Results 11 to 20 of about 1,728,113 (286)
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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Stabilisation of hybrid stochastic differential equations by delay feedback control [PDF]
, 2008 This paper is concerned with the exponential mean-square stabilisation of hybrid stochastic differential equations (also known as stochastic dierential equations with Markovian switching) by delay feedback controls.
Lam, James +10 more
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Asymptotic behaviours of stochastic differential delay equations [PDF]
, 2005 Most of the existing results on stochastic stability use a single Lyapunov function, but we shall instead use multiple Lyapunov functions in this paper.
Shen, Yi +3 more
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The stochastic Burgers Equation [PDF]
Communications in Mathematical Physics, 1994 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
BERTINI L +2 more
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Approximate solutions of hybrid stochastic pantograph equations with Levy jumps [PDF]
, 2013 We investigate a class of stochastic pantograph differential equations with Markovian switching and Levy jumps. We prove that the approximate solutions converge to the true solutions in 퐿 2 sense as well as in probability under local Lipschitz condition ...
Mao, Wei, Mao, Xuerong
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Approximate solutions of stochastic differential delay equations with Markovian switching [PDF]
, 2010 Our main aim is to develop the existence theory for the solutions to stochastic differential delay equations with Markovian switching (SDDEwMSs) and to establish the convergence theory for the Euler-Maruyama approximate solutions under the local ...
Li, Xiaoyue, Shen, Yi, Mao, Xuerong
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Stochastic equations and cities
Reports on Progress in Physics, 2023 Abstract Stochastic equations constitute a major ingredient in many branches of science, from physics to biology and engineering. Not surprisingly, they appear in many quantitative studies of complex systems. In particular, this type of equation is useful for understanding the dynamics of urban population.
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Stochastic Schrödinger equations [PDF]
Journal of Physics A: Mathematical and General, 2004 A derivation of stochastic Schrodinger equations is given using quantum filtering theory. We study an open system in contact with its environment, the electromagnetic field. Continuous observation of the field yields information on the system: it is possible to keep track in real time of the best estimate of the system's quantum state given the ...
Bouten, L.M., Guta, M.I., Maassen, Hans
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Estimates for multiple stochastic integrals and stochastic Hamilton-Jacobi equations [PDF]
, 2004 We study stochastic Hamilton-Jacobi-Bellman equations and the corresponding Hamiltonian systems driven by jump-type Lévy processes. The main objective of the present paper is to show existence, uniqueness and a (locally in time) diffeomorphism ...
Kolokoltsov, V. N. (Vasiliĭ Nikitich) +10 more
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Stochastic Gauss equations [PDF]
Celestial Mechanics and Dynamical Astronomy, 2015 We derive the equations of celestial mechanics governing the variations of the orbital elements under a stochastic perturbation generalizing the classical Gauss equations. Explicit formulas are given for the semi-major axis, the eccentricity, the inclination, the longitude of the ascending node, the pericenter angle and the mean anomaly which are ...
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