Results 21 to 30 of about 2,483,773 (237)
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
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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
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Optimal control of stochastic partial differential equations in Banach spaces [PDF]
, 2010 In this thesis we study optimal control problems in Banach spaces for stochastic partial differential equations. We investigate two different approaches.
Serrano Perdomo, Rafael Antonio
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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
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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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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
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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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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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Bulletin of the Institute of Mathematics Academia Sinica NEW SERIES, 2021 We investigate the existence of mild solutions of impulsive fractional stochastic differential inclusions driven by sub-fractional Brownian motion S H Q with infinite delay and non instantaneous impulses when the linear part is a fractional sectorial ...
Meryem Chaouche, Toufik Guendouzi
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