Results 51 to 60 of about 323,277 (326)

Research on Enterprise Investment Decision Based on Linear Quadratic Jump Uncertainty Stochastic Differential Game

IEEE Access
Aiming at the objective uncertainty, subjective uncertainty, and extreme events may be in a dynamic system simultaneously. This paper focuses on the differential game problem of a linear quadratic jump uncertain stochastic system. The system is described
Lu Yang, Chengke Zhang, Tao Wang, Xin Chen   +3 more
doaj   +1 more source

All‐in‐One Analog AI Hardware: On‐Chip Training and Inference with Conductive‐Metal‐Oxide/HfOx ReRAM Devices

Advanced Functional Materials, EarlyView.
An all‐in‐one analog AI accelerator is presented, enabling on‐chip training, weight retention, and long‐term inference acceleration. It leverages a BEOL‐integrated CMO/HfOx ReRAM array with low‐voltage operation (<1.5 V), multi‐bit capability over 32 states, low programming noise (10 nS), and near‐ideal weight transfer.
Donato Francesco Falcone, Victoria Clerico, Wooseok Choi, Tommaso Stecconi, Folkert Horst, Laura Bégon‐Lours, Matteo Galetta, Antonio La Porta, Nikhil Garg, Fabien Alibart, Bert Jan Offrein, Valeria Bragaglia   +11 more
wiley   +1 more source

Existence and uniqueness theorem of associated solutions of the stochastic differential system with measures

Журнал Белорусского государственного университета: Математика, информатика, 2018
The Cauchy problem for stochastic differential system with measures is considered in the paper. Finite-difference with averaging system of stochastic differential equations with correspondence to Cauchy problem is investigated.
Artsiom Y. Rusetski
doaj  

Studying Some Stochastic Differential Equations with trigonometric terms with Application

Zanco Journal of Pure and Applied Sciences, 2022
In this paper we look at several (trigonometric) stochastic differential equations, we find the general form for such nonlinear stochastic differential equation by using the I'to formula.
Abdulghafoor Jasim Salim , Ali A. Asmael
doaj   +1 more source

A general comparison theorem for 1-dimensional anticipated BSDEs

, 2011
Anticipated backward stochastic differential equation (ABSDE) studied the first time in 2007 is a new type of stochastic differential equations. In this paper, we establish a general comparison theorem for 1-dimensional ABSDEs with the generators ...
E. Pardoux, E. Pardoux, N. Karoui El, S. Peng, S. Peng, Xiao-ming Xu, Y. Hu, Z. Yang   +7 more
core   +1 more source

Light‐Controlled Reversible Coassembly of Hybrid Functional Nanostructures

Advanced Functional Materials, EarlyView.
Light‐responsive hybrid nanostructures are formed by coassembling azobenzene‐ and PAH‐functionalized nanoparticles through reversible an tunable π interactions. The system enables tunable coupling between distinct components such as gold and magnetite or carbon nanotubes, producing switchable optical and magnetic properties under light and magnetic ...
Michal Sawczyk, Yanxiao Han, Soumyo Sen, Bartosz Smereczyński, Petr Král, Michał M. Wójcik   +5 more
wiley   +1 more source

Closed-Loop Solvability of Stochastic Linear-Quadratic Optimal Control Problems with Poisson Jumps

Mathematics, 2022
The stochastic linear–quadratic optimal control problem with Poisson jumps is addressed in this paper. The coefficients in the state equation and the weighting matrices in the cost functional are all deterministic but are allowed to be indefinite.
Zixuan Li, Jingtao Shi
doaj   +1 more source

On Zero-Sum Stochastic Differential Games [PDF]

, 2012
We generalize the results of Fleming and Souganidis (1989) on zero sum stochastic differential games to the case when the controls are unbounded. We do this by proving a dynamic programming principle using a covering argument instead of relying on a ...
Bayraktar, Erhan, Yao, Song
core  

Ulam-Hyers-Rassias Stability of Stochastic Functional Differential Equations via Fixed Point Methods [PDF]

, 2021
Abdellatif Ben Makhlouf, Lassaad Mchiri, Mohamed Rhaima   +2 more
openalex   +1 more source

ON FUZZY STOCHASTIC DIFFERENTIAL EQUATIONS

Journal of the Korean Mathematical Society, 2005
The author considers a fuzzy stochastic differential equation containing a fuzzy valued diffusion term which is defined by a stochastic integral of a fuzzy process wrt one-dimensional Brownian motion. He develops a theory of existence and uniqueness of the solution for such systems and demonstrates how the technical machinery can be applied to ...
openaire   +2 more sources