Results 61 to 70 of about 542,973 (204)

Discovering stochastic partial differential equations from limited data using variational Bayes inference [PDF]

, 2023
Yogesh Chandrakant Mathpati, Tapas Tripura, Rajdip Nayek, Souvik Chakraborty   +3 more
openalex   +1 more source

Existence and uniqueness theorem of associated solutions of the stochastic differential system with measures

Журнал Белорусского государственного университета: Математика, информатика, 2018
The Cauchy problem for stochastic differential system with measures is considered in the paper. Finite-difference with averaging system of stochastic differential equations with correspondence to Cauchy problem is investigated.
Artsiom Y. Rusetski
doaj  

Representation Theorem for Stochastic Differential Equations in Hilbert Spaces and its Applications [PDF]

Surveys in Mathematics and its Applications, 2006
In this survey we recall the results obtained in [Ungureanu,Electronic Journal of Qualitative Theory of Differential Equations, 2004] where we gave a representation theorem for the solutions of stochastic differential equations in Hilbert spaces.
Viorica Mariela Ungureanu
doaj  

Neutral stochastic functional differential equations with Lévy jumps under the local Lipschitz condition [PDF]

, 2017
Wei Mao, Liangjian Hu, Xuerong Mao
openalex   +1 more source

Razumikhin-type theorem on time-changed stochastic functional differential equations with Markovian switching

Open Mathematics, 2019
This work is mainly concerned with the exponential stability of time-changed stochastic functional differential equations with Markovian switching. By expanding the time-changed Itô formula and the Razumikhin theorem, we obtain the exponential stability ...
Zhang Xiaozhi, Yuan Chenggui
doaj   +1 more source

Numerical Approximation of Higher-Order Solutions of the Quadratic Nonlinear Stochastic Oscillatory Equation Using WHEP Technique

Journal of Applied Mathematics, 2013
This paper introduces higher-order solutions of the stochastic nonlinear differential equations with the Wiener-Hermite expansion and perturbation (WHEP) technique.
Mohamed A. El-Beltagy, Amnah S. Al-Johani   +1 more
doaj   +1 more source

Spatio-temporal stochastic differential equations for crime incidence modeling. [PDF]

Stoch Environ Res Risk Assess, 2023
Calatayud J, Jornet M, Mateu J.
europepmc   +1 more source

Sparse inference and active learning of stochastic differential equations from data. [PDF]

Sci Rep, 2022
Huang Y, Mabrouk Y, Gompper G, Sabass B.
europepmc   +1 more source

Stochastic integration for fractional Levy process and stochastic differential equation driven by fractional Levy noise [PDF]

, 2022
Xuebin Lü, Wanyang Dai
openalex   +1 more source

Entropy Dissipation for Degenerate Stochastic Differential Equations via Sub-Riemannian Density Manifold. [PDF]

Entropy (Basel), 2023
Feng Q, Li W.
europepmc   +1 more source