Results 241 to 250 of about 151,196 (279)

Functional-calculus approach to stochastic differential equations

Physical Review A, 1986
The connection between stochastic differential equations and associated Fokker-Planck equations is elucidated by the full functional calculus. One-variable equations with either additive or multiplicative noise are considered. The central focus is on approximate Fokker-Planck equations which describe the consequences of using ``colored'' noise, which ...
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Functionally perturbed stochastic differential equations

Mathematische Nachrichten, 2006
AbstractThis paper is devoted to the large class of stochastic differential equations of the Ito type whose coefficients are functionally perturbed and depend on a small parameter. The solution of a such equation is compared with the solution of the corresponding unperturbed equation, in the (2m)‐th moment sense, on finite intervals or on intervals ...
Miljana Jovanović, Svetlana Janković
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Perturbed Impulsive Neutral Stochastic Functional Differential Equations

Qualitative Theory of Dynamical Systems, 2021
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Cheng, Lijuan, Hu, Lanying, Ren, Yong
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On Stochastic Functional-Differential Equations with Unbounded Delay

SIAM Journal on Mathematical Analysis, 1987
The author studies the question of existence and uniqueness of strong and weak ``regular'' solutions of multidimensional infinite delay stochastic differential equations of the Doleans-Dade-Protter type \(dx(t)=a(t,x_ t)dZ(t)\) driven by a continuous semimartingale Z(t), \(t\geq 0\).
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Functional Formulation of Stochastic Differential Equations

2020
This section casts stochastic dynamics into the previously developed language of field theory. The resulting formulation is advantageous in several respects. First, it expresses the dynamical equations into a path-integral, where the dynamic equations give rise to the definition of an “action.” In this way, the perturbation expansion with the help of ...
Moritz Helias, David Dahmen
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Density Estimates for Solutions of Stochastic Functional Differential Equations

Acta Mathematica Scientia, 2019
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Nguyen Tien Dung, Ta Cong Son, Tran Manh Cuong, Nguyen Van Tan, Trinh Nhu Quynh   +4 more
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Differential inequalities and stochastic functional differential equations

Journal of Mathematical Physics, 1974
Consider the system of stochastic functional differential equations dx=f(t,xt)dt+σ(t,xt)dz(t),xt0=φ0,where σ is a n×m matrix, column vectors of σ, f are continuous, and z(t) is a normalized m-vector Wiener process with E[(z(t)−z(s))·(z(t)−z(s))T]=I|t−−s|.
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Comparison Theorem for Stochastic Functional Differential Equations and Applications

Journal of Dynamics and Differential Equations, 2014
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Bai, Xiaoming, Jiang, Jifa
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Stochastic regularization and stabilization of hybrid functional differential equations

2015 54th IEEE Conference on Decision and Control (CDC), 2015
This work much extends our recent results published in SIAM Journal on Control and Optimization [1]. In lieu of switching jump diffusions, we examine stochastic systems with delays. We focus on stochastic regularization and stabilization for hybrid functional differential equations (FDEs).
Xiaofeng Zong, Fuke Wu, Gang George Yin
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Conformable fractional stochastic differential equations with control function

Systems & Control Letters, 2021
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