Results 251 to 260 of about 150,474 (283)

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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Stochastic Comparison of Solutions of Stochastic Functional Differential Equations

Zeitschrift für Analysis und ihre Anwendungen, 2007
A stochastic comparison of solutions of nonlinear stochastic functional differential equations with different drift and diffusion coefficients is obtained. Some known results are generalized.
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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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Stochastic Functional (Partial) Differential Equations

2013
In this chapter we investigate Harnack/shift Harnack inequalities and derivative formulas for stochastic functional differential equations. In this case, the strong or mild solution is no longer Markovian. These inequalities and formulas are therefore established for the semigroup associated with the functional (or segment) solutions.
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Stability of hybrid stochastic functional differential equations

Applied Mathematics and Computation, 2019
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Ruan, Dehao, Xu, Liping, Luo, Jiaowan
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Asymptotic stabilities of stochastic functional differential equations

Applied Mathematics and Mechanics, 2006
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Shen, Yi, Jiang, Ming-Hui, Liao, Xiao-Xin   +2 more
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Malliavin Calculus for Degenerate Stochastic Functional Differential Equations

Acta Applicandae Mathematicae, 2007
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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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Polynomial chaos functions and stochastic differential equations

Annals of Nuclear Energy, 2006
Abstract The Karhunen–Loeve procedure and the associated polynomial chaos expansion have been employed to solve a simple first order stochastic differential equation which is typical of transport problems. Because the equation has an analytical solution, it provides a useful test of the efficacy of polynomial chaos.
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Razumikhin-type theorem for pth exponential stability of impulsive stochastic functional differential equations based on vector Lyapunov function

Nonlinear Analysis: Hybrid Systems, 2021
Quanxin Zhu
exaly