Results 21 to 30 of about 1,088,266 (333)
The Burgers equation driven by a stochastic measure
Modern Stochastics: Theory and Applications, 2023 The class of one-dimensional equations driven by a stochastic measure μ is studied. For μ only σ-additivity in probability is assumed. This class of equations includes the Burgers equation and the heat equation.
Vadym Radchenko
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Stability analysis of partial differential variational inequalities in Banach spaces
Nonlinear Analysis, 2020 In this paper, we study a class of partial differential variational inequalities. A general stability result for the partial differential variational inequality is provided in the case the perturbed parameters are involved in both the nonlinear mapping ...
Faming Guo +3 more
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Stochastic lattice dynamical systems with fractional noise [PDF]
, 2016 This article is devoted to study stochastic lattice dynamical systems driven by a fractional Brownian motion with Hurst parameter $H\in(1/2,1)$. First of all, we investigate the existence and uniqueness of pathwise mild solutions to such systems by the ...
Bessaih, Hakima +3 more
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Asymptotic properties of the parabolic equation driven by stochastic measure
Modern Stochastics: Theory and Applications, 2022 A stochastic parabolic equation on $[0,T]\times \mathbb{R}$ driven by a general stochastic measure, for which we assume only σ-additivity in probability, is considered. The asymptotic behavior of its solution as $t\to \infty $ is studied.
Boris Manikin
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On the Positivity of Local Mild Solutions to Stochastic Evolution Equations [PDF]
, 2021 We provide sufficient conditions on the coefficients of a stochastic evolution equation on a Hilbert space of functions driven by a cylindrical Wiener process ensuring that its mild solution is positive if the initial datum is positive. As an application, we discuss the positivity of forward rates in the Heath-Jarrow-Morton model via Musiela's ...
Marinelli C., Scarpa L.
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Random semilinear system of differential equations with impulses
Fixed Point Theory and Applications, 2017 In this paper, we study the existence of solutions for systems of random semilinear impulsive differential equations. The existence results are established by means of a new version of Perov’s, a nonlinear alternative of Leray-Schauder’s fixed point ...
A Baliki, JJ Nieto, A Ouahab, ML Sinacer
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Analele Stiintifice ale Universitatii Ovidius Constanta: Seria Matematica, 2022 In this manuscript the existence of the fractional-order functional differential inclusions [FFDI] with state-dependent delay [SDD] is investigated within the Mittag-Leffler kernel.
Arjunan Mani Mallika +2 more
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Numerical analysis of nonlinear parabolic problems with variable exponent and $L^1$ data
Cubo, 2022 In this paper, we make the numerical analysis of the mild solution which is also an entropy solution of parabolic problem involving the $p(x)-$Laplacian operator with $L^1-$ data.
Stanislas Ouaro +2 more
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Existence of weak solutions to stochastic evolution inclusions [PDF]
, 2004 We consider the Cauchy problem for a semilinear stochastic differential inclusion in a Hilbert space. The linear operator generates a strongly continuous semigroup and the nonlinear term is multivalued and satisfies a condition which is more heneral than
De Fitte, Paul Raynaud +2 more
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Mild solutions to the dynamic programming equation for stochastic optimal control problems [PDF]
, 2017 We show via the nonlinear semigroup theory in $L^1(\mathbb{R})$ that the $1$-D dynamic programming equation associated with a stochastic optimal control problem with multiplicative noise has a unique mild solution $\varphi\in C([0,T];W^{1,\infty}(\mathbb{
Barbu, Viorel +2 more
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