Results 121 to 130 of about 208,713 (299)

Symmetric solutions for a partial differential elliptic equation that\n arises in stochastic production planning with production constraints [PDF]

, 2018
Dragoş-Pǎtru Covei
openalex   +1 more source

Finite Difference Approximation for Linear Stochastic Partial Differential Equations with Method of Lines

A stochastic partial differential equation, or SPDE, describes the dynamics of a stochastic process defined on a space-time continuum. This paper provides a new method for solving SPDEs based on the method of lines (MOL).
McDonald, Stuart
core  

Stochastic modelling of viral infection spread via a Partial Integro-Differential Equation

Infectious Disease Modelling
In the present article we propose a Partial Integro-Differential Equation (PIDE) model to approximate a stochastic SIS compartmental model for viral infection spread.
Manuel Pájaro, Irene Otero-Muras, Carlos Vázquez   +2 more
doaj   +1 more source

Integral-Partial Differential Equations of Isaacs' Type Related to Stochastic Differential Games with Jumps [PDF]

, 2010
Rainer Buckdahn, Ying Hu, Juan Li
openalex   +1 more source

Small perturbations in a hyperbolic stochastic partial differential equation

, 1997
We study the existence and properties of the density for the law of the solution to a nonlinear hyperbolic stochastic partial differential equation, driven by a two-parameter white noise. We also analyze the asymptotic behavior of the density for the law
Márquez-Carreras, David, Sanz-Solé, Marta   +1 more
core   +1 more source

On a high-dimensional nonlinear stochastic partial differential equation

, 2011
18 pagesIn this paper we investigate a nonlinear stochastic partial differential equation (spde in short) perturbed by a space-correlated Gaussian noise in arbitrary dimension, with a non-Lipschitz coefficient noisy term.
Mellouk, Mohamed, Boulanba, Lahcen
core  

An explicit link between Gaussian fields and Gaussian Markov random fields: the stochastic partial differential equation approach

, 2011
F. Lindgren, H. Rue, J. Lindström
semanticscholar   +1 more source

A sharp $L_p$-regularity result for second-order stochastic partial differential equations with unbounded and fully degenerate leading coefficients [PDF]

, 2019
Ildoo Kim, Kyeong Hun Kim
openalex   +1 more source

On one-dimensional stochastic control problems: applications to investment models [PDF]

, 2008
The paper provides a systematic way for finding a partial differential equation that characterize directly the optimal control, in the framework of one?dimensional stochastic control problems of Mayer, with no constraints on the controls.
Rincón-Zapatero, Juan Pablo, Josa-Fombellida, Ricardo   +1 more
core  

Stochastic Maximum Principle for Optimal Control ofPartial Differential Equations Driven by White Noise

, 2017
International audienceWe prove a stochastic maximum principle ofPontryagin's type for the optimal control of a stochastic partial differential equationdriven by white noise in the case when the set of control actions is convex.
M. Fuhrman, Ying Hu, Fuhrman, Marco, Hu, Ying, Marco Fuhrman, Gianmario Tessitore, Tessitore, Gianmario   +6 more
core   +1 more source