Results 31 to 40 of about 10,390 (168)

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
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
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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
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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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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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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
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On construction of a field of forces along given trajectories in the presence of random perturbations

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, G.K. Vassilina, G.A. Tuzelbaeva   +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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Quasisymplectic integrators for stochastic differential equations [PDF]

Physical Review E, 2004
7 pages, revtex, 6 eps ...
openaire   +4 more sources

Random Dynamics of the Stochastic Boussinesq Equations Driven by Lévy Noises

Abstract and Applied Analysis, 2013
This paper is devoted to the investigation of random dynamics of the stochastic Boussinesq equations driven by Lévy noise. Some fundamental properties of a subordinator Lévy process and the stochastic integral with respect to a Lévy process are discussed,
Jianhua Huang, Yuhong Li, Jinqiao Duan
doaj   +1 more source