Results 31 to 40 of about 323,277 (326)
Derivation and computation of discrete-delayand continuous-delay SDEs in mathematical biology
Mathematical Biosciences and Engineering, 2013 Stochastic versions of several discrete-delay and continuous-delay differential equations, useful in mathematical biology, are derived from basic principles carefully taking into account the demographic, environmental, or physiological randomness in the ...
Edward J. Allen
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Penalization method for a nonlinear Neumann PDE via weak solutions of reflected SDEs
, 2013 In this paper we prove an approximation result for the viscosity solution of a system of semi-linear partial differential equations with continuous coefficients and nonlinear Neumann boundary condition. The approximation we use is based on a penalization
Bahlali, Khaled +2 more
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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 ...
openaire +1 more source
A spectral-based numerical method for Kolmogorov equations in Hilbert spaces
, 2016 We propose a numerical solution for the solution of the Fokker-Planck-Kolmogorov (FPK) equations associated with stochastic partial differential equations in Hilbert spaces.
Delgado-Vences, Francisco J. +1 more
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Journal of Harbin University of Science and TechnologyThe study of the properties for fractional stochastic differential equation is one of the hot directions in the field of mathematics over the years.
YAO Huili, LIU Mengran, WANG Jingnan
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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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Construction of special soliton solutions to the stochastic Riccati equation
Open Mathematics, 2022 A scheme for the analytical stochastization of ordinary differential equations (ODEs) is presented in this article. Using Itô calculus, an ODE is transformed into a stochastic differential equation (SDE) in such a way that the analytical solutions of the
Navickas Zenonas +4 more
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Linearly Solvable Stochastic Control Lyapunov Functions [PDF]
, 2016 This paper presents a new method for synthesizing stochastic control Lyapunov functions for a class of nonlinear stochastic control systems. The technique relies on a transformation of the classical nonlinear Hamilton-Jacobi-Bellman partial differential ...
Burdick, Joel W. +2 more
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Integrability of Stochastic Birth-Death processes via Differential Galois Theory [PDF]
, 2019 Stochastic birth-death processes are described as continuous-time Markov processes in models of population dynamics. A system of infinite, coupled ordinary differential equations (the so-called master equation) describes the time-dependence of the ...
Acosta-Humanez, Primitivo B. +2 more
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