Results 71 to 80 of about 184,298 (338)
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
core +2 more sources
A duality approach for the weak approximation of stochastic differential equations
, 2006 In this article we develop a new methodology to prove weak approximation results for general stochastic differential equations. Instead of using a partial differential equation approach as is usually done for diffusions, the approach considered here uses
Clément, Emmanuelle +2 more
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Structurally Colored Physically Unclonable Functions with Ultra‐Rich and Stable Encoding Capacity
Advanced Functional Materials, Volume 35, Issue 12, March 18, 2025.This study reports a design strategy for generating bright‐field resolvable physically unclonable functions with extremely rich encoding capacity coupled with outstanding thermal and chemical stability. The optical response emerges from thickness‐dependent structural color formation in ZnO features, which are fabricated by physical vapor deposition ...
Abidin Esidir +8 more
wiley +1 more source
Feynman-Kac theorem in Hilbert spaces
Electronic Journal of Differential Equations, 2014 In this article we study the relationship between solutions to Cauchy problems for the abstract stochastic differential equation $dX(t)=AX(t)dt + BdW(t)$ and solutions to Cauchy problems (backward and forward) for the infinite dimensional ...
Irina V. Melnikova +1 more
doaj
Abstract and Applied Analysis, 2013 We consider the stochastic optimal control problems under G-expectation. Based on the theory of backward stochastic differential equations driven by G-Brownian motion, which was introduced in Hu et al.
Zhonghao Zheng +2 more
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Hypercontractivity for functional stochastic partial differential equations
Electronic Journal of Probability, 2015 17 ...
Bao, Jianhai +2 more
openaire +6 more sources
Stochastic solutions and singular partial differential equations
Communications in Nonlinear Science and Numerical Simulation, 2023 The technique of stochastic solutions, previously used for deterministic equations, is here proposed as a solution method for partial differential equations driven by distribution-valued noises.
openaire +2 more sources
Low‐Loss Far‐Infrared Surface Phonon Polaritons in Suspended SrTiO3 Nanomembranes
Advanced Functional Materials, EarlyView.The low‐loss, highly confined, and thickness‐tunable surface phonon polaritons are demonstrated in the far‐infrared regime within transferable freestanding SrTiO3 membranes, achieving high figures of merit comparable to the previous record values from the vdW materials.
Konnor Koons +8 more
wiley +1 more source
Effect of correlation on bond prices in short rate models of interest rates [PDF]
Mathematica Moravica, 2018 Short rate models of interest rates are formulated in terms of stochastic differential equations which describe the evoution of an instantaneous interest rate, called short rate.
Girová Zuzana, Stehíková Beáta
doaj
Infinite Horizon Optimal Control of Stochastic Delay Evolution Equations in Hilbert Spaces
Abstract and Applied Analysis, 2013 The aim of the present paper is to study an infinite horizon optimal control problem in which the controlled state dynamics is governed by a stochastic delay evolution equation in Hilbert spaces.
Xueping Zhu, Jianjun Zhou
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