Results 11 to 20 of about 925,909 (345)

DifferentialEquations.jl – A Performant and Feature-Rich Ecosystem for Solving Differential Equations in Julia

Journal of Open Research Software, 2017
DifferentialEquations.jl is a package for solving differential equations in Julia. It covers discrete equations (function maps, discrete stochastic (Gillespie/Markov) simulations), ordinary differential equations, stochastic differential equations ...
Christopher Rackauckas, Qing Nie
doaj   +3 more sources

An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations

SIAM Review, 2001
D. Higham
semanticscholar   +3 more sources

An Averaging Principle for Mckean–Vlasov-Type Caputo Fractional Stochastic Differential Equations

Journal of Mathematics, 2021
In this paper, we want to establish an averaging principle for Mckean–Vlasov-type Caputo fractional stochastic differential equations with Brownian motion.
Weifeng Wang, Lei Yan, Junhao Hu, Zhongkai Guo   +3 more
doaj   +1 more source

Averaging Method for Neutral Stochastic Delay Differential Equations Driven by Fractional Brownian Motion

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
doaj   +1 more source

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
doaj   +1 more source

Stochastic Hyperbolic Systems, Small Perturbations and Pathwise Approximation [PDF]

, 2020
This paper is devoted to the study of hyperbolic systems of linear partial differential equations perturbed by a Brownian motion. The existence and uniqueness of solutions are proved by an energy method.
Aboulalaa, Adnan
core   +1 more source

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, Olexandr MASHKIN, Petro ONOFRIICHUK, Oleksandr PAIUK, Taras CHEREVATYI   +4 more
doaj   +1 more source

Averaging Principle for Caputo Fractional Stochastic Differential Equations Driven by Fractional Brownian Motion with Delays

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
doaj   +1 more source

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, Kloeden, Peter E., Cyganowski, Sasha   +2 more
openaire   +2 more sources

Ergodic BSDEs under weak dissipative assumptions [PDF]

, 2010
In this paper we study ergodic backward stochastic differential equations (EBSDEs) dropping the strong dissipativity assumption needed in the previous work.
Debussche, Arnaud, Hu, Ying, Tessitore, Gianmario   +2 more
core   +4 more sources