Results 31 to 40 of about 2,215,169 (319)

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

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

Optimal Control Problems of Forward-Backward Stochastic Volterra Integral Equations with Closed Control Regions [PDF]

SIAM Journal of Control and Optimization, 2016
Optimal control problems of forward-backward stochastic Volterra integral equations (FBSVIEs, in short) with closed control regions are formulated and studied.
Tianxiao Wang, Haisen Zhang
semanticscholar   +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

Path integral methods for the dynamics of stochastic and disordered systems [PDF]

, 2016
We review some of the techniques used to study the dynamics of disordered systems subject to both quenched and fast (thermal) noise. Starting from the Martin–Siggia–Rose/Janssen–De Dominicis–Peliti path integral formalism for a single variable stochastic
J. Hertz, Y. Roudi, Peter Sollich
semanticscholar   +1 more source

Numerical solution based on hybrid of block-pulse and parabolic functions for solving a system of nonlinear stochastic Itô-Volterra integral equations of fractional order

Journal of Computational and Applied Mathematics, 2019
In this study, an effective numerical approach based on the hybrid of block-pulse and parabolic functions (PBPFs) is suggested to obtain an approximate solution of a system of nonlinear stochastic Ito–Volterra integral equations of fractional order.
Farshid Mirzaee, S. Alipour, Nasrin Samadyar   +2 more
semanticscholar   +1 more source