Results 31 to 40 of about 1,797,896 (242)
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
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Stochastic model of innovation diffusion that takes into account the changes in the total market volume [PDF]
Известия Саратовского университета. Новая серия: Математика. Механика. Информатика, 2022 The article proposes a stochastic mathematical model of the diffusion of consumer innovations, which takes into account changes over time in the total number of potential buyers of an innovative product.
Parphenova, Alena Yu., Saraev, Leonid A.
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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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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
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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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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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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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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 dynamics and mechanosensitivity of myosin II minifilaments
New Journal of Physics, 2014 Tissue cells are in a state of permanent mechanical tension that is maintained mainly by myosin II minifilaments, which are bipolar assemblies of tens of myosin II molecular motors contracting actin networks and bundles.
Philipp J Albert +2 more
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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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