Results 21 to 30 of about 60,777 (268)

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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A Skew Stochastic Heat Equation [PDF]

Journal of Theoretical Probability, 2012
We consider a stochastic heat equation driven by a space-time white noise and with a singular drift, where a local-time in space appears. The process we study has an explicit invariant measure of Gibbs type, with a non-convex potential. We obtain existence of a Markov solution, which is associated with an explicit Dirichlet form.
Bounebache, S.K., Zambotti, L.
openaire   +3 more sources

Existence and global attractivity of periodic solution for impulsive stochastic Volterra-Levin equations

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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Averaging Method for Neutral Stochastic Delay Differential Equations Driven by Fractional Brownian Motion

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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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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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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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 $ν>0$ there exists a unique strong global solution in $L^p$ for $p>d$. In the case of torus we also establish a uniform in $ν$ a priori estimate and consider a limit $ν\todown 0$ for ...
Zdzislaw Brzezniak, Ben Goldys, Misha Neklyudov   +2 more
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On the stochastic Kuramoto–Sivashinsky equation [PDF]

Nonlinear Analysis: Theory, Methods & Applications, 2001
To appear in: Nonlinear ...
Duan, Jinqiao, Ervin, Vincent J.
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Marcus Stochastic Differential Equations: Representation of Probability Density

Mathematics
Marcus 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 Entropy Solutions for Stochastic Scalar Balance Laws

Entropy, 2019
We are concerned with the initial value problem for a multidimensional balance law with multiplicative stochastic perturbations of Brownian type.
Jinlong Wei, Bin Liu, Rongrong Tian, Liang Ding   +3 more
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