Results 11 to 20 of about 12,854 (309)
Martingale Decomposition and Backward Stochastic Dynamic Equations on Time Scales
Journal of Mathematics, 2022 The paper aims to establish the related backward stochastic dynamic equations on time scales, BS ∇ Es for short, concerning to ∇-integral on time scales.
Guofeng Tang, Guangyan Jia
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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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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
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Stochastic integral equations for Walsh semimartingales [PDF]
Annales de l'Institut Henri Poincaré, Probabilités et Statistiques, 2018 39 ...
Ichiba, Tomoyuki +3 more
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Generalized stochastic integrals and equations [PDF]
Transactions of the American Mathematical Society, 1970 1. Introduction. In his fundamental memoir [7] K. Ito introduced an important class of stochastic differential equations which are now known as Ito equations. These equations are based on his definitions of stochastic integrals with respect to Brownian motion and random measures with independent values.
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On a Stochastic Integral Equation [PDF]
Proceedings of the Japan Academy, 1946 Not ...
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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
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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
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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
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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.
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