Results 21 to 30 of about 1,529 (261)
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
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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
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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
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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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Dynamics of economic growth: Uncertainty treatment using differential inclusions
MethodsX, 2019 The article is focused on applications of the differential inclusions to the models of economic growth, rather than the model building. The models are taken from the known literature, and some modifications are introduced to reflect an additional inertia.
Stanislaw Raczynski
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Discrete Dynamics in Nature and Society, 2018 Linear feedback control and adaptive feedback control are proposed to achieve the synchronization of stochastic neutral-type memristive neural networks with mixed time-varying delays.
Desheng Hong +2 more
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On stochastic differential inclusions with unbounded right sides [PDF]
, 2006 The paper deals with one-dimensional homogeneous stochastic differential inclusions without drift with a Borel measurable right side. Using a new method of explicit solutions, the necessary and sufficient conditions for the existence of weak solutions of
Lepeyev, A.N.
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Optimal solutions to stochastic differential inclusions [PDF]
Applicationes Mathematicae, 2002 The main aim of this paper is to establish an existence theorem for the optimal weak solution \(\xi^{\ast}\) of the following problem: \[ \begin{split} E \int_{0}^{T} h(t,\xi^{\ast}_{t} ) \, dt & = \sup_{\xi} E \int_{0}^{T} h(t, \xi_{t} ) \, dt \\ \text{s.t.} \quad d\xi_{t} & \in F(t,\xi_{t} ) \, dt + G(t, \xi_{t} ) \, dW_{t} \\ P^{\xi_{0}}& = \mu ...
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Uniqueness in law of solutions of stochastic differential inclusions [PDF]
, 2007 The paper deals with one-dimensional homogeneous stochastic differential inclusions without drift with Borel measurable mapping at the right side.
Lepeyev, A.N.
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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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