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 +4 more
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The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications [PDF]
, 2008 This paper deals with a class of backward stochastic differential equations with Poisson jumps and with random terminal times. We prove the existence and uniqueness result of adapted solution for such a BSDE under the assumption of non-Lipschitzian ...
Mao, X. +5 more
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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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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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Communications in Contemporary Mathematics, 2005 We explore Itô stochastic differential equations where the drift term possibly depends on the infinite past. Assuming the existence of a Lyapunov function, we prove the existence of a stationary solution assuming only minimal continuity of the coefficients.
Bakhtin, Y, Mattingly, JC
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Patchwork sampling of stochastic differential equations [PDF]
Physical Review E, 2016 We propose a method to sample stationary properties of solutions of stochastic differential equations, which is accurate and efficient if there are rarely visited regions or rare transitions between distinct regions of the state space. The method is based on a complete, non-overlapping partition of the state space into patches on which the stochastic ...
Kürsten, Rüdiger, Behn, Ulrich
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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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Approximate solutions of stochastic differential delay equations with Markovian switching [PDF]
, 2010 Our main aim is to develop the existence theory for the solutions to stochastic differential delay equations with Markovian switching (SDDEwMSs) and to establish the convergence theory for the Euler-Maruyama approximate solutions under the local ...
Li, Xiaoyue, Shen, Yi, Mao, Xuerong
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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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The Existence of Strong Solutions for a Class of Stochastic Differential Equations
International Journal of Differential Equations, 2018 In this paper, we will consider the existence of a strong solution for stochastic differential equations with discontinuous drift coefficients. More precisely, we study a class of stochastic differential equations when the drift coefficients are an ...
Junfei Zhang
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