Results 21 to 30 of about 2,792,496 (276)

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

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

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

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

Optimal harvesting for a stochastic competition system with stage structure and distributed delay

Electronic Journal of Qualitative Theory of Differential Equations, 2021
A stochastic competition system with harvesting and distributed delay is investigated, which is described by stochastic differential equations with distributed delay.
Yue Zhang, Jing Zhang
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

Approximate solutions of hybrid stochastic pantograph equations with Levy jumps [PDF]

, 2013
We investigate a class of stochastic pantograph differential equations with Markovian switching and Levy jumps. We prove that the approximate solutions converge to the true solutions in 퐿 2 sense as well as in probability under local Lipschitz condition ...
Mao, Wei, Mao, Xuerong
core   +4 more sources

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.
openaire   +4 more sources

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
openaire   +3 more sources

Almost sure exponential stability of the Euler–Maruyama approximations for stochastic functional differential equations [PDF]

, 2011
By the continuous and discrete nonnegative semimartingale convergence theorems, this paper investigates conditions under which the Euler–Maruyama (EM) approximations of stochastic functional differential equations (SFDEs) can share the almost sure ...
Wu, Fuke, Kloeden, Peter E., Mao, Xuerong   +2 more
core   +4 more sources