Analytical Solutions for Multi-Time Scale Fractional Stochastic Differential Equations Driven by Fractional Brownian Motion and Their Applications [PDF]
Entropy, 2018 In this paper, we investigate analytical solutions of multi-time scale fractional stochastic differential equations driven by fractional Brownian motions.
Xiao-Li Ding, Juan J. Nieto
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Modeling noisy time-series data of crime with stochastic differential equations [PDF]
Stoch Environ Res Risk Assess, 2022 Julia Calatayud +2 more
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Image Restoration with Mean-Reverting Stochastic Differential Equations [PDF]
International Conference on Machine Learning, 2023 This paper presents a stochastic differential equation (SDE) approach for general-purpose image restoration. The key construction consists in a mean-reverting SDE that transforms a high-quality image into a degraded counterpart as a mean state with fixed
Ziwei Luo +4 more
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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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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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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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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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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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