Results 31 to 40 of about 3,153,569 (240)
On the almost sure running maxima of solutions of affine stochastic functional differential equations [PDF]
, 2010 This paper studies the large fluctuations of solutions of scalar and finite-dimensional affine stochastic functional differential equations with finite memory as well as related nonlinear equations.
Wu, H., Appleby, John A.D., Mao, Xuerong
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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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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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Quantum stochastic operator cocycles via associated semigroups. [PDF]
, 2005 A recent characterisation of Fock-adapted contraction operator stochastic cocycles on a Hilbert space, in terms of their associated semigroups, yields a general principle for the construction of such cocycles by approximation of their stochastic ...
Wills, S. J. +4 more
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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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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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Backward stochastic partial differential equations driven by infinite-dimensional martingales and applications [PDF]
, 2009 This paper studies first a result of existence and uniqueness of the solution to a backward stochastic differential equation driven by an infinite-dimensional martingale.
Al-Hussein, AbdulRahman +1 more
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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
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Almost sure exponential stability of numerical solutions for stochastic delay differential equations [PDF]
, 2010 Using techniques based on the continuous and discrete semimartingale convergence theorems, this paper investigates if numerical methods may reproduce the almost sure exponential stability of the exact solutions to stochastic delay differential equations (
Szpruch, Lukasz, Wu, Fuke, Mao, Xuerong
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