Results 21 to 30 of about 34,146 (315)
H ? filtering for stochastic singular fuzzy systems with time-varying delay [PDF]
, 2014 This paper considers the H? filtering problem for stochastic singular fuzzy systems with timevarying delay. We assume that the state and measurement are corrupted by stochastic uncertain exogenous disturbance and that the system dynamic is modeled ...
Cai, Min +3 more
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Set-Valued Stochastic Equation with Set-Valued Square Integrable Martingale
ITM Web of Conferences, 2017 In this paper, we shall introduce the stochastic integral of a stochastic process with respect to set-valued square integrable martingale. Then we shall give the Aumann integral measurable theorem, and give the set-valued stochastic Lebesgue integral and
Li Jun-Gang, Zheng Shi-Qing
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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
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A boundary integral formalism for stochastic ray tracing in billiards [PDF]
, 2014 Determining the flow of rays or non-interacting particles driven by a force or velocity field is fundamental to modelling many physical processes. These include particle flows arising in fluid mechanics and ray flows arising in the geometrical optics ...
David J. Chappell +5 more
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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
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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
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On a Stochastic Integral Equation [PDF]
Proceedings of the Japan Academy, 1946 Not ...
openaire +3 more sources
Delay-dependent robust stability of stochastic delay systems with Markovian switching [PDF]
, 2009 In recent years, stability of hybrid stochastic delay systems, one of the important issues in the study of stochastic systems, has received considerable attention. However, the existing results do not deal with the structure of the diffusion but estimate
Mao, X. +5 more
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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
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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
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