Results 81 to 90 of about 150,474 (283)

Lie Symmetry Analysis of the Black-Scholes-Merton Model for European Options with Stochastic Volatility

Mathematics, 2016
We perform a classification of the Lie point symmetries for the Black-Scholes-Merton Model for European options with stochastic volatility, σ, in which the last is defined by a stochastic differential equation with an Orstein-Uhlenbeck term.
Andronikos Paliathanasis, K. Krishnakumar, K.M. Tamizhmani, Peter G.L. Leach   +3 more
doaj   +1 more source

Bioinspired Adaptive Sensors: A Review on Current Developments in Theory and Application

Advanced Materials, EarlyView.
This review comprehensively summarizes the recent progress in the design and fabrication of sensory‐adaptation‐inspired devices and highlights their valuable applications in electronic skin, wearable electronics, and machine vision. The existing challenges and future directions are addressed in aspects such as device performance optimization ...
Guodong Gong, You Zhou, Qingxiu Li, Wenyu Zhao, Sunyingyue Geng, Hangfei Li, Yan‐Bing Leng, Shirui Zhu, Guanglong Ding, Yongbiao Zhai, Ziyu Lv, Ye Zhou, Su‐Ting Han   +12 more
wiley   +1 more source

Controllability of a stochastic functional differential equation driven by a fractional Brownian motion

Advances in Difference Equations, 2018
Let U, V and W be three Hilbert spaces and let BH $B^{H}$ be a W-valued fractional Brownian motion with Hurst index H∈(12,1) $H\in(\frac{1}{2},1)$. In this paper, we consider the approximate controllability of the Sobolev-type fractional stochastic ...
Jingqi Han, Litan Yan
doaj   +1 more source

Stochastic functional differential equations with infinite delay

Journal of Mathematical Analysis and Applications, 2009
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Zhou, Shaobo, Wang, Zhiyong, Feng, Dan
openaire   +1 more source

Light‐Induced Entropy for Secure Vision

Advanced Materials, EarlyView.
This work realized a ternary true random number generator by exploiting stochastic traps emerging within multiple junction interfaces, and quantitatively validated the generation of high‐quality random numbers. Furthermore, it successfully demonstrated diverse applications, including AI‐resilient image security, thereby providing a valuable guide for ...
Juhyung Seo, Seungme Kang, Chaehyun Kim, Taehyun Park, Youngwoo Yoo, Yeong Kwon Kim, Wonjun Shin, Byung Chul Jang, Young‐Joon Kim, Hocheon Yoo   +9 more
wiley   +1 more source

Stability of stochastic functional differential equations and the W-transform

Electronic Journal of Differential Equations, 2004
The paper contains a systematic presentation of how the so-called ``W-transform'' can be used to study stability of stochastic functional differential equations.
Ramazan Kadiev, Arcady Ponosov
doaj  

Dynamical analysis of a ratio-dependent predator–prey model with Holling III type functional response and nonlinear harvesting in a random environment

Advances in Difference Equations, 2018
The objective of this paper is to study the dynamics of the stochastic ratio-dependent predator–prey model with Holling III type functional response and nonlinear harvesting. For the autonomous system, sufficient conditions for globally positive solution
Guijie Lan, Yingjie Fu, Chunjin Wei, Shuwen Zhang   +3 more
doaj   +1 more source

Photo‐Rewritable Ambipolar Organic Electrochemical Synapses with Bidirectional Optical Plasticity for Adaptive Vision in Aqueous Environments

Advanced Materials, EarlyView.
Photo‐rewritable ambipolar organic synapses operating in aqueous environments at low voltage (≤0.4 V) demonstrate bidirectional optical plasticity through photon‐modulated electrochemical doping. The bulk heterojunction device enables both excitatory and inhibitory responses with extended retention time (>130 min).
Xiaoqian Su, Xihu Wu, He Wang, Wenzhe Lu, Bing Xue, Jinli Tang, Zhangshanhao Li, Kejing Ren, Qiang He, Junyu Li, Lan Yin, Yuxin Liu, Shiming Zhang, Ting Lei, Changsheng Wu   +14 more
wiley   +1 more source

Necessary optimality conditions of the second oder in a stochastic optimal control problem with delay argument

Vestnik Samarskogo Gosudarstvennogo Tehničeskogo Universiteta. Seriâ: Fiziko-Matematičeskie Nauki, 2016
The optimal control problem of nonlinear stochastic systems which mathematical model is given by Ito stochastic differential equation with delay argument is considered.
Rashad oglu Mastaliyev
doaj   +1 more source

Distribution-Dependent Stochastic Functional Differential Equations

, 2016
We have submitted a new version which is arXiv:1709 ...
openaire   +2 more sources