Results 31 to 40 of about 175,748 (328)

Using generalized stochastic method to evaluate probability of conflict in controlled air traffic

Aviation, 2007
The introduction of the new concepts of air traffic management (ATM) and transition from centralized to decentralized air traffic control (ATC) with the change of traditional ATM to Cooperative ATM sets new tasks and opens new capabilities for air ...
Vitaly Babak, Volodymyr Kharchenko, Volodymyr Vasylyev   +2 more
doaj   +1 more source

On existence and stabilization of the strong solution of the autonomous stochastic partial differential Ito-Skorokhod equation with random parameters

Sistemnì Doslìdženâ ta Informacìjnì Tehnologìï, 2018
This paper considers the asymptotic behavior of the strong solution of the linear partial stochastic differential Ito–Skorokhod equation in the corresponding space with random parameters.
Volodymyr K. Yasynskyy, Igor V. Yurchenko   +1 more
doaj   +1 more source

Dynamics of stochastic nonlocal partial differential equations

The European Physical Journal Plus, 2021
This paper is concerned with the asymptotic behavior of solutions to nonlocal stochastic partial differential equations with multiplicative and additive noise driven by a standard Brownian motion, respectively. First of all, the stochastic nonlocal differential equations are transformed into their associated conjugated random differential equations, we
Jiaohui Xu, Tomás Caraballo
openaire   +3 more sources

Penalization method for a nonlinear Neumann PDE via weak solutions of reflected SDEs

, 2013
In this paper we prove an approximation result for the viscosity solution of a system of semi-linear partial differential equations with continuous coefficients and nonlinear Neumann boundary condition. The approximation we use is based on a penalization
Bahlali, Khaled, Maticiuc, Lucian, Zalinescu, Adrian   +2 more
core   +3 more sources

A white noise approach to stochastic partial differential equations driven by the fractional Lévy noise

Advances in Difference Equations, 2018
In this paper, based on the white noise theory for d-parameter Lévy random fields given by (Holden et al. in Stochastic Partial Differential Equations: A modeling, white noise functional approach, 2010), we develop a white noise frame for anisotropic ...
Xuebin Lü, Wanyang Dai
doaj   +1 more source

Homogenization of nonlinear stochastic partial differential equations in a general ergodic environment [PDF]

, 2013
In this paper, we show that the concept of sigma-convergence associated to stochastic processes can tackle the homogenization of stochastic partial differential equations.
Bensoussan A., Bensoussan A., Besicovitch A.S., Bohr H., Bourbaki N., Dunford N., Jean Louis Woukeng, Lions J.L., Paul André Razafimandimby, Sango M., Zhikov V.V.   +10 more
core   +2 more sources

Pricing Arithmetic Asian Options under Hybrid Stochastic and Local Volatility

Journal of Applied Mathematics, 2014
Recently, hybrid stochastic and local volatility models have become an industry standard for the pricing of derivatives and other problems in finance. In this study, we use a multiscale stochastic volatility model incorporated by the constant elasticity ...
Min-Ku Lee, Jeong-Hoon Kim, Kyu-Hwan Jang   +2 more
doaj   +1 more source

Fuzzy-Stochastic Partial Differential Equations [PDF]

SIAM/ASA Journal on Uncertainty Quantification, 2019
31 ...
openaire   +3 more sources

Backward doubly stochastic differential equations with jumps and stochastic partial differential-integral equations [PDF]

Chinese Annals of Mathematics, Series B, 2012
19 ...
Qingfeng Zhu, Qingfeng Zhu, Yufeng Shi, Yufeng Shi   +3 more
openaire   +3 more sources

Homogenized dynamics of stochastic partial differential equations with dynamical boundary conditions

, 2007
A microscopic heterogeneous system under random influence is considered. The randomness enters the system at physical boundary of small scale obstacles as well as at the interior of the physical medium.
A. Bensoussan, A. Cherkaev, A. Mikelić, A.K. Nandakumaran, A.K. Nandakumaran, B. Maslowski, B.L. Rozovskii, C. Timofte, D. Cioranescu, D. Cioranescu, D. Cioranescu, D. Cioranescu, D. Yang, E. Pardoux, G. Allaire, G. Allaire, G. Da Prato, G. Prato Da, G.D. Maso, H. Triebel, H. Watanabe, H.J. Kushner, I. Chueshov, J. Duan, J. Escher, J. Escher, J. Souza, J.L. Lions, J.P. Peixoto, Jinqiao Duan, K. Yosida, L.A. Caffarelli, M. Briane, M. Vanninathan, M.B. Taghite, M.L. Kleptsyna, N. Fusco, P.L. Lions, R. Vold, R.E. Langer, R.M. Dudley, S. Albeverio, S. Brahim-Otsmane, S. Wright, S.N. Antontsev, T. Hintermann, T.E. Duncan, V.A. Marchenko, V.V. Jikov, V.V. Zhikov, V.V. Zhikov, W. Wang, Wei Wang, X. Blanc, Z. Huang   +54 more
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