Results 251 to 260 of about 151,196 (279)

Moments and Correlation Functions of Solutions of a Stochastic Differential Equation

Journal of Mathematical Physics, 1970
This paper shows how to obtain exact, closed-form expressions for various moments and correlation functions of the solutions of the stochastic, ordinary differential equation d2udz2+β02[1+ηT(z)]u=0,where T(z) is the so-called ``random telegraph'' wave and β02 and η are positive real constants.
McKenna, J., Morrison, J. A.
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Asymptotic Behavior of the Solutions of Stochastic Functional-Differential Equations

Journal of Mathematical Sciences
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Stanzhytskyi, O. M., Petryna, G. O., Denysenko, N. L.   +2 more
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Malliavin Calculus for Degenerate Stochastic Functional Differential Equations

Acta Applicandae Mathematicae, 2007
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CONJUGATION OF FLOWS FOR STOCHASTIC AND RANDOM FUNCTIONAL DIFFERENTIAL EQUATIONS

Stochastics and Dynamics, 2001
The purpose of this paper is to transform a stochastic functional differential equation driven by a continuous helix spatial semimartingale of Kunita type into a random functional differential equation by using a stationary bijective random process.
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Approximations for expectations of functionals of solutions to stochastic differential equations

Monte Carlo Methods and Applications, 2007
Approximate evaluation of mathematical expectations of nonlinear functionals of solutions to stochastic differential equations is considered. The approach based on interpolation of the coefficient functions of the equation is extended to the case of equations including integrals with respect to Poisson random measure and stochastic Wiener integral.
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Stability of impulsive stochastic functional differential equations with delays

Applied Mathematics Letters
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Jingxian Guo, Shuihong Xiao, Jianli Li
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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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Almost sure exponential stability of semi-Euler numerical scheme for nonlinear stochastic functional differential equation

International Journal of Computer Mathematics, 2021
Linna Liu, Feiqi Deng
exaly  

Existence of p-mean Almost Periodic Mild Solution for Fractional Stochastic Neutral Functional Differential Equation

Acta Mathematicae Applicatae Sinica, 2021
Ping He
exaly  

EXISTENCE AND EXPONENTIAL STABILITY OF MILD SOLUTIONS FOR SECOND-ORDER NEUTRAL STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATION WITH RANDOM IMPULSES

Journal of Applied Analysis and Computation, 2021
Xiao-Bao Shu
exaly