Results 21 to 30 of about 26,100 (268)

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

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
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On a Stochastic Integral Equation [PDF]

Proceedings of the Japan Academy, 1946
Not ...
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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

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

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
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Stochastic integrals for spde’s: A comparison

Expositiones Mathematicae, 2011
We present the Walsh theory of stochastic integrals with respect to martingale measures, alongside of the Da Prato and Zabczyk theory of stochastic integrals with respect to Hilbert-space-valued Wiener processes and some other approaches to stochastic integration, and we explore the links between these theories. We then show how each theory can be used
Dalang, Robert C., Quer-Sardanyons, Lluis   +1 more
openaire   +4 more sources

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
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On the generalized riemann integral and stochastic integral [PDF]

Journal of the Australian Mathematical Society, 1976
In Lee (submitted), the GW-integral (the generalized Riemann integral using Wiener measure) is defined. The object of this article is to define stochastic integral in the set up given in Lee (submitted). We also investigate the connection between the stochastic integral defined with the Legesgue counter part, the Paley-Wiener-Zygmund integral in Paley,
openaire   +2 more sources