Results 31 to 40 of about 12,854 (309)

Boundary Value Problems for Stochastic Differential Equations [PDF]

, 1968
A theory of two-point boundary value problems analogous to the theory of initial value problems for stochastic ordinary differential equations whose solutions form Markov processes is developed.
MacDowell, Thomas William
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Quasisymplectic integrators for stochastic differential equations [PDF]

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

A boundary integral formalism for stochastic ray tracing in billiards [PDF]

, 2014
Determining the flow of rays or non-interacting particles driven by a force or velocity field is fundamental to modelling many physical processes. These include particle flows arising in fluid mechanics and ray flows arising in the geometrical optics ...
David J. Chappell, Chappell, David, Chappell, DJ, Tanner, G, Gregor Tanner, Tanner, Gregor   +5 more
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The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications

, 2008
This paper deals with a class of backward stochastic differential equations with Poisson jumps and with random terminal times. We prove the existence and uniqueness result of adapted solution for such a BSDE under the assumption of non-Lipschitzian ...
Mao, X., , NSF of Guangdong Province (Funder), Mao, Xuerong, Yin, J., NSF of Guangdong Province (Funder), Yin, Juliang   +5 more
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Almost sure subexponential decay rates of scalar Ito-Volterra equations. [PDF]

, 2004
The paper studies the subexponential convergence of solutions of scalar Itˆo-Volterra equations. First, we consider linear equations with an instantaneous multiplicative noise term with intensity .
Appleby John A. D., Appleby, John A.D., John Appleby   +2 more
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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

Path integral solutions for n-dimensional stochastic differential equations under α-stable Lévy excitation

Theoretical and Applied Mechanics Letters, 2023
In this paper, the path integral solutions for a general n-dimensional stochastic differential equations (SDEs) with α-stable Lévy noise are derived and verified.
Wanrong Zan, Yong Xu, Jürgen Kurths
doaj   +1 more source

Spike Variations for Stochastic Volterra Integral Equations

SIAM Journal on Control and Optimization, 2023
41 ...
Tianxiao Wang, Jiongmin Yong
openaire   +3 more sources

Delay-dependent robust stability of stochastic delay systems with Markovian switching [PDF]

, 2009
In recent years, stability of hybrid stochastic delay systems, one of the important issues in the study of stochastic systems, has received considerable attention. However, the existing results do not deal with the structure of the diffusion but estimate
Mao, X., Huang, Lirong, Deng, Feiqi, Mao, Xuerong, Huang, L., Deng, F.   +5 more
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Regularity of backward stochastic volterra integral equations in Hilbert spaces

, 2010
This article investigates backward stochastic Volterra integral equations in Hilbert spaces. The existence and uniqueness of their adapted solutions is reviewed. We establish the regularity of the adapted solutions to such equations by means of Malliavin
Anh, Vo, Wilfried Grecksch, Yong, Jiongmin, Anh, Vo V., Vo V. Anh, Grecksch, Wilfried, Jiongmin Yong   +6 more
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