Results 31 to 40 of about 44,590 (312)

Maximum principle for a stochastic delayed system involving terminal state constraints

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   +1 more source

Square-Mean Asymptotically Almost Periodic Solutions for a Class of Fractional Stochastic Differential Equation

Journal of Harbin University of Science and Technology
The 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
doaj   +1 more source

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, Timofejeva Inga, Telksnys Tadas, Marcinkevicius Romas, Ragulskis Minvydas   +4 more
doaj   +1 more source

On Free Stochastic Differential Equations [PDF]

Journal of Theoretical Probability, 2011
The paper derives an equation for the Cauchy transform of the solution of a free stochastic differential equation (SDE). This new equation is used to solve several particular examples of free SDEs.
openaire   +3 more sources

Covariance structure of parabolic stochastic partial differential equations [PDF]

, 2012
In this paper parabolic random partial differential equations and parabolic stochastic partial differential equations driven by a Wiener process are considered.
Lang, Annika, Lang, Annika,, Larsson, Stig, Larsson, Stig,, Schwab, Christoph, Schwab, Ch.   +5 more
core   +1 more source

Discretizing a backward stochastic differential equation

International Journal of Mathematics and Mathematical Sciences, 2002
We show a simple method to discretize Pardoux-Peng's nonlinear backward stochastic differential equation. This discretization scheme also gives a numerical method to solve a class of semi-linear PDEs.
Yinnan Zhang, Weian Zheng
doaj   +1 more source

A stochastic differential equation SIS epidemic model

, 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., X. Mao, Greenhalgh, David, D. Greenhalgh, Mao, Xuerong, Gray, Alison, Pan, Jiafeng, A. Gray, L. Hu, J. Pan   +9 more
core   +1 more source

Approximate solutions of hybrid stochastic pantograph equations with Levy jumps [PDF]

, 2013
We investigate a class of stochastic pantograph differential equations with Markovian switching and Levy jumps. We prove that the approximate solutions converge to the true solutions in 퐿 2 sense as well as in probability under local Lipschitz condition ...
Mao, Wei, Mao, Xuerong, Wei Mao, Xuerong Mao   +3 more
core   +1 more source

Three phosphatase families form a community: The phosphohydrolases that act upon inositol pyrophosphates

FEBS Letters, EarlyView.
Inositol pyrophosphates are energy‐rich signaling molecules that perform critical functions in cells. Three different families of phosphatases hydrolyze the β phosphate of the inositol pyrophosphate molecules: two have narrow specificities and one is promiscuous.
Ronda J. Rolfes
wiley   +1 more source

The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications

, 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., , NSF of Guangdong Province (Funder), Mao, Xuerong, Yin, J., NSF of Guangdong Province (Funder), Yin, Juliang   +5 more
core   +1 more source