Results 51 to 60 of about 542,973 (204)

Applicability of time conformable derivative to Wick-fractional-stochastic PDEs

Alexandria Engineering Journal, 2020
Fractional-stochastic quadratic-cubic nonlinear Schrödinger equation (QC-NLSE) describing propagation of solitons through optical fibers is analyzed. Hermite transforms, white noise analysis and an improved computational method are used to investigate ...
Zeliha Korpinar, Fairouz Tchier, Mustafa Inc, Fatiha Bousbahi, Ferdous M.O. Tawfiq, Mehmet Ali Akinlar   +5 more
doaj   +1 more source

A Deep Neural Network Algorithm for Semilinear Elliptic PDEs with Applications in Insurance Mathematics

Risks, 2020
In insurance mathematics, optimal control problems over an infinite time horizon arise when computing risk measures. An example of such a risk measure is the expected discounted future dividend payments.
Stefan Kremsner, Alexander Steinicke, Michaela Szölgyenyi   +2 more
doaj   +1 more source

Filtration-Consistent Dynamic Operator with a Floor and Associated Reflected Backward Stochastic Differential Equations [PDF]

, 2022
Xiaobo Bao, Shanjian Tang
openalex   +1 more source

DifferentialEquations.jl – A Performant and Feature-Rich Ecosystem for Solving Differential Equations in Julia

Journal of Open Research Software, 2017
DifferentialEquations.jl is a package for solving differential equations in Julia. It covers discrete equations (function maps, discrete stochastic (Gillespie/Markov) simulations), ordinary differential equations, stochastic differential equations ...
Christopher Rackauckas, Qing Nie
doaj   +1 more source

Smoothness of Directed Chain Stochastic Differential Equations [PDF]

, 2022
Tomoyuki Ichiba, Ming Min
openalex   +1 more source

A Note on Averaging Principles for Fractional Stochastic Differential Equations

Fractal and Fractional
Over the past few years, many scholars began to study averaging principles for fractional stochastic differential equations since they can provide an approximate analytical method to reduce such systems.
Jiankang Liu, Haodian Zhang, Jinbin Wang, Chen Jin, Jing Li, Wei Xu   +5 more
doaj   +1 more source

Controllability of semilinear stochastic delay evolution equations in Hilbert spaces

International Journal of Mathematics and Mathematical Sciences, 2002
The controllability of semilinear stochastic delay evolution equations is studied by using a stochastic version of the well-known Banach fixed point theorem and semigroup theory. An application to stochastic partial differential equations is given.
P. Balasubramaniam, J. P. Dauer
doaj   +1 more source

Forward–backward stochastic differential equations with delay generators

, 2022
Auguste Aman, Harouna Coulibaly, Jasmina Ðorđević   +2 more
openalex   +2 more sources

An algebraic correspondence between stochastic differential equations and the Martin-Siggia-Rose formalism [PDF]

, 2023
Alberto Bonicelli, Claudio Dappiaggi, Nicolò Drago   +2 more
openalex   +1 more source

Nonexplosion and Pathwise Uniqueness of Stochastic Differential Equation Driven by Continuous Semimartingale with Non-Lipschitz Coefficients

Journal of Mathematics, 2015
We study a class of stochastic differential equations driven by semimartingale with non-Lipschitz coefficients. New sufficient conditions on the strong uniqueness and the nonexplosion are derived for d-dimensional stochastic differential equations on Rd (
Jinxia Wang
doaj   +1 more source