Results 21 to 30 of about 139,088 (279)
Axioms, 2022 In this article, we discuss the (2 + 1)-D coupled Korteweg–De Vries (KdV) equations whose coefficients are variables, and stochastic (2 + 1)-D C-KdV (C-KdV) equations with the χ-Wick-type product.
Mohammed Zakarya +2 more
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Hypercontractivity for functional stochastic partial differential equations
Electronic Journal of Probability, 2015 17 ...
Bao, Jianhai +2 more
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Approximate Moment Functions for Logistic Stochastic Differential Equations
Numerical Algorithms, 2023 Abstract In this paper, we introduce an iterative procedure for approximate moment functions of logistic stochastic differential equations. We first reduce the solutions of the moment functions of such an equation to an infinite system of linear ordinary differential equations.
Çetin, Coşkun, Đorđević, Jasmina
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Journal of Applied Mathematics, 2013 We discuss the exponential stability in mean square of mild solution for neutral stochastic partial functional differential equations with impulses. By applying impulsive Gronwall-Bellman inequality, the stochastic analytic techniques, the fractional ...
Nan Ding
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Numerical Solutions of Stochastic Functional Differential Equations [PDF]
LMS Journal of Computation and Mathematics, 2003 AbstractIn this paper, the strong mean square convergence theory is established for the numerical solutions of stochastic functional differential equations (SFDEs) under the local Lipschitz condition and the linear growth condition. These two conditions are generally imposed to guarantee the existence and uniqueness of the true solution, so the ...
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Electronic Journal of Qualitative Theory of Differential Equations, 2016 This paper is concerned with well-posedness and stability of parabolic stochastic partial differential equations. Firstly, we obtain some sufficient conditions ensuring the existence and uniqueness of mild solutions, and some $\mathcal{H}$-stability ...
Chaoliang Luo, Shangjiang Guo
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Cogent Engineering, 2015 The current paper is concerned with the controllability of nonlocal second-order impulsive neutral stochastic functional integro-differential equations with infinite delay and Poisson jumps in Hilbert spaces.
Diem Dang Huan, Hongjun Gao
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Method of lines for parabolic stochastic functional partial differential equations [PDF]
Opuscula Mathematica, 2014 We approximate parabolic stochastic functional differential equations substituting the derivatives in the space variable by finite differences. We prove the stability of the method of lines corresponding to a parabolic SPDE driven by Brownian motion.
Maria Ziemlańska
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Functional integro‐differential stochastic evolution equations inHilbert space [PDF]
International Journal of Stochastic Analysis, 2003 We investigate a class of abstract functional integro‐differential stochastic evolution equations in a real separable Hilbert space. Global existence results concerning mild and periodic solutions are formulated under various growth and compactness conditions.
David N. Keck, Mark A. McKibben
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Long-time behavior of a nonautonomous stochastic predator–prey model with jumps
Modern Stochastics: Theory and Applications, 2021 The existence and uniqueness of a global positive solution is proven for the system of stochastic differential equations describing a nonautonomous stochastic predator–prey model with a modified version of the Leslie–Gower term and Holling-type II ...
Olga Borysenko, Oleksandr Borysenko
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