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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Lagrangian Descriptors for Stochastic Differential Equations: A Tool for Revealing the Phase Portrait of Stochastic Dynamical Systems [PDF]
, 2016 In this paper we introduce a new technique for depicting the phase portrait of stochastic differential equations. Following previous work for deterministic systems, we represent the phase space by means of a generalization of the method of Lagrangian ...
Balibrea-Iniesta, Francisco +3 more
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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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On the practical global uniform asymptotic stability of stochastic differential equations [PDF]
, 2015 The method of Lyapunov functions is one of the most effective ones for the investigation of stability of dynamical systems, in particular, of stochastic differential systems.
Caraballo, Tomas +2 more
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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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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.
P. Kloeden
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Delayed Stochastic Linear-Quadratic Control Problem and Related Applications
Journal of Applied Mathematics, 2012 We discuss a quadratic criterion optimal control problem for stochastic linear system with delay in both state and control variables. This problem will lead to a kind of generalized forward-backward stochastic differential equations (FBSDEs) with Itô’s ...
Li Chen, Zhen Wu, Zhiyong Yu
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Stability of Stochastic Partial Differential Equations
Axioms, 2023 In this paper, we study the stability of the stochastic parabolic differential equation with dependent coefficients. We consider the stability of an abstract Cauchy problem for the solution of certain stochastic parabolic differential equations in a ...
Allaberen Ashyralyev, Ülker Okur
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