Results 11 to 20 of about 58,739 (167)
Stochastic Loop Equations [PDF]
International Journal of Modern Physics A, 1997 Stochastic quantization is applied to derivation of the equations for the Wilson loops and generating functionals of the Wilson loops in the N = ∞ limit. These equations are treated both in the coordinate and momentum representations. In the first case the connection of the suggested approach with the problem of random closed contours and ...
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STOCHASTIC EINSTEIN EQUATIONS [PDF]
International Journal of Geometric Methods in Modern Physics, 2011 Stochastic Einstein equations are considered when three-dimensional space metric γij are stochastic functions. The probability density for the stochastic quantities is connected with Perelman's entropy functional. As an example, the Friedman Universe is considered. It is shown that for the Friedman Universe the dynamical evolution is not changed.
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STOCHASTIC QUASI-GEOSTROPHIC EQUATION [PDF]
Infinite Dimensional Analysis, Quantum Probability and Related Topics, 2012 In this note we study the 2D stochastic quasi-geostrophic equation in 𝕋2 for general parameter α ∈ (0, 1) and multiplicative noise. We prove the existence of martingale solutions and pathwise uniqueness under some condition in the general case, i.e. for all α ∈ (0, 1).
Röckner, Michael +2 more
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Multidimensional Stochastic Burgers Equation [PDF]
SIAM Journal on Mathematical Analysis, 2014 We consider multidimensional stochastic Burgers equation on the torus $\mathbb{T}^d$ and the whole space $\Rd$. In both cases we show that for positive viscosity $ >0$ there exists a unique strong global solution in $L^p$ for $p>d$. In the case of torus we also establish a uniform in $ $ a priori estimate and consider a limit $ \todown 0$ for ...
Brzeźniak, Zdzisław +2 more
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Fractional SDEs with stochastic forcing: Existence, uniqueness, and approximation
Nonlinear Analysis, 2023 In this article, we are interested in fractional stochastic differential equations (FSDEs) with stochastic forcing, i.e., to FSDE we add a stochastic forcing term.
Kęstutis Kubilius
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Delayed Stochastic Linear-Quadratic Control Problem and Related Applications
Journal of Applied Mathematics, 2012 We discuss a quadratic criterion optimal control problem for stochastic linear system with delay in both state and control variables. This problem will lead to a kind of generalized forward-backward stochastic differential equations (FBSDEs) with Itô’s ...
Li Chen, Zhen Wu, Zhiyong Yu
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Martingale Decomposition and Backward Stochastic Dynamic Equations on Time Scales
Journal of Mathematics, 2022 The paper aims to establish the related backward stochastic dynamic equations on time scales, BS ∇ Es for short, concerning to ∇-integral on time scales.
Guofeng Tang, Guangyan Jia
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Bisimulation Relations Between Automata, Stochastic Differential Equations and Petri Nets [PDF]
Electronic Proceedings in Theoretical Computer Science, 2010 Two formal stochastic models are said to be bisimilar if their solutions as a stochastic process are probabilistically equivalent. Bisimilarity between two stochastic model formalisms means that the strengths of one stochastic model formalism can be used
Mariken H.C. Everdij, Henk A.P. Blom
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SPDIEs and BSDEs Driven by Lévy Processes and Countable Brownian Motions
Journal of Function Spaces, 2016 The paper is devoted to solving a new class of backward stochastic differential equations driven by Lévy process and countable Brownian motions. We prove the existence and uniqueness of the solutions to the backward stochastic differential equations by ...
Pengju Duan
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Journal of Function Spaces, 2020 In this paper, we investigate the stochastic averaging method for neutral stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter H∈1/2,1.
Peiguang Wang, Yan Xu
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