Results 11 to 20 of about 1,298 (230)
Approximate Controllability of Fractional Stochastic Evolution Inclusions with Non-Local Conditions
Fractal and Fractional, 2023 This article investigates the approximate controllability of non-linear fractional stochastic differential inclusions with non-local conditions. We establish a set of sufficient conditions for their approximate controllability and provide results in ...
Kinda Abuasbeh +4 more
doaj +1 more source
Nonlinear Analysis, 2023 The existence of Hilfer fractional stochastic Volterra–Fredholm integro-differential inclusions via almost sectorial operators is the topic of our paper.
Sivajiganesan Sivasankar +2 more
doaj +1 more source
Open Mathematics, 2023 A new class of stochastic differential equations (SDEs) is introduced in this article, which is driven by the generalized stochastic mixed variational inequality (GS-MVI).
Zeng Qiaofeng, Min Chao, Fan Feifei
doaj +1 more source
Aumann Type Set-valued Lebesgue Integral and Representation Theorem [PDF]
International Journal of Computational Intelligence Systems, 2009 n this paper, we shall firstly illustrate why we should discuss the Aumann type set-valued Lebesgue integral of a set-valued stochastic process with respect to time t under the condition that the set-valued stochastic process takes nonempty compact ...
Jungang Li, Shoumei Li
doaj +1 more source
Stochastic approximation with discontinuous dynamics, differential inclusions, and applications
The 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
Nguyen, Nhu, Yin, George
openaire +2 more sources
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 +3 more
doaj +1 more source
Alexandria Engineering Journal, 2023 Fractional calculus is now used to accurately depict a range of real occurrences because it can explain the “long-tail memory” phenomena that have been seen through empirical research. Standard differential equations with integer order derivatives cannot
Yong-Ki Ma +7 more
doaj +1 more source
Stochastic Langevin Differential Inclusions with Applications to Machine Learning
CoRR, 2022 Stochastic differential equations of Langevin-diffusion form have received significant attention, thanks to their foundational role in both Bayesian sampling algorithms and optimization in machine learning. In the latter, they serve as a conceptual model of the stochastic gradient flow in training over-parameterized models.
Fabio V. Difonzo +2 more
openaire +2 more sources
Известия высших учебных заведений. Поволжский регион: Физико-математические науки, 2021 Background. E. Nelson [1-3] introduced derivatives on the average in the works and over time, they began to be studied as a separate class of stochastic differential equations.
O.O. Zheltikova
doaj +1 more source
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.
openaire +1 more source