Results 1 to 10 of about 732,732 (246)

Maximum principle for a stochastic delayed system involving terminal state constraints [PDF]

Journal of Inequalities and Applications, 2017
We investigate a stochastic optimal control problem where the controlled system is depicted as a stochastic differential delayed equation; however, at the terminal time, the state is constrained in a convex set.
Jiaqiang Wen, Yufeng Shi
doaj   +5 more sources

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, G.K. Vassilina, D.T. Azhymbaev   +2 more
doaj   +3 more sources

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, A. V. Skorohod, Iosif Il’ich Gihman   +2 more
  +8 more sources

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, Inusah Iddrisu, Abdul-Karim Iddrisu   +2 more
doaj   +1 more source

Nash Equilibrium of Stochastic Partial Differential Game with Partial Information via Malliavin Calculus

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
doaj   +1 more source

Phase Portraits and Bounded and Singular Traveling Wave Solution of Stochastic Nonlinear Biswas–Arshed Equation

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
doaj   +1 more source

Stochastic model of innovation diffusion that takes into account the changes in the total market volume [PDF]

Известия Саратовского университета. Новая серия. Серия Математика. Механика. Информатика, 2022
The article proposes a stochastic mathematical model of the diffusion of consumer innovations, which takes into account changes over time in the total number of potential buyers of an innovative product.
Parphenova, Alena Yu., Saraev, Leonid A.
doaj   +1 more source

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, Ilona I. Sirenka, Olena A. Tymoshenko   +2 more
doaj   +1 more source

Moment Boundedness of Linear Stochastic Delay Differential Equation with Distributed Delay [PDF]

, 2012
This paper studies the moment boundedness of solutions of linear stochastic delay differential equations with distributed delay. For a linear stochastic delay differential equation, the first moment stability is known to be identical to that of the ...
Lei, Jinzhi, Li, Xiong, Wang, Zhen
core   +2 more sources

Stochastic differential equations with jumps [PDF]

Probability Surveys, 2004
This paper is a survey of uniqueness results for stochastic differential equations with jumps and regularity results for the corresponding harmonic functions.
Richard F. Bass, Storrs
openaire   +4 more sources