Results 21 to 30 of about 44,590 (312)
Triviality of the 2D stochastic Allen-Cahn equation [PDF]
, 2012 We consider the stochastic Allen-Cahn equation driven by mollified space-time white noise. We show that, as the mollifier is removed, the solutions converge weakly to 0, independently of the initial condition.
H. Weber +8 more
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Approximate solutions of stochastic differential delay equations with Markovian switching [PDF]
, 2010 Our main aim is to develop the existence theory for the solutions to stochastic differential delay equations with Markovian switching (SDDEwMSs) and to establish the convergence theory for the Euler-Maruyama approximate solutions under the local ...
Li, Xiaoyue +4 more
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Well-posedness of stochastic heat equation with distributional drift and skew stochastic heat equation [PDF]
, 2020 We study stochastic reaction--diffusion equation ∂tut(x)=12∂2xxut(x)+b(ut(x))+W˙t(x),t>0,x∈D where b is a generalized function in the Besov space Bβq,∞(R), D⊂R and W˙ is a space-time white noise on R+×D.
Butkovsky, O. +8 more
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Communications in Contemporary Mathematics, 2005 We explore Itô stochastic differential equations where the drift term possibly depends on the infinite past. Assuming the existence of a Lyapunov function, we prove the existence of a stationary solution assuming only minimal continuity of the coefficients.
Bakhtin, Y, Mattingly, JC
openaire +2 more sources
SoftwareX, 2018 Stochastic simulations commonly require random process generation with a predefined probability density function (PDF) and an exponential autocorrelation function (ACF).
D. Bykhovsky
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An Averaging Principle for Mckean–Vlasov-Type Caputo Fractional Stochastic Differential Equations
Journal of Mathematics, 2021 In this paper, we want to establish an averaging principle for Mckean–Vlasov-type Caputo fractional stochastic differential equations with Brownian motion.
Weifeng Wang +3 more
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Boundary Value Problems for Stochastic Differential Equations [PDF]
, 1968 A theory of two-point boundary value problems analogous to the theory of initial value problems for stochastic ordinary differential equations whose solutions form Markov processes is developed.
MacDowell, Thomas William
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Patchwork sampling of stochastic differential equations [PDF]
Physical Review E, 2016 We propose a method to sample stationary properties of solutions of stochastic differential equations, which is accurate and efficient if there are rarely visited regions or rare transitions between distinct regions of the state space. The method is based on a complete, non-overlapping partition of the state space into patches on which the stochastic ...
Kürsten, Rüdiger, Behn, Ulrich
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Complexity, 2021 In this article, we investigate a class of Caputo fractional stochastic differential equations driven by fractional Brownian motion with delays. Under some novel assumptions, the averaging principle of the system is obtained.
Pengju Duan, Hao Li, Jie Li, Pei Zhang
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On Caputo–Katugampola Fractional Stochastic Differential Equation
Mathematics, 2022 We consider the following stochastic fractional differential equation CD0+α,ρφ(t)=κϑ(t,φ(t))w˙(t), 00 represents the noise level. The main result of the paper focuses on the energy growth bound and the asymptotic behaviour of the random solution ...
McSylvester Ejighikeme Omaba +1 more
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