Results 31 to 40 of about 355,119 (383)

Representation of the Solution of Goursat Problem for Second Order Linear Stochastic Hyperbolic Differential Equations

Известия Иркутского государственного университета: Серия "Математика", 2021
The article considers second-order system of linear stochastic partial differential equations of hyperbolic type with Goursat boundary conditions. Earlier, in a number of papers, representations of the solution Goursat problem for linear stochastic ...
K.B. Mansimov, R.O. Mastaliyev
doaj   +1 more source

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

Hölder estimates of mild solutions for nonlocal SPDEs

Advances in Difference Equations, 2019
We consider nonlocal PDEs driven by additive white noises on Rd ${\mathbb{R}}^{d}$. For Lq $L^{q}$ integrable coefficients, we derive the existence and uniqueness, as well as Hölder continuity, of mild solutions.
Rongrong Tian, Liang Ding, Jinlong Wei, Suyi Zheng   +3 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

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

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

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

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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On a Stochastic Partial Differential Equation with Non-local Diffusion [PDF]

, 2005
In this paper, we prove existence, uniqueness and regularity for a class of stochastic partial differential equations with a fractional Laplacian driven by a space-time white noise in dimension one.
P. Azérad, M. Mellouk
semanticscholar   +1 more source

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

Chinese Annals of Mathematics, Series B, 2012
19 ...
Zhu, Qingfeng, Shi, Yufeng
openaire   +2 more sources