Results 71 to 80 of about 351,513 (382)
Discovering stochastic partial differential equations from limited data using variational Bayes inference [PDF]
, 2023 Yogesh Chandrakant Mathpati +3 more
openalex +1 more source
, 2012 We study a two-player zero-sum stochastic differential game with both players adopting impulse controls, on a finite time horizon. The Hamilton-Jacobi-Bellman-Isaacs (HJBI) partial differential equation of the game turns out to be a double-obstacle quasi-
Cosso, Andrea
core +1 more source
Engineering Hybrid Extracellular Vesicles for Functional mRNA Delivery
Advanced Functional Materials, EarlyView.This study optimizes two methods for the generation of extracellular vesicle (EV)‐mimetic‐Lipid Nanoparticle (LNP) (CELLNPs) and EV‐LNP (HEVs) hybrid nanoparticles for messenger (mRNA) delivery. The authors screen lipid compositions to maximize hybrid nanoparticle formation and analyze the resulting nanoparticles with single particle characterization ...
Ana Filipa Louro +6 more
wiley +1 more source
Abstract Functional Stochastic Evolution Equations Driven by Fractional Brownian Motion
Abstract and Applied Analysis, 2014 We investigate a class of abstract functional stochastic evolution equations driven by a fractional Brownian motion in a real separable Hilbert space. Global existence results concerning mild solutions are formulated under various growth and compactness ...
Mark A. McKibben, Micah Webster
doaj +1 more source
On Deterministic and Stochastic Multiple Pathogen Epidemic Models
Epidemiologia, 2021 In this paper, we consider a stochastic epidemic model with two pathogens. In order to analyze the coexistence of two pathogens, we compute numerically the expectation time until extinction (the mean persistence time), which satisfies a stationary ...
Fernando Vadillo
doaj +1 more source
On Multilevel Picard Numerical Approximations for High-Dimensional Nonlinear Parabolic Partial Differential Equations and High-Dimensional Nonlinear Backward Stochastic Differential Equations [PDF]
Journal of Scientific Computing, 2017 Parabolic partial differential equations (PDEs) and backward stochastic differential equations (BSDEs) are key ingredients in a number of models in physics and financial engineering.
Weinan E +3 more
semanticscholar +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
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
core +4 more sources
Ambit Processes and Stochastic Partial Differential Equations [PDF]
SSRN Electronic Journal, 2010 Ambit processes are general stochastic processes based on stochastic integrals with respect to Levy bases. Due to their flexible structure, they have great potential for providing realistic models for various applications such as in turbulence and finance.
Barndorff-Nielsen, Ole +2 more
openaire +2 more sources
Advanced Functional Materials, EarlyView.This work presents self‐propelled CRISPR/Cas9‐functionalized Au–MRs for rapid, amplification‐free, “on‐the‐fly” DNA detection. By harnessing motion‐assisted signal recovery, the platform achieved the limit of detection in low fM DNA concentrations, enabling detection across a wide dynamic range within only 5 min, which is significantly faster than any ...
Jyoti +3 more
wiley +1 more source