Results 61 to 70 of about 139,088 (279)

Abstract Functional Stochastic Evolution Equations Driven by Fractional Brownian Motion

open access: yesAbstract and Applied Analysis, 2014
We investigate a class of abstract functional stochastic evolution equations driven by a fractional Brownian motion in a real separable Hilbert space. Global existence results concerning mild solutions are formulated under various growth and compactness ...
Mark A. McKibben, Micah Webster
doaj   +1 more source

Global attracting set and exponential decay of second-order neutral stochastic functional differential equations driven by fBm

open access: yesAdvances in Difference Equations, 2017
In this paper, we are concerned with a class of second-order neutral stochastic functional differential equations driven by a fractional Brownian motion with Hurst parameter 1 / 2 < ħ < 1 $1 ...
Liping Xu, Zhi Li, Jiaowan Luo
doaj   +1 more source

Stochastic stability of solutions for a fourth-order stochastic differential equation with constant delay

open access: yesJournal of Inequalities and Applications, 2023
In this paper, we present sufficient conditions to ensure the stochastic asymptotic stability of the zero solution for a specific type of fourth-order stochastic differential equation (SDE) with constant delay.
Ayman M. Mahmoud   +2 more
doaj   +1 more source

Action Functionals for Stochastic Differential Equations with Lévy Noise

open access: yesCommunications on Stochastic Analysis, 2019
By using large deviation theory that deals with the decay of probabilities of rare events on an exponential scale, we study the longtime behaviors and establish action functionals for scaled Brownian motion and L vy processes with existing finite exponential moments.
Yuan, Shenglan, Duan, Jinqiao
openaire   +3 more sources

Accelerated Discovery of High Performance Ni3S4/Ni3Mo HER Catalysts via Bayesian Optimization

open access: yesAdvanced Functional Materials, EarlyView.
Integrated workflow accelerates the catalyst discovery of hydrogen evolution reaction via Bayesian optimization. An experiment‐trained surrogate model proposes synthesis conditions, guiding iterative refinement using electrochemical performance metrics.
Namuersaihan Namuersaihan   +9 more
wiley   +1 more source

Almost Automorphic Solutions to Nonautonomous Stochastic Functional Integrodifferential Equations

open access: yesAbstract and Applied Analysis, 2013
This paper concerns the square-mean almost automorphic solutions to a class of abstract semilinear nonautonomous functional integrodifferential stochastic evolution equations in real separable Hilbert spaces.
Li Xi-liang, Han Yu-liang
doaj   +1 more source

Prenucleation Species Dictate Foreign Ion Incorporation in the Biomineral Precursor Amorphous Calcium Carbonate

open access: yesAdvanced Functional Materials, EarlyView.
ACC forms via aggregating prenucleation clusters that gatekeep its chemical composition. Ion identity steers the path: Ba and Sr substitute Ca in clusters, thereby inhibiting nucleation, with a dose‐dependent switch of Sr to induction. Mg partitions into Mg‐rich and Mg‐poor clusters; the latter form ACC, expelling Mg.
Qianyu Zhao   +9 more
wiley   +1 more source

Stability Analysis of a Mathematical Model for Infection Diseases with Stochastic Perturbations

open access: yesMathematics
A well-known model of infectious diseases, described by a nonlinear system of delay differential equations, is investigated under the influence of stochastic perturbations.
Marina Bershadsky, Leonid Shaikhet
doaj   +1 more source

Maximum Principle for Optimal Control of Neutral Stochastic Functional Differential Systems [PDF]

open access: yes, 2013
In this paper, the optimal control problem of neutral stochastic functional differential equation (NSFDE) is discussed. A class of so-called neutral backward stochastic functional equations of Volterra type (VNBSFEs) are introduced as the adjoint ...
Wei, Wenning
core  

Joint distributions for stochastic functional differential equations [PDF]

open access: yesStochastics, 2016
Consider stochastic functional differential equations, whose coefficients depend on past histories. The solution determines a non-Markov process. In the present paper, we shall obtain the existence of smooth densities for joint distributions of solutions, under the uniformly elliptic condition on the diffusion coefficients, via the Malliavin calculus ...
openaire   +2 more sources

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