Results 21 to 30 of about 330,073 (232)

Numerical Solution of Nonlinear Stochastic Itô–Volterra Integral Equations Driven by Fractional Brownian Motion Using Block Pulse Functions

Discrete Dynamics in Nature and Society, 2021
This paper presents a valid numerical method to solve nonlinear stochastic Itô–Volterra integral equations (SIVIEs) driven by fractional Brownian motion (FBM) with Hurst parameter H∈1/2,1.
Mengting Deng, Guo Jiang, Ting Ke
doaj   +1 more source

A note on Kurzweil-Henstock's anticipating non-stochastic integral [PDF]

Mathematica Bohemica
Motivated by the study of anticipating stochastic integrals using Kurzweil-Henstock approach, we use anticipating interval-point pairs (with the tag as the right-end point of the interval) in studying non-stochastic integral, which we call the Kurzweil ...
Yu Xin Ng, Tin Lam Toh
doaj   +1 more source

The Moments for Some Hyperbolic Stochastic Differential Equations [PDF]

Al-Rafidain Journal of Computer Sciences and Mathematics
This paper investigates moments for Ito's integral formula involving general form of hyperbolic stochastic functions, hyperbolic stochastic functions, which combine the deterministic structure of hyperbolic functions with stochastic elements such as ...
Noor Ramadan Mutter, Abdulghafoor J. Salim   +1 more
doaj   +1 more source

On a Coupled System of Stochastic It$\widehat{o}$-Differential and the Arbitrary (Fractional) Order Differential Equations with Nonlocal Random and Stochastic Integral Conditions

Mathematics, 2021
The fractional stochastic differential equations had many applications in interpreting many events and phenomena of life, and the nonlocal conditions describe numerous problems in physics and finance.
A. M. A. El-Sayed, Hoda A. Fouad
doaj   +1 more source

Stochastic Volterra integral equations with a parameter

Advances in Difference Equations, 2017
In this paper, we study the properties of continuity and differentiability of solutions to stochastic Volterra integral equations and backward stochastic Volterra integral equations depending on a parameter.
Yanqing Wang
doaj   +1 more source

On the Representation of the Goursat Boundary Problem Solution for the First Order Partial Derivatives Stochastic Hyperbolic Equations

Известия Иркутского государственного университета: Серия "Математика", 2023
We study the standard canonical form of a stochastic analog of a system of linear partial differential equations of first order hyperbolic type with Goursat boundary conditions.
K.B. Mansimov, R.O. Mastaliyev
doaj   +1 more source

Interconnection between Wick multiplication and integration on spaces of nonregular generalized functions in the Lévy white noise analysis

Karpatsʹkì Matematičnì Publìkacìï, 2019
We deal with spaces of nonregular generalized functions in the Lévy white noise analysis, which are constructed using Lytvynov's generalization of a chaotic representation property.
N.A. Kachanovsky, T.O. Kachanovska
doaj   +1 more source

Stability Issues for Selected Stochastic Evolutionary Problems: A Review

Axioms, 2018
We review some recent contributions of the authors regarding the numerical approximation of stochastic problems, mostly based on stochastic differential equations modeling random damped oscillators and stochastic Volterra integral equations.
Angelamaria Cardone, Dajana Conte, Raffaele D’Ambrosio, Beatrice Paternoster   +3 more
doaj   +1 more source

Transport equation driven by a stochastic measure

Modern Stochastics: Theory and Applications, 2023
The stochastic transport equation is considered where the randomness is given by a symmetric integral with respect to a stochastic measure. For a stochastic measure, only σ-additivity in probability and continuity of paths is assumed.
Vadym Radchenko
doaj   +1 more source

Nonlinear Young integrals via fractional calculus [PDF]

, 2015
For H\"older continuous functions $W(t,x)$ and $\varphi_t$, we define nonlinear integral $\int_a^b W(dt, \varphi_t)$ via fractional calculus. This nonlinear integral arises naturally in the Feynman-Kac formula for stochastic heat equations with random ...
D Feyel, LC Young, M Gubinelli, M Zähle, Y Hu, Y Hu, Y Hu   +6 more
core   +2 more sources