Results 41 to 50 of about 2,792,496 (276)
Marcus Stochastic Differential Equations: Representation of Probability Density
MathematicsMarcus 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
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Almost sure exponential stability of numerical solutions for stochastic delay differential equations [PDF]
, 2010 Using techniques based on the continuous and discrete semimartingale convergence theorems, this paper investigates if numerical methods may reproduce the almost sure exponential stability of the exact solutions to stochastic delay differential equations (
Szpruch, Lukasz, Wu, Fuke, Mao, Xuerong
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Averaged Systems of Stochastic Differential Equations with Lévy Noise and Fractional Brownian Motion
Fractal and FractionalIn some problems, partial differential equations are reduced to ordinary differential equations. In special cases, when incorporating randomness, equations can be reduced to systems of stochastic differential Equations (SDEs).
Tayeb Blouhi +6 more
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Abstract and Applied Analysis, 2014 Mean-field forward-backward doubly stochastic differential equations (MF-FBDSDEs) are studied, which extend many important equations well studied before.
Qingfeng Zhu, Yufeng Shi
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Stability of numerical method for semi-linear stochastic pantograph differential equations
Journal of Inequalities and Applications, 2016 As a particular expression of stochastic delay differential equations, stochastic pantograph differential equations have been widely used in nonlinear dynamics, quantum mechanics, and electrodynamics.
Yu Zhang, Longsuo Li
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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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Stochastic Differential Equations
Journal of Multivariate Analysis, 1974 AbstractWhen a system is acted upon by exterior disturbances, its time-development can often be described by a system of ordinary differential equations, provided that the disturbances are smooth functions. But for sound reasons physicists and engineers usually want the theory to apply when the noises belong to a larger class, including for example ...
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On Free Stochastic Differential Equations [PDF]
Journal of Theoretical Probability, 2011 The paper derives an equation for the Cauchy transform of the solution of a free stochastic differential equation (SDE). This new equation is used to solve several particular examples of free SDEs.
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Results in PhysicsThis study addresses the solution of differential equations converted into stochastic differential equations with the introduction of a noise term. To simplify the stochastic complexity, we employ a transformation, converting the equations into ordinary ...
Jamil Abbas Haider +2 more
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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
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