Results 1 to 10 of about 323,277 (326)
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
A Stochastic Differential Equation Model for the Spread of HIV amongst People Who Inject Drugs. [PDF]
Comput Math Methods Med, 2016 Liang Y, Greenhalgh D, Mao X.
europepmc +3 more sources
Frontiers in Earth Science, 2019 We introduce a doubly stochastic method for performing material failure theory based forecasts of volcanic eruptions. The method enhances the well known Failure Forecast Method equation, introducing a new formulation similar to the Hull-White model in ...
Andrea Bevilacqua +8 more
doaj +3 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 +2 more
doaj +3 more sources
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
doaj +1 more source
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
doaj +1 more source
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
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
doaj +1 more source
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
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
doaj +1 more source