Results 51 to 60 of about 10,390 (168)

Triangular Function Method is Adopted to Solve Nonlinear Stochastic It o^–Volterra Integral Equations

Discrete Dynamics in Nature and Society
This article presents the numerical solutions of nonlinear stochastic It o^–Volterra integral equations by using the basis function method under the global Lipschitz condition.
Guo Jiang, Dan Chen, Fugang Liu
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Interconnection between Wick multiplication and integration on spaces of nonregular generalized functions in the Lévy white noise analysis

Karpatsʹkì Matematičnì Publìkacìï, 2019
We deal with spaces of nonregular generalized functions in the Lévy white noise analysis, which are constructed using Lytvynov's generalization of a chaotic representation property.
N.A. Kachanovsky, T.O. Kachanovska
doaj   +1 more source

Numerical Approximation of Higher-Order Solutions of the Quadratic Nonlinear Stochastic Oscillatory Equation Using WHEP Technique

Journal of Applied Mathematics, 2013
This paper introduces higher-order solutions of the stochastic nonlinear differential equations with the Wiener-Hermite expansion and perturbation (WHEP) technique.
Mohamed A. El-Beltagy, Amnah S. Al-Johani   +1 more
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Path Integral Methods for Stochastic Differential Equations [PDF]

The Journal of Mathematical Neuroscience, 2015
revised ...
Chow, Carson C., Buice, Michael A.
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Convergence solution for some Harmonic Stochastic Differential Equations with Application

Tikrit Journal of Pure Science, 2020
The purpose of this paper is to provide an introduction to the theory, computation, and application of stochastic differential equations and also we study the exact and approximate solution for some harmonic stochastic differential equations , by using ...
Abdulghafoor J. Salim, Waleed A. Saeed
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A Numerical Approach of Handling Fractional Stochastic Differential Equations

Axioms, 2023
This work proposes a new numerical approach for dealing with fractional stochastic differential equations. In particular, a novel three-point fractional formula for approximating the Riemann–Liouville integrator is established, and then it is applied to ...
Iqbal M. Batiha, Ahmad A. Abubaker, Iqbal H. Jebril, Suha B. Al-Shaikh, Khaled Matarneh   +4 more
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ON THE OPERATORS RELATED TO STOCHASTIC INTEGRAL EQUATIONS [PDF]

Demonstratio Mathematica, 1983
The purpose of this work is to consider the concept of a general stochastic equation and to investigate the problem of existence and uniqueness of its solution. Thus our aim is twofold. Firstly, we intend to study various types of operators which map the class of adapted, right continuous and possessing left limits processes into itself.
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Fractional Brownian Motion for a System of Fuzzy Fractional Stochastic Differential Equation

Journal of Mathematics, 2022
We study fractional Brownian motion– (FBM–) driven fuzzy stochastic fractional evolution equations. These equations can be used to model fuzziness, long-range dependence, and unpredictability in hybrid real-world systems.
Kinda Abuasbeh, Ramsha Shafqat
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A high order numerical method for Ito stochastic Volterra integral equations [PDF]

Mathematics and Modeling in Finance
The main purpose of this paper is to propose a high order numerical method based on the finite difference methods for solving nonlinear Itˆo stochastic Volterra integral equations (SVIEs) of the second kind. To develop the method, a fourth-order implicit
Sadegh Amiri, Yasin Behrouzi
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Global attracting set and exponential decay of second-order neutral stochastic functional differential equations driven by fBm

Advances in Difference Equations, 2017
In this paper, we are concerned with a class of second-order neutral stochastic functional differential equations driven by a fractional Brownian motion with Hurst parameter 1 / 2 < ħ < 1 $1 ...
Liping Xu, Zhi Li, Jiaowan Luo
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