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Electronic Journal of Qualitative Theory of Differential Equations, 2012 In this paper, we consider a class of impulsive stochastic Volterra-Levin equations. By establishing a new integral inequality, some sufficient conditions for the existence and global attractivity of periodic solution for impulsive stochastic Volterra ...
dingshi li, Daoyi Xu
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Optimal harvesting for a stochastic competition system with stage structure and distributed delay
Electronic Journal of Qualitative Theory of Differential Equations, 2021 A stochastic competition system with harvesting and distributed delay is investigated, which is described by stochastic differential equations with distributed delay.
Yue Zhang, Jing Zhang
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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
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About an Unsolved Problem of Stabilization by Noise for Difference Equations
Mathematics, 2023 The paper is devoted to the effect of “stabilization by noise”. The essence of this effect is that an unstable deterministic system is stabilized by stochastic perturbations of sufficiently high intensity. The problem is that the effect of “stabilization
Leonid Shaikhet
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Stochastic nonlinear Schrödinger equations [PDF]
Nonlinear Analysis: Theory, Methods & Applications, 2016 This paper is devoted to the well-posedness of stochastic nonlinear Schr dinger equations in the energy space H1(Rd), which is a natural continuation of our recent work [1]. We consider both focusing and defocusing nonlinearities and prove global well-posedness in H1(Rd), including also the pathwise continuous dependence on initial conditions, with ...
Barbu, Viorel +2 more
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Modified Equations for Stochastic Differential Equations [PDF]
BIT Numerical Mathematics, 2006 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Stochastic aggregation: rate equations approach [PDF]
Journal of Physics A: Mathematical and General, 2000 7 ...
Krapivsky, P. L., Ben-Naim, E.
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Marcus Stochastic Differential Equations: Representation of Probability Density
MathematicsMarcus stochastic delay differential equations are often used to model stochastic dynamical systems with memory in science and engineering. It is challenging to study the existence, uniqueness, and probability density of Marcus stochastic delay ...
Fang Yang, Chen Fang, Xu Sun
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Stochastic Differential Equations
Journal of Multivariate Analysis, 1974 AbstractWhen a system is acted upon by exterior disturbances, its time-development can often be described by a system of ordinary differential equations, provided that the disturbances are smooth functions. But for sound reasons physicists and engineers usually want the theory to apply when the noises belong to a larger class, including for example ...
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Averaged Systems of Stochastic Differential Equations with Lévy Noise and Fractional Brownian Motion
Fractal and FractionalIn some problems, partial differential equations are reduced to ordinary differential equations. In special cases, when incorporating randomness, equations can be reduced to systems of stochastic differential Equations (SDEs).
Tayeb Blouhi +6 more
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