Results 31 to 40 of about 588 (178)

A highly accurate numerical method for solving boundary value problem of generalized Bagley‐Torvik equation

Mathematical Methods in the Applied Sciences, EarlyView.
A highly accurate numerical method is given for the solution of boundary value problem of generalized Bagley‐Torvik (BgT) equation with Caputo derivative of order 0<β<2$$ 0<\beta <2 $$ by using the collocation‐shooting method (C‐SM). The collocation solution is constructed in the space Sm+1(1)$$ {S}_{m+1}^{(1)} $$ as piecewise polynomials of degree at ...
Suzan Cival Buranay, Mtema James Chin, Nazim I. Mahmudov   +2 more
wiley   +1 more source

Stochastic Delay Population Dynamics under Regime Switching: Global Solutions and Extinction

Abstract and Applied Analysis, 2013
This paper is concerned with a delay Lotka-Volterra model under regime switching diffusion in random environment. By using generalized Itô formula, Gronwall inequality and Young’s inequality, some sufficient conditions for existence of global positive ...
Zheng Wu, Hao Huang, Lianglong Wang
doaj   +1 more source

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

Dynamical analysis of Hilfer–Hadamard type fractional pantograph equations via successive approximation

Journal of Taibah University for Science, 2019
In this note, we consider a nonlinear pantograph equation with Hilfer–Hadamard fractional derivative. We investigate the existence and continuous dependence results by using successive approximations and generalized Gronwall inequality.
D. Vivek, Kamal Shah, K. Kanagarajan
doaj   +1 more source

Hyers-Ulam stability of a nonautonomous semilinear equation with fractional diffusion

Demonstratio Mathematica, 2020
In this paper, we study the Hyers-Ulam stability of a nonautonomous semilinear reaction-diffusion equation. More precisely, we consider a nonautonomous parabolic equation with a diffusion given by the fractional Laplacian. We see that such a stability is
Villa-Morales José
doaj   +1 more source

Measure‐valued processes for energy markets

Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.
Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero, Luca Di Persio, Francesco Guida, Sara Svaluto‐Ferro   +3 more
wiley   +1 more source

On an integral inequality in N-independent variables

International Journal of Mathematics and Mathematical Sciences, 1984
We present a new non-linear integral inequality of the Gronwall-Bellman-Bihari type in n-independent variables with application to pointwise estimates of solutions of a certain class of non-linear hyperbolic partial differential equation.
Olusola Akinyele
doaj   +1 more source

A stochastic Gronwall inequality in random time horizon and its application to BSDE

Journal of Inequalities and Applications, 2020
In this paper, we introduce and prove a stochastic Gronwall inequality in an (unbounded) random time horizon. As an application, we prove a comparison theorem for backward stochastic differential equation (BSDE for short) with random terminal time under ...
Hun O, Mun-Chol Kim, Chol-Kyu Pak
doaj   +1 more source

Gronwall inequalities on time scales [PDF]

Mathematical Inequalities & Applications, 2006
The authors use several different methods to extend Gronwall’s inequality to more general cases on a time scale. Two applications are also given. Mathematics subject classification (2000): 26D15.
Fu-Hsiang Wong, Cheh-Chih Yeh, Chen-Huang Hong   +2 more
openaire   +1 more source

Reinforcement Learning for Jump‐Diffusions, With Financial Applications

Mathematical Finance, EarlyView.
ABSTRACT We study continuous‐time reinforcement learning (RL) for stochastic control in which system dynamics are governed by jump‐diffusion processes. We formulate an entropy‐regularized exploratory control problem with stochastic policies to capture the exploration–exploitation balance essential for RL.
Xuefeng Gao, Lingfei Li, Xun Yu Zhou
wiley   +1 more source