Results 31 to 40 of about 214,123 (281)
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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A Maximal Inequality for $p$th Power of Stochastic Convolution Integrals [PDF]
, 2015 An inequality for the $p$th power of the norm of a stochastic convolution integral in a Hilbert space is proved. The inequality is stronger than analogues inequalities in the Literature in the sense that it is pathwise and not in expectation.
Salavati, Erfan, Zangeneh, Bijan Z.
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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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On a Stochastic Integral Equation [PDF]
Proceedings of the Japan Academy, 1946 Not ...
openaire +3 more sources
Quasisymplectic integrators for stochastic differential equations [PDF]
Physical Review E, 2004 7 pages, revtex, 6 eps ...
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, 2010 It is shown that under a certain condition on a semimartingale and a time-change, any stochastic integral driven by the time-changed semimartingale is a time-changed stochastic integral driven by the original semimartingale.
B. Øksendal +17 more
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Anticipative backward stochastic differential equations driven by fractional Brownian motion
, 2016 We study the anticipative backward stochastic differential equations (BSDEs, for short) driven by fractional Brownian motion with Hurst parameter H greater than 1/2.
Shi, Yufeng, Wen, Jiaqiang
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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
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Stratonovich-type integral with respect to a general stochastic measure
, 2016 Let $\mu$ be a general stochastic measure, where we assume for $\mu$ only $\sigma$-additivity in probability and continuity of paths. We prove that the symmetric integral $\int_{[0,T]}f(\mu_t, t)\circ\,{\rm d}\mu_t$ is well defined.
Radchenko, Vadym
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Advanced Engineering Materials, EarlyView.Predicting extreme defects in additive manufacturing remains a key challenge limiting its structural reliability. This study proposes a statistical framework that integrates Extreme Value Theory with advanced process indicators to explore defect–process relationships and improve the estimation of critical defect sizes. The approach provides a basis for
Muhammad Muteeb Butt +8 more
wiley +1 more source