Results 161 to 170 of about 542,973 (204)

Optimal controls for second‐order stochastic differential equations driven by mixed‐fractional Brownian motion with impulses

Mathematical methods in the applied sciences, 2020
We study optimal control problems for a class of second‐order stochastic differential equation driven by mixed‐fractional Brownian motion with non‐instantaneous impulses. By using stochastic analysis theory, strongly continuous cosine family, and a fixed
Rajesh Dhayal, Muslim Malik, Syed Abbas, A. Debbouche   +3 more
semanticscholar   +1 more source

Stochastic Differential Equations

Probability Theory, 2020
Stochastic differential equations Existence, uniqueness, various notions thereof, relations between such notions (continued). ---------------------------------------------------------------------------------------------------------------------------------
A. Klenke
semanticscholar   +1 more source

Applied Stochastic Differential Equations

, 2019
The topic of this book is stochastic differential equations (SDEs). As their name suggests, they really are differential equations that produce a different “answer” or solution trajectory each time they are solved.
Simo Särkkä, A. Solin
semanticscholar   +1 more source

Variational Inference for Stochastic Differential Equations

Annals of Physics, 2019
The statistical inference of the state variable and the drift function of stochastic differential equations (SDE) from sparsely sampled observations are discussed herein.
M. Opper
semanticscholar   +1 more source

Computational scheme for solving nonlinear fractional stochastic differential equations with delay

Stochastic Analysis and Applications, 2019
This paper studies the numerical solution of fractional stochastic delay differential equations driven by Brownian motion. The proposed algorithm is based on linear B-spline interpolation.
Behrouz Parsa Moghaddam, A. Mendes Lopes, J. T. Tenreiro Machado, Z. S. Mostaghim   +3 more
semanticscholar   +1 more source

A Hitch-hiker’s Guide to Stochastic Differential Equations

, 2017
In this review, an overview of the recent history of stochastic differential equations (SDEs) in application to particle transport problems in space physics and astrophysics is given. The aim is to present a helpful working guide to the literature and at
R. D. Strauss, F. Effenberger
semanticscholar   +1 more source

The Wiener-Askey Polynomial Chaos for Stochastic Differential Equations

SIAM Journal on Scientific Computing, 2002
Dongbin Xiu, G. Karniadakis
semanticscholar   +1 more source

Mathematical Control Theory for Stochastic Partial Differential Equations

Probability Theory and Stochastic Modelling, 2021
Qi Lü, Xu Zhang
semanticscholar   +1 more source

Stochastic differential equations : an introduction with applications

, 1987
B. Øksendal
semanticscholar   +1 more source

Numerical Solution of Stochastic Differential Equations

, 1992
P. Kloeden, E. Platen
semanticscholar   +1 more source