Results 11 to 20 of about 10,118 (268)
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
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 +3 more
doaj +1 more source
Stochastic integral equations for Walsh semimartingales [PDF]
Annales de l'Institut Henri Poincaré, Probabilités et Statistiques, 2018 39 ...
Ichiba, Tomoyuki +3 more
openaire +4 more sources
On the Construction of Some Fractional Stochastic Gompertz Models
Mathematics, 2020 The aim of this paper is the construction of stochastic versions for some fractional Gompertz curves. To do this, we first study a class of linear fractional-integral stochastic equations, proving existence and uniqueness of a Gaussian solution.
Giacomo Ascione, Enrica Pirozzi
doaj +1 more source
Set-valued and fuzzy stochastic integral equations driven by semimartingales under Osgood condition
Open Mathematics, 2015 We analyze the set-valued stochastic integral equations driven by continuous semimartingales and prove the existence and uniqueness of solutions to such equations in the framework of the hyperspace of nonempty, bounded, convex and closed subsets of the ...
Malinowski Marek T.
doaj +1 more source
Applicability of time conformable derivative to Wick-fractional-stochastic PDEs
Alexandria Engineering Journal, 2020 Fractional-stochastic quadratic-cubic nonlinear Schrödinger equation (QC-NLSE) describing propagation of solitons through optical fibers is analyzed. Hermite transforms, white noise analysis and an improved computational method are used to investigate ...
Zeliha Korpinar +5 more
doaj +1 more source
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
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
The Moments for Some Hyperbolic Stochastic Differential Equations [PDF]
Al-Rafidain Journal of Computer Sciences and MathematicsThis 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 +1 more
doaj +1 more source
Existence and Uniqueness of solutions for fractional neutral stochastic delay differential equations
Xi'an Gongcheng Daxue xuebao, 2022 Using the idea of step method, we discassed the existence and uniqueness of solutions of fractional neutral stochastic delay differential equations in the interval ［0,τ］,［τ,2τ］,…,［(n-1)τ,nτ］. Combining Picard iterative method and integral operator theory,
LI Jiamin, DING Xiaoli, WANG Miaomiao
doaj +1 more source