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Optimization of the mean-square approximation procedures for iterated Stratonovich stochastic integrals of multiplicities 1 to 3 with respect to components of the multi-dimensional Wiener process based on Multiple Fourier–Legendre series [PDF]

MATEC Web of Conferences, 2022
The article is devoted to approximation of iterated Ito and Stratonovich stochastic integrals of multiplicities 1 to 3 by the method of multiple Fourier–Legendre series.
Kuznetsov Dmitriy, Kuznetsov Mikhail
doaj   +1 more source

Deterministic Bi-Criteria Model for Solving Stochastic Mixed Vector Variational Inequality Problems

Mathematics, 2023
In this paper, we consider stochastic mixed vector variational inequality problems. Firstly, we present an equivalent form for the stochastic mixed vector variational inequality problems.
Meiju Luo, Menghan Du, Yue Zhang
doaj   +1 more source

A Continuous-Time Urn Model for a System of Activated Particles

Mathematics, 2023
We study a system of M particles with jump dynamics on a network of N sites. The particles can exist in two states, active or inactive. Only the former can jump. The state of each particle depends on its position.
Rafik Aguech, Hanene Mohamed
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Diffusion of binary opinions in a growing population with heterogeneous behaviour and external influence

Networks and Heterogeneous Media, 2023
We consider a growing population of individuals with binary opinions, namely, 0 or 1, that evolve in discrete time. The underlying interaction network is complete. At every time step, a fixed number of individuals are added to the population. The opinion
Sharayu Moharir, Ananya S. Omanwar, Neeraja Sahasrabudhe   +2 more
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Best approximation of ( G 1 , G 2 ) $(\mathcal{G}_{1},\mathcal{G}_{2})$ -random operator inequality in matrix Menger Banach algebras with application of stochastic Mittag-Leffler and H $\mathbb{H}$ -Fox control functions

Journal of Inequalities and Applications, 2022
We stabilize pseudostochastic ( G 1 , G 2 ) $(\mathcal{G}_{1},\mathcal{G}_{2})$ -random operator inequality using a class of stochastic matrix control functions in matrix Menger Banach algebras.
Safoura Rezaei Aderyani, Reza Saadati, Themistocles M. Rassias, Choonkil Park   +3 more
doaj   +1 more source

Random Perturbation of Invariant Manifolds for Non-Autonomous Dynamical Systems

Mathematics, 2022
Random invariant manifolds are geometric objects useful for understanding dynamics near the random fixed point under stochastic influences. Under the framework of a dynamical system, we compared perturbed random non-autonomous partial differential ...
Tao Jiang, Zhongkai Guo, Xingjie Yan
doaj   +1 more source

Development and Application of the Fourier Method to the Mean-Square Approximation of Iterated Ito and Stratonovich Stochastic Integrals

, 2022
The article is devoted to the mean-square approximation of iterated Ito and Stratonovich stochastic integrals in the context of the numerical integration of Ito stochastic differential equations.
Kuznetsov, Dmitriy F.
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L2-convergence of Yosida approximation for semi-linear backward stochastic differential equation with jumps in infinite dimension [PDF]

Arab Journal of Mathematical Sciences
Purpose – The main motivation of this paper is to present  the Yosida approximation of a semi-linear backward stochastic differential equation in infinite dimension. Under suitable assumption and condition, an L2-convergence rate is established.
Hani Abidi, Rim Amami, Roger Pettersson, Chiraz Trabelsi   +3 more
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Numerical Schemes for Multivalued Backward Stochastic Differential Systems [PDF]

, 2011
We define some approximation schemes for different kinds of generalized backward stochastic differential systems, considered in the Markovian framework. We propose a mixed approximation scheme for a decoupled system of forward reflected SDE and backward ...
A. Rascanu, A. Răşcanu, A.V. Skorokhod, B. Bouchard, B. Bouchard, C. Constantini, D. Ding, D. Lépingle, E. Pardoux, E. Pardoux, Eduard Rotenstein, I. Asiminoaei, I. Karatzas, J.-L. Menaldi, L. Maticiuc, L. Maticiuc, L. SŁominski, Lucian Maticiuc, P.-L. Lions, P.E. Kloeden, Pardoux, Pardoux, R.J. Chitashvili, Y. Saisho   +23 more
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Stochastic Lie bracket (derivation, derivation) in MB-algebras

Journal of Inequalities and Applications, 2020
By a stochastic controller, we make stable the pseudo stochastic Lie bracket (derivation, derivation) in complex MB-algebras. Next, we get an approximation by a stochastic Lie bracket (derivation, derivation) and calculate the maximum error of the ...
Masoumeh Madadi, Reza Saadati, Choonkil Park, John Michael Rassias   +3 more
doaj   +1 more source