Results 21 to 30 of about 214,123 (281)

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 Mathematics
This 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, Abdulghafoor J. Salim   +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

Stochastic delay equations with non-negativity constraints driven by fractional Brownian motion [PDF]

, 2012
In this note we prove an existence and uniqueness result for the solution of multidimensional stochastic delay differential equations with normal reflection. The equations are driven by a fractional Brownian motion with Hurst parameter $H>1/2$.
Besalú, Mireia, Rovira, Carles
core   +3 more sources

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.
openaire   +2 more sources

Path Integral Methods for Stochastic Differential Equations [PDF]

The Journal of Mathematical Neuroscience, 2015
revised ...
Chow, Carson C., Buice, Michael A.
openaire   +4 more sources

Existence and global attractivity of periodic solution for impulsive stochastic Volterra-Levin equations

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
doaj   +1 more source

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
doaj   +1 more source

Numerical Solution of Nonlinear Stochastic Itô–Volterra Integral Equations Driven by Fractional Brownian Motion Using Block Pulse Functions

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
doaj   +1 more source