Results 21 to 30 of about 12,854 (309)
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
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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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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
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Electronic Journal of Qualitative Theory of Differential Equations, 2012 In this paper, we consider a class of impulsive stochastic Volterra-Levin equations. By establishing a new integral inequality, some sufficient conditions for the existence and global attractivity of periodic solution for impulsive stochastic Volterra ...
dingshi li, Daoyi Xu
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Generalized Fractional Calculus for Gompertz-Type Models
Mathematics, 2021 This paper focuses on the construction of deterministic and stochastic extensions of the Gompertz curve by means of generalized fractional derivatives induced by complete Bernstein functions.
Giacomo Ascione, Enrica Pirozzi
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SPDIEs and BSDEs Driven by Lévy Processes and Countable Brownian Motions
Journal of Function Spaces, 2016 The paper is devoted to solving a new class of backward stochastic differential equations driven by Lévy process and countable Brownian motions. We prove the existence and uniqueness of the solutions to the backward stochastic differential equations by ...
Pengju Duan
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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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Қарағанды университетінің хабаршысы. Математика сериясы, 2021 In this paper, a force field is constructed along a given integral manifold in the presence of random perturbing forces. In this case, two types of integral manifolds are considered separately: 1) trajectories that depend on generalized coordinates and ...
M.I. Tleubergenov +2 more
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The 𝒮-Transform of Sub-fBm and an Application to a Class of Linear Subfractional BSDEs
Advances in Mathematical Physics, 2013 Let SH be a subfractional Brownian motion with index ...
Zhi Wang, Litan Yan
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Stabilisation of hybrid stochastic differential equations by delay feedback control
, 2008 This paper is concerned with the exponential mean-square stabilisation of hybrid stochastic differential equations (also known as stochastic dierential equations with Markovian switching) by delay feedback controls.
Lam, James +10 more
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