Results 21 to 30 of about 3,659,418 (206)
A parabolic stochastic differential inclusion
, 2005 Stochastic differential inclusions can be considered as a generalisation of stochastic differential equations. In particular a multivalued mapping describes the set of equations, in which a solution has to be found.
Bauwe, Anne, Grecksch, Wilfried
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Inferring temporal dynamics from cross-sectional data using Langevin dynamics
Royal Society Open Science, 2021 Cross-sectional studies are widely prevalent since they are more feasible to conduct compared with longitudinal studies. However, cross-sectional data lack the temporal information required to study the evolution of the underlying dynamics. This temporal
Pritha Dutta +4 more
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Remote Sensing, 2021 The prediction of spatial and temporal variation of soil water content brings numerous benefits in the studies of soil. However, it requires a considerable number of covariates to be included in the study, complicating the analysis.
Ester Carbó +5 more
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THE BOUNDEDNESS OF SOLUTIONS FOR STOCHASTIC DIFFERENTIAL INCLUSIONS [PDF]
Bulletin of the Korean Mathematical Society, 2003 Let \((\Omega,{\mathcal F},P)\) be a complete probability with a right-continuous increasing family \(({\mathcal F_t})_{t\geq 0}\) of \(\sigma\)-fields each containing all \(P\)-nul sets. Let \(B= (B_t)_{t\geq 0}\) be an \(r\)-dimensional \(({\mathcal F}_t)\)-Brownian motion.
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On the Relationship Between Solutions of Stochastic and Random Differential Inclusions [PDF]
Stochastic Analysis and Applications, 2003 Some results on the relationship of the solutions of a stochastic di erential inclusion and the corresponding random di erential inclusion obtained after a change of variable are proved. As a consequence, we obtain the pullback convergence of the solutions of the stochastic inclusion to a compact random set.
Caraballo Garrido, Tomás +2 more
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Almost sure exponential stability of the Euler–Maruyama approximations for stochastic functional differential equations [PDF]
, 2011 By the continuous and discrete nonnegative semimartingale convergence theorems, this paper investigates conditions under which the Euler–Maruyama (EM) approximations of stochastic functional differential equations (SFDEs) can share the almost sure ...
Wu, Fuke +2 more
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Applied Sciences, 2022 The optimal methods for the synthesis of mechanisms in rehabilitation usually require solving constrained optimization problems. Metaheuristic algorithms are frequently used to solve these problems with the inclusion of Constraint-Handling Techniques ...
José Saúl Muñoz-Reina +3 more
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A market model: uncertainty and reachable sets
International Journal for Simulation and Multidisciplinary Design Optimization, 2015 Uncertain parameters are always present in models that include human factor. In marketing the uncertain consumer behavior makes it difficult to predict the future events and elaborate good marketing strategies.
Raczynski Stanislaw
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A stochastic differential equation SIS epidemic model [PDF]
, 2011 In this paper we extend the classical susceptible-infected-susceptible epidemic model from a deterministic framework to a stochastic one and formulate it as a stochastic differential equation (SDE) for the number of infectious individuals $I(t)$. We then
Hu, L. +9 more
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Random fixed points and random differential inclusions
International Journal of Mathematics and Mathematical Sciences, 1988 In this paper, first, we study random best approximations to random sets, using fixed point techniques, obtaining this way stochastic analogues of earlier deterministic results by Browder-Petryshyn, KyFan and Reich. Then we prove two fixed point theorems
Nikolaos S. Papageorgiou
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