Results 221 to 230 of about 214,123 (281)
Interval-aware optimal control of PMSG-based wind energy conversion systems via piecewise Chebyshev inclusion. [PDF]
Razmjooy N.
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Survey on mathematical modeling of infectious disease dynamics: insights and applications. [PDF]
Eshtewy NA, Forootani A, Sisi ZA.
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Reinforcement learning-based optimal control for stochastic opinion dynamics. [PDF]
Chen Y, Gao H, Mazalov VV, Liu Y.
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Uncertainty propagation in financial models of photovoltaic systems. [PDF]
Wieland S, Gürsal U.
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WF-PINNs: solving forward and inverse problems of burgers equation with steep gradients using weak-form physics-informed neural networks. [PDF]
Wang X, Yi S, Gu H, Xu J, Xu W.
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A Stochastic Integral Equation
SIAM Journal on Applied Mathematics, 1970We investigate a stochastic integral equation of the form $x'(s) = y'(s) + \int_0^\alpha {K(s,t)dx(t)} $, where $y( s )$ is a process with orthogonal increments on the interval $T_\alpha = [0,\alpha ]$ and $K(s,t)$ is a continuous Fredholm or Volterra kernel on $T_\alpha \times T_\alpha $.
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1998
In this chapter we first present some random fixed point theorems for random operators. These results rely on classical continuation methods; in particular on the idea of an essential map. In section 11.3 our fixed point theory will then be applied to obtain a general existence principle for stochastic integral equations of Volterra type.
Donal O’Regan, Maria Meehan
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In this chapter we first present some random fixed point theorems for random operators. These results rely on classical continuation methods; in particular on the idea of an essential map. In section 11.3 our fixed point theory will then be applied to obtain a general existence principle for stochastic integral equations of Volterra type.
Donal O’Regan, Maria Meehan
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Numerical integration of stochastic differential equations
Journal of Statistical Physics, 1988zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Greiner, A. +2 more
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Stochastic product integration and stochastic equations
1987A standard method in deterministic product (or multiplicative) integration for integrating measures (or w.r.t measures) is to exploit Radon-Nikodym property. This technique does not extend to stochastic product integration w.r.t semimartingales. We introduce in this article a multiplicative operator functional (MOF) method to define stochastic product ...
L. Hazareesingh, D. Kannan
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