Results 31 to 40 of about 561,284 (332)

On quantum stochastic differential equations

Journal of Mathematical Analysis and Applications, 2007
Existence and uniqueness theorems for quantum stochastic differential equations with nontrivial initial conditions are proved for coefficients with completely bounded columns. Applications are given for the case of finite-dimensional initial space or, more generally, for coefficients satisfying a finite localisability condition.
Adam Skalski, J. Martin Lindsay
openaire   +3 more sources

Marcus Stochastic Differential Equations: Representation of Probability Density

Mathematics
Marcus stochastic delay differential equations are often used to model stochastic dynamical systems with memory in science and engineering. It is challenging to study the existence, uniqueness, and probability density of Marcus stochastic delay ...
Fang Yang, Chen Fang, Xu Sun
doaj   +1 more source

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   +3 more sources

Multi-dimensional Legendre wavelets approach on the Black-Scholes and Heston Cox Ingersoll Ross equations

AIMS Mathematics, 2019
The one dimension Legendre Wavelet is a numerical method to solve one dimension equation. In this paper Black-Scholes equation (B-S), that has applied via single asset American option and Heston Cox- Ingersoll- Ross equation (HCIR), as partial ...
Jafar Biazar, Fereshteh Goldoust
doaj   +1 more source

Periodic Averaging Principle for Neutral Stochastic Delay Differential Equations with Impulses

Complexity, 2020
In this paper, we study the periodic averaging principle for neutral stochastic delay differential equations with impulses under non-Lipschitz condition.
Peiguang Wang, Yan Xu
doaj   +1 more source

Modified Equations for Stochastic Differential Equations [PDF]

BIT Numerical Mathematics, 2006
We describe a backward error analysis for stochastic differential equations with respect to weak convergence. Modified equations are provided for forward and backward Euler approximations to Ito SDEs with additive noise, and extensions to other types of equation and approximation are discussed.
openaire   +2 more sources

Strong Solutions of Mean-Field Stochastic Differential Equations with irregular drift [PDF]

, 2018
We investigate existence and uniqueness of strong solutions of mean-field stochastic differential equations with irregular drift coefficients. Our direct construction of strong solutions is mainly based on a compactness criterion employing Malliavin ...
Martin Bauer, T. Meyer‐Brandis, F. Proske   +2 more
semanticscholar   +1 more source

Distribution dependent stochastic differential equations [PDF]

Frontiers of Mathematics in China, 2016
Due to their intrinsic link with nonlinear Fokker-Planck equations and many other applications, distribution dependent stochastic differential equations (DDSDEs) have been intensively investigated.
Xing Huang, Panpan Ren, Feng-Yu Wang
semanticscholar   +1 more source

The unpredictably eruptive dynamics of spruce budworm populations in eastern Canada

Population Ecology, EarlyView.
We examine historical population data for spruce budworm from several locations through the period 1930–1997, and use density‐dependent recruitment curves to test whether the pattern of population growth over time is more consistent with Royama's (1984; Ecological Monographs 54:429–462) linear R(t) model of harmonic oscillation at Green River New ...
Barry J. Cooke, Jacques Régnière
wiley   +1 more source

Analysis of stability for stochastic delay integro-differential equations

Journal of Inequalities and Applications, 2018
In this paper, we concern stability of numerical methods applied to stochastic delay integro-differential equations. For linear stochastic delay integro-differential equations, it is shown that the mean-square stability is derived by the split-step ...
Yu Zhang, Longsuo Li
doaj   +1 more source