Results 11 to 20 of about 579,758 (339)
Journal of Function Spaces, 2020 In this paper, we investigate the stochastic averaging method for neutral stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter H∈1/2,1.
Peiguang Wang, Yan Xu
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Caratheodory’s approximation for a type of Caputo fractional stochastic differential equations
Advances in Difference Equations, 2020 The Caratheodory approximation for a type of Caputo fractional stochastic differential equations is considered. As is well known, under the Lipschitz and linear growth conditions, the existence and uniqueness of solutions for some type of differential ...
Zhongkai Guo, Junhao Hu, Weifeng Wang
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Fuzzy stochastic differential equations driven by fractional Brownian motion
Advances in Differential Equations, 2021 In this paper, we consider fuzzy stochastic differential equations (FSDEs) driven by fractional Brownian motion (fBm). These equations can be applied in hybrid real-world systems, including randomness, fuzziness and long-range dependence.
H. Jafari, M. T. Malinowski, M. J. Ebadi
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Maple for Stochastic Differential Equations [PDF]
, 2001 This paper introduces the MAPLE software package stochastic consisting of MAPLE routines for stochastic calculus and stochastic differential equations and for constructing basic numerical methods for specific stochastic differential equations, with simple examples illustrating the use of the routines.
Grüne, Lars +2 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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Physics-Informed Generative Adversarial Networks for Stochastic Differential Equations [PDF]
SIAM Journal on Scientific Computing, 2018 We developed a new class of physics-informed generative adversarial networks (PI-GANs) to solve in a unified manner forward, inverse and mixed stochastic problems based on a limited number of scattered measurements.
Liu Yang, Dongkun Zhang, G. Karniadakis
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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
Mathematical Proceedings of the Cambridge Philosophical Society, 1955 The work of which this paper is an account began as a study of differential equations for functions whose values are random variables of finite variance.
Peter E. Kloeden
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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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