Results 31 to 40 of about 88,331 (317)
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
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
doaj +1 more source
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
doaj +1 more source
Approximations to the Stochastic Burgers Equation [PDF]
Journal of Nonlinear Science, 2011 This article is devoted to the numerical study of various finite difference approximations to the stochastic Burgers equation. Of particular interest in the one-dimensional case is the situation where the driving noise is white both in space and in time.
Martin Hairer, Jochen Voss
openaire +2 more sources
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
doaj +1 more source
On the stochastic Kuramoto–Sivashinsky equation [PDF]
Nonlinear Analysis: Theory, Methods & Applications, 2001 To appear in: Nonlinear ...
Duan, Jinqiao, Ervin, Vincent J.
openaire +2 more sources
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
doaj +1 more source
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
doaj +1 more source
On a Stochastic Integral Equation [PDF]
Proceedings of the Japan Academy, 1946 Not ...
openaire +3 more sources
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 +2 more
openaire +2 more sources