Results 1 to 10 of about 15,183 (310)
A singular stochastic integral equation [PDF]
Proceedings of the American Mathematical Society, 1982 This note is devoted to the discussion of the stochastic differential equation X d X + Y
Nualart, David, Sanz, Marta
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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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Construction of the differential equations system of the program motion in Lagrangian variables in the presence of random perturbations [PDF]
Қарағанды университетінің хабаршысы. Математика сериясы, 2022 The classification of inverse problems of dynamics in the class of ordinary differential equations is given in the Galiullin’s monograph. The problem studied in this paper belongs to the main inverse problem of dynamics, but already in the class
M.I. Tleubergenov +2 more
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Exponential integrators for stochastic Schrödinger equations [PDF]
Physical Review E, 2020 We present a class of exponential integrators to compute solutions of the stochastic Schrödinger equation arising from the modeling of open quantum systems. In order to be able to implement the methods within the same framework as the deterministic counterpart, we express the solution using the Kunita's representation. With appropriate truncations, the
Jingze Li, Xiantao Li
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Open Mathematics, 2022 The Picard iteration method is used to study the existence and uniqueness of solutions for the stochastic Volterra-Levin equation with variable delays. Several sufficient conditions are specified to ensure that the equation has a unique solution.
Jin Shoubo
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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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Risenologi, 2020 The implementation of Lévy path integral generated by Lévy stochastic process on fractional Schrödinger equation has been investigated in the framework of fractional quantum mechanics.
Chandra Halim, M. Farchani Rosyid
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Theoretical and Applied Mechanics Letters, 2023 In this paper, the path integral solutions for a general n-dimensional stochastic differential equations (SDEs) with α-stable Lévy noise are derived and verified.
Wanrong Zan, Yong Xu, Jürgen Kurths
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Optimized stochastic approach for integral equations [PDF]
Annals of Computer Science and Information Systems, 2021 An optimized Monte Carlo approach (OPTIMIZED MC) for a Fredholm integral equations of the second kind is presented and discussed in the present paper. Numerical examples and results are discussed and MC algorithms with various initial and transition probabilities are compared.
Venelin Todorov +3 more
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Closed-Loop Solvability of Stochastic Linear-Quadratic Optimal Control Problems with Poisson Jumps
Mathematics, 2022 The stochastic linear–quadratic optimal control problem with Poisson jumps is addressed in this paper. The coefficients in the state equation and the weighting matrices in the cost functional are all deterministic but are allowed to be indefinite.
Zixuan Li, Jingtao Shi
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