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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  

Controllability of semilinear stochastic delay evolution equations in Hilbert spaces

International Journal of Mathematics and Mathematical Sciences, 2002
The controllability of semilinear stochastic delay evolution equations is studied by using a stochastic version of the well-known Banach fixed point theorem and semigroup theory. An application to stochastic partial differential equations is given.
P. Balasubramaniam, J. P. Dauer
doaj   +1 more source

Representation Theorem for Stochastic Differential Equations in Hilbert Spaces and its Applications [PDF]

Surveys in Mathematics and its Applications, 2006
In this survey we recall the results obtained in [Ungureanu,Electronic Journal of Qualitative Theory of Differential Equations, 2004] where we gave a representation theorem for the solutions of stochastic differential equations in Hilbert spaces.
Viorica Mariela Ungureanu
doaj  

Spatio-temporal stochastic differential equations for crime incidence modeling. [PDF]

Stoch Environ Res Risk Assess, 2023
Calatayud J, Jornet M, Mateu J.
europepmc   +1 more source

On the Averaging Principle for Fuzzy Fractional Stochastic Differential Equations

Fractal and Fractional
This paper aims to extend the averaging principle for first order fuzzy stochastic differential equations to Riemann–Liouville fuzzy fractional stochastic differential equations, addressing the research gap in this field.
Wenwen Luo, Rui Liu
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Numerical Approximation of Higher-Order Solutions of the Quadratic Nonlinear Stochastic Oscillatory Equation Using WHEP Technique

Journal of Applied Mathematics, 2013
This paper introduces higher-order solutions of the stochastic nonlinear differential equations with the Wiener-Hermite expansion and perturbation (WHEP) technique.
Mohamed A. El-Beltagy, Amnah S. Al-Johani   +1 more
doaj   +1 more source

Sparse inference and active learning of stochastic differential equations from data. [PDF]

Sci Rep, 2022
Huang Y, Mabrouk Y, Gompper G, Sabass B.
europepmc   +1 more source

Razumikhin-type theorem on time-changed stochastic functional differential equations with Markovian switching

Open Mathematics, 2019
This work is mainly concerned with the exponential stability of time-changed stochastic functional differential equations with Markovian switching. By expanding the time-changed Itô formula and the Razumikhin theorem, we obtain the exponential stability ...
Zhang Xiaozhi, Yuan Chenggui
doaj   +1 more source

Modeling noisy time-series data of crime with stochastic differential equations. [PDF]

Stoch Environ Res Risk Assess, 2023
Calatayud J, Jornet M, Mateu J.
europepmc   +1 more source

Entropy Dissipation for Degenerate Stochastic Differential Equations via Sub-Riemannian Density Manifold. [PDF]

Entropy (Basel), 2023
Feng Q, Li W.
europepmc   +1 more source