Results 21 to 30 of about 329,029 (283)

Kajian Integral Lintasan Levy dalam Mekanika Kuantum Fraksional untuk Membentuk Persamaan Schrodinger Fraksional

Risenologi, 2020
The implementation of Lévy path integral generated by Lévy stochastic process on fractional Schrödinger equation has been investigated in the framework of fractional quantum mechanics.
Chandra Halim, M. Farchani Rosyid
doaj   +1 more source

On a Coupled System of Random and Stochastic Nonlinear Differential Equations with Coupled Nonlocal Random and Stochastic Nonlinear Integral Conditions

Mathematics, 2021
It is well known that Stochastic equations had many useful applications in describing numerous events and problems of real world, and the nonlocal integral condition is important in physics, finance and engineering.
Ahmed M. A. El-Sayed, Hoda A. Fouad
doaj   +1 more source

Stochastic Integrals: A Combinatorial Approach [PDF]

The Annals of Probability, 1997
A unified combinatorial definition of multiple stochastic integrals is given in the setting of random measures. The notion of stochastic sequence of binomial type is introduced as a generalization of special polynomial sequences appearing commonly in stochastic integration including Hermite, Poisson-Charlier and Kravchuk polynomials.
Rota, Gian-Carlo, Wallstrom, Timothy C.
openaire   +3 more sources

Stochastic Lie Group Integrators [PDF]

SIAM Journal on Scientific Computing, 2008
We present Lie group integrators for nonlinear stochastic differential equations with non-commutative vector fields whose solution evolves on a smooth finite dimensional manifold. Given a Lie group action that generates transport along the manifold, we pull back the stochastic flow on the manifold to the Lie group via the action, and subsequently pull ...
Simon J. A. Malham, Anke Wiese
openaire   +2 more sources

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

A linear theory for control of non-linear stochastic systems [PDF]

, 2005
We address the role of noise and the issue of efficient computation in stochastic optimal control problems. We consider a class of non-linear control problems that can be formulated as a path integral and where the noise plays the role of temperature ...
H. Kleinert, Hilbert J. Kappen, J. Yong, L. Pontryagin, R. Bellman, R. Stengel, S. Russell   +6 more
core   +2 more sources

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

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

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 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