Results 31 to 40 of about 2,971,628 (227)
Stochastic Differential Equations in a Differentiable Manifold [PDF]
Nagoya Mathematical Journal, 1950 The theory of stochastic differential equations in a differentiate manifold has been established by many authors from different view-points, especially by R Lévy [2], F. Perrin [1], A. Kolmogoroff [1] [2] and K. Yosida [1] [2]. It is the purpose of the present paper to discuss it by making use of stochastic integrals.
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Harmonic analysis of stochastic equations and backward stochastic differential equations [PDF]
Probability Theory and Related Fields, 2008 The BMO martingale theory is extensively used to study nonlinear multi-dimensional stochastic equations (SEs) in $\cR^p$ ($p\in [1, \infty)$) and backward stochastic differential equations (BSDEs) in $\cR^p\times \cH^p$ ($p\in (1, \infty)$) and in $\cR^\infty\times \bar{\cH^\infty}^{BMO}$, with the coefficients being allowed to be unbounded.
Delbaen, Freddy, Tang, Shanjian
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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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A kind of non-zero sum mixed differential game of backward stochastic differential equation
Advances in Difference Equations, 2020 This paper is concerned with a non-zero sum mixed differential game problem described by a backward stochastic differential equation. Here the term “mixed” means that this game problem contains a deterministic control v1 $v_{1}$ of Player 1 and a random ...
Huanjun Zhang
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Partial Differential Equations in Applied Mathematics, 2022 Backward stochastic differential equation solver was first introduced by Han et al in 2017. A semilinear parabolic partial differential equation is converted into a stochastic differential equation, and then solved by the backward stochastic differential
Evan Davis +4 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
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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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Almost sure exponential stability of the Euler–Maruyama approximations for stochastic functional differential equations [PDF]
, 2011 By the continuous and discrete nonnegative semimartingale convergence theorems, this paper investigates conditions under which the Euler–Maruyama (EM) approximations of stochastic functional differential equations (SFDEs) can share the almost sure ...
Wu, Fuke +2 more
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Rossler’s system using piecewise derivative
Results in Physics, 2023 This article deals with a piecewise system named piecewise Rossler’s system which exhibits a concept of piecewise derivatives based on Classical-power-law randomness, Classical Mittag-Leffler-law-randomness, and Classical fading memory randomness ...
Atul Kumar
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Synergistic perspectives—How single‐molecule biophysics complement biochemical understanding
FEBS Letters, EarlyView.In this review, we discuss how ensemble biochemistry and single‐molecule approaches are complementary, outline commonly used single‐molecule techniques, and illustrate their relevance through two representative case studies: chromatin organization by SMC complexes and pathway choice during DNA double‐strand break repair.
Sara De Bragança +2 more
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