Results 11 to 20 of about 41,517 (308)
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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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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Features of application of the Lanchester-type mathematical models in stochastic formulation when assessing the realities of air-land battle [PDF]
INCAS Bulletin, 2021 This study provides a brief overview of the application of possible modifications of Lanchester-type models, namely, the representation of differential equations of such models in stochastic form.
Oleh SEMENENKO +4 more
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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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Modified Equations for Stochastic Differential Equations [PDF]
BIT Numerical Mathematics, 2006 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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SPDIEs and BSDEs Driven by Lévy Processes and Countable Brownian Motions
Journal of Function Spaces, 2016 The paper is devoted to solving a new class of backward stochastic differential equations driven by Lévy process and countable Brownian motions. We prove the existence and uniqueness of the solutions to the backward stochastic differential equations by ...
Pengju Duan
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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
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Models of stochastic dynamics of development of industrial enterprises with lagging internal and external investments [PDF]
Vestnik Samarskogo Gosudarstvennogo Tehničeskogo Universiteta. Seriâ: Fiziko-Matematičeskie Nauki, 2021 The article proposes new stochastic models of the dynamic development of enterprises that restore their production at the expense of internal and external lagging investments.
Alexander L. Saraev, Leonid A. Saraev
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AIMS Mathematics, 2017 It is well-known that under suitable conditions there exists a unique solution of a ddimensional linear stochastic differential equation. The explicit expression of the solution, however, is not given in general.
Hiroshi Takahashi, Ken-ichi Yoshihara
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On Free Stochastic Differential Equations [PDF]
Journal of Theoretical Probability, 2011 The paper derives an equation for the Cauchy transform of the solution of a free stochastic differential equation (SDE). This new equation is used to solve several particular examples of free SDEs.
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