Results 1 to 10 of about 15,898 (140)

Asynchronous stochastic approximation with differential inclusions [PDF]

Stochastic Systems, 2012
The asymptotic pseudo-trajectory approach to stochastic approximation of Benaïm, Hofbauer and Sorin is extended for asynchronous stochastic approximations with a set-valued mean field.
David S. Leslie, Steven Perkins
doaj   +8 more sources

Stochastic fractional-order memristive fuzzy bam neural networks with time delays and leakage term for finite-time stability analysis [PDF]

Scientific Reports
In this study, a finite-time stability analysis with time delays and a leakage term is conducted on stochastic fractional-order memristive fuzzy BAM neural networks. FOMFBAMNNs are developed using set-valued map theories as well as differential inclusion.
J. Kumar, M. Syed Ali, Sumaya Sanober, Mohammad Yar, Abeer M. Alotaibi, Tarek F. Ibrahim   +5 more
doaj   +2 more sources

Stochastic control of influenza spread: A Lévy-driven SDE and branching process approach [PDF]

Infectious Disease Modelling
Background: Forecasting influenza outbreaks remains a significant challenge due to the complexity of disease transmission and the influence of environmental and behavioral factors.
Kazi Mehedi Mohammad, Taufiquar Khan, Md Kamrujjaman   +2 more
doaj   +2 more sources

Stochastic approximation with discontinuous dynamics, differential inclusions, and applications

Annals of Applied Probability, 2023
This work develops new results for stochastic approximation algorithms. The emphases are on treating algorithms and limits with discontinuities. The main ingredients include the use of differential inclusions, set-valued analysis, and non-smooth analysis, and stochastic differential inclusions. Under broad conditions, it is shown that a suitably scaled
G Yin
exaly   +3 more sources

The interrelation between stochastic differential inclusions and set-valued stochastic differential equations

Journal of Mathematical Analysis and Applications, 2013
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Marek T Malinowski, Mariusz Michta
exaly   +3 more sources

On the Solution of Stochastic Differential Inclusion

Journal of Mathematical Analysis and Applications, 1995
Let \((\Omega, \Lambda,p)\) be a probability space, \(I = [0,T]\), \(\{\Lambda_t \}_{t \in I}\) an increasing family of \(\sigma\)- subalgebras such that \(\bigcap_{\alpha > 0} \Lambda _{t + \alpha} = \Lambda_t\), and \(\beta_t\) a \(\sigma\)-algebra of all Borel subsets of \([0,t]\) for fixed \(t \in I\). Let us denote by \(\beta \Lambda\) a \(\sigma\)
exaly   +2 more sources

On connections between stochastic differential inclusions and set-valued stochastic differential equations driven by semimartingales

Journal of Differential Equations, 2017
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Mariusz Michta
exaly   +3 more sources

Null Controllability of Hilfer Fractional Stochastic Differential Inclusions

Fractal and Fractional, 2022
This paper gives the null controllability for nonlocal stochastic differential inclusion with the Hilfer fractional derivative and Clarke subdifferential.
Hamdy M. Ahmed, Mahmoud M. El-Borai, Wagdy El-Sayed, Alaa Elbadrawi   +3 more
doaj   +1 more source

Trajectory controllability of Clarke subdifferential type Hilfer fractional stochastic differential inclusion with non-instantaneous impulsive effects and deviated argument

Results in Control and Optimization, 2023
This manuscript is devoted to analyse the solvability and trajectory controllability of Hilfer fractional non-instantaneous impulsive stochastic differential inclusion with Clarke subdifferential and deviated argument.
N. Durga, Muslim Malik
doaj   +1 more source

Trajectory Controllability of Clarke Subdifferential-Type Conformable Fractional Stochastic Differential Inclusions with Non-Instantaneous Impulsive Effects and Deviated Arguments

Fractal and Fractional, 2023
In this study, the multivalued fixed point theorem, Clarke subdifferential properties, fractional calculus, and stochastic analysis are used to arrive at the system’s mild solution (1). Furthermore, the mean square moment for the aforementioned system (1)
Dimplekumar Chalishajar, Ramkumar Kasinathan, Ravikumar Kasinathan, Varshini Sandrasekaran   +3 more
doaj   +1 more source