepmc   +1 more source