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Construction of the differential equations system of the program motion in Lagrangian variables in the presence of random perturbations [PDF]
Қарағанды университетінің хабаршысы. Математика сериясы, 2022 The classification of inverse problems of dynamics in the class of ordinary differential equations is given in the Galiullin’s monograph. The problem studied in this paper belongs to the main inverse problem of dynamics, but already in the class
M.I. Tleubergenov +2 more
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Tikrit Journal of Pure Science, 2021 The aim of this paper is to study It ’s formula for some stochastic differential equation such as quotient stochastic differential equation, by using the function F (t, x (t)) which satisfies the product Ito’s formula, then we find some calculus ...
Abdulghafoor J. Salim, Ali F. Ali
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Stochastic Differential Equations
Journal of Multivariate Analysis, 1974 AbstractWhen a system is acted upon by exterior disturbances, its time-development can often be described by a system of ordinary differential equations, provided that the disturbances are smooth functions. But for sound reasons physicists and engineers usually want the theory to apply when the noises belong to a larger class, including for example ...
G. Papanicolaou +2 more
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Modeling Cholera Epidemiology Using Stochastic Differential Equations
Journal of Applied Mathematics, 2023 In this study, we extend Codeço’s classical SI-B epidemic and endemic model from a deterministic framework into a stochastic framework. Then, we formulated it as a stochastic differential equation for the number of infectious individuals It under the ...
Wahab A. Iddrisu +2 more
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Complexity, 2023 In this article, we consider the Nash equilibrium of stochastic differential game where the state process is governed by a controlled stochastic partial differential equation and the information available to the controllers is possibly less than the ...
Gaofeng Zong
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A new financial chaotic model in Atangana-Baleanu stochastic fractional differential equations
Alexandria Engineering Journal, 2021 We formulate and analyze a new financial chaotic model in fractional stochastic differential equation in Atangana-Baleanu operator. The model is constructed initially in integer case and then the application of fractional and stochastic approach are used
Chen Liping +3 more
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Discrete Dynamics in Nature and Society, 2022 The main purpose of the current paper is to study the phase portraits and bounded and singular traveling wave solution of the stochastic nonlinear Biswas–Arshed equation by using the “three-step method” of Professor Li’s method together with the phase ...
Yong Tang, Wei Zeng, Zhao Li
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Portfolio optimization based on jump-diffusion stochastic differential equation
Alexandria Engineering Journal, 2020 In order to better link the stochastic diffusion stochastic differential equation with securities investment, this paper proposes a securities portfolio optimization method of the stochastic diffusion stochastic differential equation.
Yiling Huang
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Alexandria Engineering Journal, 2021 We propose new numerical methods with adding a modified ordinary differential equation solver to the Milstein methods for solution of stiff stochastic systems.
Kazem Nouri +3 more
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Strong Law of Large Numbers for Solutions of Non-Autonomous Stochastic Differential Equations
Наукові вісті Національного технічного університету України "Київський політехнічний інститут", 2017 Background. Asymptotic behavior at infinity of non-autonomous stochastic differential equation solutions is studied in the paper. Objective. The aim of the work is to find sufficient conditions for the strong law of large numbers for a random process ...
Oleg I. Klesov +2 more
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