Results 41 to 50 of about 10,390 (168)
Spike Variations for Stochastic Volterra Integral Equations
SIAM Journal on Control and Optimization, 2023 41 ...
Tianxiao Wang, Jiongmin Yong
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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
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Modified Block-Pulse Functions Scheme for Solve of Two-Dimensional Stochastic Integral Equations
Journal of Mathematical Sciences and Modelling, 2020 In this paper, two-dimensional modified block-pulse functions (2D-MBPFs) method is introduced for approximate solution of 2D-linear stochastic Volterra-Fredholm integral equations so the ordinary and stochastic operrational matrices of integration are ...
Mohsen Fallahpour, Morteza Khodabin
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Fuzzy stochastic differential equations driven by fractional Brownian motion
Advances in Difference Equations, 2021 In this paper, we consider fuzzy stochastic differential equations (FSDEs) driven by fractional Brownian motion (fBm). These equations can be applied in hybrid real-world systems, including randomness, fuzziness and long-range dependence.
Hossein Jafari +2 more
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Splitting Integrators for the Stochastic Landau--Lifshitz Equation [PDF]
SIAM Journal on Scientific Computing, 2016 Summary: In this article, we construct splitting integrators for a finite-dimensional version of the stochastic Landau-Lifshitz equation under the influence of global and local energy terms. The methods preserve the length of the magnetization spins exactly and reproduce the energy evolution of the equation.
M. Ableidinger, Evelyn Buckwar
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Exponential integrators for the stochastic Manakov equation
CoRR, 2020 This article presents and analyses an exponential integrator for the stochastic Manakov equation, a system arising in the study of pulse propagation in randomly birefringent optical fibers. We first prove that the strong order of the numerical approximation is $1/2$ if the nonlinear term in the system is globally Lipschitz-continuous. Then, we use this
Berg, André +2 more
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Cubature Method for Stochastic Volterra Integral Equations
SIAM Journal on Financial Mathematics, 2023 In this paper, we introduce the cubature formula for Stochastic Volterra Integral Equations. We first derive the stochastic Taylor expansion in this setting, by utilizing a functional Itô formula, and provide its tail estimates. We then introduce the cubature measure for such equations, and construct it explicitly in some special cases, including a ...
Qi Feng 0005, Jianfeng Zhang
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Stochastic dynamic equations on general time scales
Electronic Journal of Differential Equations, 2013 In this article, we construct stochastic integral and stochastic differential equations on general time scales. We call these equations stochastic dynamic equations.
Martin Bohner +2 more
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Numerical Solution of Nonlinear Backward Stochastic Volterra Integral Equations
Axioms, 2023 This work uses the collocation approximation method to solve a specific type of backward stochastic Volterra integral equations (BSVIEs). Using Newton’s method, BSVIEs can be solved using block pulse functions and the corresponding stochastic operational
Mahvish Samar +2 more
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پژوهشهای ریاضی, 2018 Introduction Many problems which appear in different sciences such as physics, engineering, biology, applied mathematics and different branches can be modeled by using deterministic integral equations.
Farshid Mirzaee, Nasrin Samadyar;
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