Results 31 to 40 of about 21,651 (169)
Backward doubly stochastic differential equations with weak assumptions on the coefficients
, 2011 In this paper, we deal with one dimensional backward doubly stochastic differential equations (BDSDEs) where the coefficient is left Lipschitz in y (may be discontinuous) and uniformly continuous in z.
Bahlali +15 more
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Evolution Equations and Control Theory, 2022 <p style='text-indent:20px;'>In this work we study the long time behavior of nonlinear stochastic functional-differential equations of neutral type in Hilbert spaces with non-Lipschitz nonlinearities. We establish the existence of invariant measures in the shift spaces for such equations.
Stanzhytsky, Andriy +2 more
openaire +4 more sources
Invariant Measure and Universality of the 2D Yang–Mills Langevin Dynamic
Communications on Pure and Applied Mathematics, EarlyView.ABSTRACT We prove that the Yang–Mills (YM) measure for the trivial principal bundle over the two‐dimensional torus, with any connected, compact structure group, is invariant for the associated renormalised Langevin dynamic. Our argument relies on a combination of regularity structures, lattice gauge‐fixing and Bourgain's method for invariant measures ...
Ilya Chevyrev, Hao Shen
wiley +1 more source
A Class of Backward Doubly Stochastic Differential Equations with Discontinuous Coefficients [PDF]
, 2010 In this work the existence of solutions of one-dimensional backward dou- bly stochastic differential equations (BDSDEs in short) where the coefficient is left-Lipschitz in y (may be discontinuous) and Lipschitz in z is studied.
Shi, Yufeng, Zhu, Qingfeng
core
Mathematical Methods in the Applied Sciences, EarlyView.The goal of this work is to look at how a nonlinear model describes hematopoiesis and its complexities utilizing commonly used techniques with historical and material links. Based on time delay, the Mackey–Glass model is explored in two instances. To offer a range, the relevance of the parameter impacting stability (bifurcation) is recorded.
Shuai Zhang +5 more
wiley +1 more source
On a high-dimensional nonlinear stochastic partial differential equation [PDF]
, 2011 In this paper we investigate a nonlinear stochastic partial differential equation (spde in short) perturbed by a space-correlated Gaussian noise in arbitrary dimension $d\geq1$, with a non-Lipschitz coefficient noisy term.
Boulanba, Lahcen, Mellouk, Mohamed
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, 2012 On the one hand, the explicit Euler scheme fails to converge strongly to the exact solution of a stochastic differential equation (SDE) with a superlinearly growing and globally one-sided Lipschitz continuous drift coefficient.
Hutzenthaler, Martin +2 more
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Stochastic invariance of closed sets with non-Lipschitz coefficients
Stochastic Processes and their Applications, 2019 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Eduardo Abi Jaber +2 more
openaire +2 more sources
Mathematical Methods in the Applied Sciences, EarlyView.ABSTRACT We investigate some chemostat models incorporating wall growth, competition, random fluctuations on the dilution rate, and different consumption functions (Monod and Haldane). We analyze the asymptotic behavior of the solutions of the corresponding random differential systems to establish conditions on the model parameters under which the ...
Javier López‐de‐la‐Cruz +2 more
wiley +1 more source
Confidence Lipschitz classifiers: an instrument of guaranteed reliability
Научно-технический вестник информационных технологий, механики и оптикиA new method of guaranteed solution for multiclass classification problem of stochastic objects is proposed. Within the framework of the proposed approach, the classification result is a finite set of class indices which with a predetermined confidence ...
A. V. Timofeev
doaj +1 more source