Results 41 to 50 of about 330,073 (232)

Coherent-state path integral versus coarse-grained effective stochastic equation of motion: From reaction diffusion to stochastic sandpiles

, 2016
We derive and study two different formalisms used for non-equilibrium processes: The coherent-state path integral, and an effective, coarse-grained stochastic equation of motion. We first study the coherent-state path integral and the corresponding field
Wiese, Kay Jörg
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Stochastic dynamic equations on general time scales

Electronic Journal of Differential Equations, 2013
In this article, we construct stochastic integral and stochastic differential equations on general time scales. We call these equations stochastic dynamic equations.
Martin Bohner, Olexandr M. Stanzhytskyi, Anastasiia O. Bratochkina   +2 more
doaj  

On operators of stochastic differentiation on spaces of regular test and generalized functions of Lévy white noise analysis

Karpatsʹkì Matematičnì Publìkacìï, 2014
The operators of stochastic differentiation, which are closely related with the extended Skorohod stochastic integral and with the Hida stochastic derivative, play an important role in the classical (Gaussian) white noise analysis.
M.M. Dyriv, N.A. Kachanovsky
doaj   +1 more source

New stochastic fractional integral and related inequalities of Jensen–Mercer and Hermite–Hadamard–Mercer type for convex stochastic processes

Journal of Inequalities and Applications, 2023
In this investigation, we unfold the Jensen–Mercer ( J − M $\mathtt{J-M}$ ) inequality for convex stochastic processes via a new fractional integral operator.
Fahd Jarad, Soubhagya Kumar Sahoo, Kottakkaran Sooppy Nisar, Savin Treanţă, Homan Emadifar, Thongchai Botmart   +5 more
doaj   +1 more source

Singular stochastic integral operators

, 2020
In this paper we introduce Calder\'on-Zygmund theory for singular stochastic integrals with operator-valued kernel. In particular, we prove $L^p$-extrapolation results under a H\"ormander condition on the kernel.
Lorist, Emiel, Veraar, Mark
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Numerical solution of nonlinear stochastic Itô–Volterra integral equations based on Haar wavelets

Advances in Difference Equations, 2019
In this paper, an efficient numerical method is presented for solving nonlinear stochastic Itô–Volterra integral equations based on Haar wavelets.
Jieheng Wu, Guo Jiang, Xiaoyan Sang
doaj   +1 more source

Stochastic Calculus for a Time-changed Semimartingale and the Associated Stochastic Differential Equations

, 2010
It is shown that under a certain condition on a semimartingale and a time-change, any stochastic integral driven by the time-changed semimartingale is a time-changed stochastic integral driven by the original semimartingale.
B. Øksendal, D. Applebaum, D. Revuz, I. Karatzas, J. Jacod, J. Jacod, J. Kallsen, J.M. Steele, K.-I. Sato, Kei Kobayashi, L. Bondesson, M.G. Hahn, M.M. Meerschaert, M.M. Meerschaert, M.M. Meerschaert, P. Protter, R. Gorenflo, T.C. Gard   +17 more
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Controllability of nonlinear stochastic neutral fractional dynamical systems

Nonlinear Analysis, 2017
In this paper, we obtain an equivalent nonlinear integral equation to the stochastic neutral fractional system with bounded operator. Using the integral equation, the sufficient conditions for ensuring the complete controllability of the stochastic ...
Mabel Lizzy Rajendran, Krishnan Balachandran, Juan J. Trujillo   +2 more
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Quantum Hermite-Hadamard type integral inequalities for convex stochastic processes

AIMS Mathematics, 2021
In this paper, we introduce the notions of q-mean square integral for stochastic processes and co-ordinated stochastic processes. Furthermore, we establish some new quantum Hermite-Hadamard type inequalities for convex stochastic processes and co ...
Thanin Sitthiwirattham, Muhammad Aamir Ali, Hüseyin Budak , Saowaluck Chasreechai   +3 more
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Linear quantum state diffusion for non-Markovian open quantum systems

, 1996
We demonstrate the relevance of complex Gaussian stochastic processes to the stochastic state vector description of non-Markovian open quantum systems. These processes express the general Feynman-Vernon path integral propagator for open quantum systems ...
Caldeira, Carmichael, Diósi, Diósi, Feynman, Feynman, Gisin, Gisin, Gisin, Gisin, Grabert, Kleinert, Strunz, Walter T. Strunz, Weiss   +14 more
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