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On a Stochastic Integral Equation [PDF]
Proceedings of the Japan Academy, 1946 Not ...
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An Integral Equation Approach to the Irreversible Investment Problem with a Finite Horizon
Mathematics, 2020 This paper studies an irreversible investment problem under a finite horizon. The firm expands its production capacity in irreversible investments by purchasing capital to increase productivity.
Junkee Jeon, Geonwoo Kim
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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
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Studying Some Stochastic Differential Equations with trigonometric terms with Application
Zanco Journal of Pure and Applied Sciences, 2022 In this paper we look at several (trigonometric) stochastic differential equations, we find the general form for such nonlinear stochastic differential equation by using the I'to formula.
Abdulghafoor Jasim Salim , Ali A. Asmael
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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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Fractal and Fractional, 2021 In this paper, we are concerned with the combinations of the stochastic Itô-differential and the arbitrary (fractional) orders derivatives in a neutral differential equation with a stochastic, nonlinear, nonlocal integral condition.
Ahmed M. A. El-Sayed, Hoda A. Fouad
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How to differentiate a quantum stochastic cocycle. [PDF]
, 2010 Two new approaches to the infinitesimal characterisation of quantum stochastic cocycles are reviewed. The first concerns mapping cocycles on an operator space and demonstrates the role of H\"older continuity; the second concerns contraction operator ...
Lindsay, J Martin +2 more
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Existence and uniqueness of solutions for fractional stochastic delay differential equations
Xi'an Gongcheng Daxue xuebao, 2021 The existence and uniqueness of solutions for a class fractional stochastic delay differential equations dx(t)=b(x(t), x(t-τ), t)dt+σ1(x(t), x(t-τ), t)dB(t)+σ2(x(t), x(t-τ), t)(dt)α of order α∈(0, 1) were studied.
Miaomiao WANG, Xiaoli DING, Jiamin LI
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Stochastic response of fractional-order van der Pol oscillator
Theoretical and Applied Mechanics Letters, 2014 We studied the response of fractional-order van de Pol oscillator to Gaussian white noise excitation in this letter. An equivalent integral-order nonlinear stochastic system is obtained to replace the given system based on the principle of minimum mean ...
Lincong Chen, Weiqiu Zhu
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Asymptotic stochastic characterization of phase and amplitude noise in free-running oscillators [PDF]
, 2011 Starting from the definition of the stochastic differential equation for amplitude and phase fluctuations of an oscillator described by an ordinary differential equation, we study the associated Fokker–Planck equation by using tools from stochastic ...
Bonani, Fabrizio +3 more
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