Results 61 to 70 of about 330,073 (232)

Γ-convergence and stochastic homogenization of degenerate integral functionals in weighted Sobolev spaces [PDF]

, 2022
Chiara D’Onofrio, Caterina Ida Zeppieri   +1 more
openalex   +1 more source

Stochastic Integration

, 1977
Differential equations have been used to model physical systems, but in many processes this has not been sufficient due to the presence of random occurrences in the system. One method of dealing with this problem is to model the system as a stochastic or random process. A stochastic process, x, is a function mapping the product of a probability space,
openaire   +3 more sources

The averaging principle for stochastic differential equations with Lévy noise involving conformable fractional derivative

AIMS Mathematics
In this paper, the averaging principle for conformable fractional stochastic differential equations with Lévy noise is investigated. Initially, the averaging principle for classical Itô-type conformable fractional stochastic differential equations is ...
Yuan Yuan, Guanli Xiao, Lulu Ren
doaj   +1 more source

Stochastic complex integrals in a two-dimensional flow

, 2021
Kouji Yamamuro
openalex   +1 more source

A class of stochastic Gronwall’s inequality and its application

Journal of Inequalities and Applications, 2018
This paper puts forward the basic form of stochastic Gronwall’s inequality and uses, respectively, the iterative method, the integral method and the martingale representation method to prove it.
Xin Wang, Shengjun Fan
doaj   +1 more source

Cylindrical Wiener processes

, 2008
In this work cylindrical Wiener processes on Banach spaces are defined by means of cylindrical stochastic processes, which are a well considered mathematical object.
Riedle, Markus
core  

Numerical Solution of Weakly Singular Ito-Volterra Integral Equations via Operational Matrix Method based on Euler Polynomials

پژوهش‌های ریاضی, 2018
Introduction Many problems which appear in different sciences such as physics, engineering, biology, applied mathematics and different branches can be modeled by using deterministic integral equations.
Farshid Mirzaee, Nasrin Samadyar;
doaj  

Stochastic integration for uncoupled continuous-time random walks [PDF]

Continuous-time random walks are pure-jump processes with several applications in physics, but also in insurance, finance and economics. Based on heuristic considerations, a definition is given for the stochastic integral driven by continuous-time random
Germano, Guido, Politi, Mauro, Scalas, Enrico, Schilling, René L.   +3 more
core   +1 more source

Master equations and the theory of stochastic path integrals [PDF]

, 2017
Markus Weber, Erwin Frey
openalex   +1 more source

Weak Solutions of Stochastic Differential Equations over the Field of p-Adic Numbers

, 2007
Study of stochastic differential equations on the field of p-adic numbers was initiated by the second author and has been developed by the first author, who proved several results for the p-adic case, similar to the theory of ordinary stochastic integral
Kaneko, Hiroshi, Kochubei, Anatoly N.
core