Results 11 to 20 of about 60,777 (268)
Equations Related to Stochastic Processes: Semigroup Approach and Fourier Transform
Современная математика: Фундаментальные направления, 2021 The work is devoted to integro-differential equations related to stochastic processes. We study the relationship between differential equations with random perturbations - stochastic differential equations (SDEs) - and deterministic equations for the ...
I. V. Melnikova +2 more
doaj +1 more source
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
doaj +1 more source
Harmonic analysis of stochastic equations and backward stochastic differential equations [PDF]
Probability Theory and Related Fields, 2008 The BMO martingale theory is extensively used to study nonlinear multi-dimensional stochastic equations (SEs) in $\cR^p$ ($p\in [1, \infty)$) and backward stochastic differential equations (BSDEs) in $\cR^p\times \cH^p$ ($p\in (1, \infty)$) and in $\cR^\infty\times \bar{\cH^\infty}^{BMO}$, with the coefficients being allowed to be unbounded.
Delbaen, Freddy, Tang, Shanjian
openaire +3 more sources
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.
openaire +3 more sources
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
doaj +1 more source
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 ...
openaire +4 more sources
Fuzzy Optimization and Modeling, 2021 In this paper, we improved the split step $ vartheta $ method to solve the stochastic differential equations. The strong convergence of this approximation for stochastic differential equations, whose drift and diffusion coefficients are globally ...
Leila Torkzadeh, Hassan Ranjbar
doaj +1 more source
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 ...
openaire +2 more sources
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
doaj +1 more source
On a Stochastic Integral Equation [PDF]
Proceedings of the Japan Academy, 1946 Not ...
openaire +3 more sources