Results 41 to 50 of about 58,739 (167)

Random Dynamics of the Stochastic Boussinesq Equations Driven by Lévy Noises

Abstract and Applied Analysis, 2013
This paper is devoted to the investigation of random dynamics of the stochastic Boussinesq equations driven by Lévy noise. Some fundamental properties of a subordinator Lévy process and the stochastic integral with respect to a Lévy process are discussed,
Jianhua Huang, Yuhong Li, Jinqiao Duan
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Controllability of semilinear stochastic delay evolution equations in Hilbert spaces

International Journal of Mathematics and Mathematical Sciences, 2002
The controllability of semilinear stochastic delay evolution equations is studied by using a stochastic version of the well-known Banach fixed point theorem and semigroup theory. An application to stochastic partial differential equations is given.
P. Balasubramaniam, J. P. Dauer
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An Averaging Principle for Mckean–Vlasov-Type Caputo Fractional Stochastic Differential Equations

Journal of Mathematics, 2021
In this paper, we want to establish an averaging principle for Mckean–Vlasov-type Caputo fractional stochastic differential equations with Brownian motion.
Weifeng Wang, Lei Yan, Junhao Hu, Zhongkai Guo   +3 more
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Modulation Equation for Stochastic Swift--Hohenberg Equation [PDF]

SIAM Journal on Mathematical Analysis, 2013
The purpose of this paper is to study the influence of large or unbounded domains on a stochastic PDE near a change of stability, where a band of dominant pattern is changing stability. This leads to a slow modulation of the dominant pattern. Here we consider the stochastic Swift--Hohenberg equation and derive rigorously the Ginzburg--Landau equation ...
Mohammed, Wael W., Blömker, Dirk, Klepel, Konrad   +2 more
openaire   +2 more sources

The Existence of Strong Solutions for a Class of Stochastic Differential Equations

International Journal of Differential Equations, 2018
In this paper, we will consider the existence of a strong solution for stochastic differential equations with discontinuous drift coefficients. More precisely, we study a class of stochastic differential equations when the drift coefficients are an ...
Junfei Zhang
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Rearranged Stochastic Heat Equation

Probability Theory and Related Fields
The purpose of this work is to provide an explicit construction of a strong Feller semigroup on the space of probability measures over the real line that additionally maps bounded measurable functions into Lipschitz continuous functions, with a Lipschitz constant that blows up in an integrable manner in small time.
Delarue, François, Hammersley, William R. P.   +1 more
openaire   +3 more sources

Exploring novel applications of stochastic differential equations: Unraveling dynamics in plasma physics with the Tanh-Coth method

Results in Physics
This study addresses the solution of differential equations converted into stochastic differential equations with the introduction of a noise term. To simplify the stochastic complexity, we employ a transformation, converting the equations into ordinary ...
Jamil Abbas Haider, Abdullah M.S. Alhuthali, Mohamed Abdelghany Elkotb   +2 more
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Analytical Estimates of Critical Taylor Number for Motion between Rotating Coaxial Cylinders Based on Theory of Stochastic Equations and Equivalence of Measures

Fluids, 2021
The purpose of this article was to present the solution for the critical Taylor number in the case of the motion between rotating coaxial cylinders based on the theory of stochastic equations of continuum laws and the equivalence of measures between ...
Artur V. Dmitrenko
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Stochastic dynamic equations on general time scales

Electronic Journal of Differential Equations, 2013
In this article, we construct stochastic integral and stochastic differential equations on general time scales. We call these equations stochastic dynamic equations.
Martin Bohner, Olexandr M. Stanzhytskyi, Anastasiia O. Bratochkina   +2 more
doaj  

Peano Theorems for Pedjeu–Ladde-Type Multi-Time Scale Stochastic Differential Equations Driven by Fractional Noises

Mathematics
This paper examines fractional multi-time scale stochastic functional differential equations that, in addition, are driven by fractional noises. Based on a specially crafted fixed-point principle for the so-called “local operators”, we prove a Peano-type
Arcady Ponosov, Lev Idels
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