Results 51 to 60 of about 139,779 (279)
Neutral Backward Stochastic Functional Differential Equations and Their Application [PDF]
, 2013 In this paper we are concerned with a new type of backward equations with anticipation which we call neutral backward stochastic functional differential equations. We obtain the existence and uniqueness and prove a comparison theorem.
Wei, Wenning
core
Mean-Field Stochastic Linear Quadratic Optimal Control Problems: Closed-Loop Solvability
, 2016 An optimal control problem is studied for a linear mean-field stochastic differential equation with a quadratic cost functional. The coefficients and the weighting matrices in the cost functional are all assumed to be deterministic.
Li, Xun, Sun, Jingrui, Yong, Jiongmin
core +1 more source
Stochastic Functional Differential Equation under Regime Switching [PDF]
Discrete Dynamics in Nature and Society, 2012 We discuss stochastic functional differential equation under regime switching dx(t) = f(xt, r(t), t)dt + q(r(t))x(t)dW1(t) + σ(r(t)) | x(t)|βx(t)dW2(t). We obtain unique global solution of this system without the linear growth condition; furthermore, we prove its asymptotic ultimate boundedness.
Ling Bai, Zhang Kai
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Slight Truncation Changes in Iron Oxide Nanocubes Strongly Affect Their Magnetic Properties
Advanced Functional Materials, EarlyView.Subtle variations in nanoparticle morphology can lead to significant changes in functional properties. An automated shape‐fitting method captures minor differences in corner truncation between iron oxide nanocubes of similar sizes synthesized under identical conditions, revealing pronounced disparities in their magnetic and hyperthermia behavior ...
Kingsley Poon +7 more
wiley +1 more source
Journal of Optimization, Differential Equations and Their Applications, 2021 In this paper, we study the questions of the existence of global weak solutions and local strong solutions of paired stochastic functional differential equations in a Hilbert space, one of which is an equation with an unbounded operator, and the other is
Andrey O. Stanzhytskyi
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Stochastic Functional Differential Equations and Sensitivity to Their Initial Path [PDF]
, 2018 We consider systems with memory represented by stochastic functional differential equations. Substantially, these are stochastic differential equations with coefficients depending on the past history of the process itself. Such coefficients are hence defined on a functional space.
Baños, David +3 more
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Advanced Functional Materials, EarlyView.In MOCVD MoS2 memristors, a current compliance‐regulated Ag filament mechanism is revealed. The filament ruptures spontaneously during volatile switching, while subsequent growth proceeds vertically through the MoS2 layers and then laterally along the van der Waals gaps during nonvolatile switching.
Yuan Fa +19 more
wiley +1 more source
Andrzej Lasota's selected results [PDF]
Opuscula Mathematica, 2008 In this article we recall Andrzej Lasota's selected results which either indicated new directions of research, or layed the foundations for new approaches, or solved interesting problems. The area of mathematical interests of Professor Andrzej Lasota was
Józef Myjak
doaj
European Journal of Mathematical Analysis, 2021 The objective of this paper is to investigate the existence and stability results of secondorder neutral stochastic functional differential equations (NSFDEs) in Hilbert space.
K. Ravikumar +2 more
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Asymptotic Behavior of Densities for Stochastic Functional Differential Equations [PDF]
International Journal of Stochastic Analysis, 2013 Consider stochastic functional differential equations depending on whole past histories in a finite time interval, which determine non-Markovian processes. Under the uniformly elliptic condition on the coefficients of the diffusion terms, the solution admits a smooth density with respect to the Lebesgue measure.
Kitagawa, Akihiro, Takeuchi, Atsushi
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