Results 11 to 20 of about 2,971,628 (227)
Efficient Memristive Stochastic Differential Equation Solver
Advanced Intelligent Systems, 2023 Herein, an efficient numerical solver for stochastic differential equations based on memristors is presented. The solver utilizes the stochastic switching effect in memristive devices to simulate the generation of a Brownian path and employs iterative ...
Xuening Dong +4 more
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Optimal control of stochastic partial differential equations in Banach spaces [PDF]
, 2010 In this thesis we study optimal control problems in Banach spaces for stochastic partial differential equations. We investigate two different approaches.
Serrano Perdomo, Rafael Antonio
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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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A stochastic differential equation SIS epidemic model [PDF]
, 2011 In this paper we extend the classical susceptible-infected-susceptible epidemic model from a deterministic framework to a stochastic one and formulate it as a stochastic differential equation (SDE) for the number of infectious individuals $I(t)$. We then
Hu, L. +4 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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On stochastic differential equations and a generalised Burgers equation [PDF]
, 2012 In this paper, we discuss a link of Itˆo’s stochastic differential equa- tions to nonlinear partial differential equations of Burgers type. Un- der certain conditions, we derive a generalised Burgers equation from a stochastic differential equation.
Wu, JiangLun, Yang, Wei
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The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications [PDF]
, 2008 This paper deals with a class of backward stochastic differential equations with Poisson jumps and with random terminal times. We prove the existence and uniqueness result of adapted solution for such a BSDE under the assumption of non-Lipschitzian ...
Mao, X. +5 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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