Results 31 to 40 of about 53,922 (203)
Advances in Mathematical Physics, 2013 Semilinear stochastic dynamic systems in a separable Hilbert space often model some evolution phenomena arising in physics and engineering. In this paper, we study the existence and uniqueness of mild solutions to neutral semilinear stochastic functional
Feng Jiang
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Skew convolution semigroups and affine Markov processes [PDF]
, 2006 A general affine Markov semigroup is formulated as the convolution of a homogeneous one with a skew convolution semigroup. We provide some sufficient conditions for the regularities of the homogeneous affine semigroup and the skew convolution semigroup ...
Dawson, D. A., Li, Zenghu
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Degenerate SDE with Hölder--Dini Drift and Non-Lipschitz Noise Coefficient [PDF]
SIAM Journal on Mathematical Analysis, 2016 The existence-uniqueness and stability of strong solutions are proved for a class of degenerate stochastic differential equations, where the noise coeffcicient might be non-Lipschitz, and the drift is locally Dini continuous in the component with noise (i.e.
Wang, Feng-Yu, Zhang, Xicheng
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Inf-sup estimates for the Stokes problem in a periodic channel [PDF]
, 2007 We derive estimates of the Babu\u{s}ka-Brezzi inf-sup constant $\beta$ for two-dimensional incompressible flow in a periodic channel with one flat boundary and the other given by a periodic, Lipschitz continuous function $h$.
Wilkening, Jon
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Backward uniqueness for parabolic operators with non-Lipschitz coefficients
, 2014 In this paper we study the backward uniqueness for parabolic equations with non-Lipschitz coefficients in time and space. The result presented here improves an old uniqueness theorem due to Lions and Malgrange [Math. Scand. ${\bf 8}$ (1960), 277--286] and some more recent results of Del Santo and Prizzi [J. Math. Pures Appl. ${\bf 84}$ (2005), 471--491;
DEL SANTO, DANIELE +2 more
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Advances in Difference Equations, 2017 We investigate the averaging principle for multivalued stochastic differential equations (MSDEs) driven by a random process under non-Lipschitz conditions.
Zhongkai Guo
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, 2015 In this paper we consider scalar parabolic equations in a general non-smooth setting with emphasis on mixed interface and boundary conditions. In particular, we allow for dynamics and diffusion on a Lipschitz interface and on the boundary, where ...
Disser, Karoline +2 more
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A goodness‐of‐fit test for regression models with discrete outcomes
Canadian Journal of Statistics, EarlyView.Abstract Regression models are often used to analyze discrete outcomes, but classical goodness‐of‐fit tests such as those based on the deviance or Pearson's statistic can be misleading or have little power in this context. To address this issue, we propose a new test, inspired by the work of Czado et al.
Lu Yang +2 more
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International Journal of Mathematics and Mathematical Sciences, 2012 This paper presents the result on existence, uniqueness of mild solutions to neutral stochastic partial functional integrodifferential equations under the Carathéodory-type conditions on the coefficients.
Mamadou Abdoul Diop +2 more
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Strong completeness for a class of stochastic differential equations with irregular coefficients
, 2014 We prove the strong completeness for a class of non-degenerate SDEs, whose coefficients are not necessarily uniformly elliptic nor locally Lipschitz continuous nor bounded.
Chen, Xin, Li, Xue-Mei
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