Results 81 to 90 of about 351,513 (382)

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, Valentina S. Parfenenkova   +1 more
doaj  

Stochastic Optimization Theory of Backward Stochastic Differential Equations Driven by G-Brownian Motion

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, Xiuchun Bi, Shuguang Zhang   +2 more
doaj   +1 more source

On approximation for fractional stochastic partial differential equations on the sphere [PDF]

Stochastic environmental research and risk assessment (Print), 2017
This paper gives the exact solution in terms of the Karhunen–Loève expansion to a fractional stochastic partial differential equation on the unit sphere $${\mathbb {S}}^{2} \subset {\mathbb {R}}^{3}$$S2⊂R3 with fractional Brownian motion as driving noise
V. Anh, P. Broadbridge, A. Olenko, Yu Guang Wang   +3 more
semanticscholar   +1 more source

On the continuity of the probabilistic representation of a semilinear Neumann-Dirichlet problem

, 2015
In this article we prove the continuity of the deterministic function $u:[0,T]\times \mathcal{\bar{D}}\rightarrow \mathbb{R}$, defined by $u(t,x):=Y_{t}^{t,x}$, where the process $(Y_{s}^{t,x})_{s\in[t,T]}$ is given by the generalized multivalued ...
Maticiuc, Lucian, Răşcanu, Aurel
core   +1 more source

Complex Cryptographic and User‐Centric Physically Unclonable Functions Enabled by Strain‐Sensitive Nanocrystals via Selective Ligand Exchange

Advanced Functional Materials, EarlyView.
This study investigates electromechanical PUFs that improve on traditional electric PUFs. The electron transport materials are coated randomly through selective ligand exchange. It produces multiple keys and a key with motion dependent on percolation and strain, and approaches almost ideal inter‐ and intra‐hamming distances.
Seungshin Lim, Hanseok Seo, Taesung Park, Byung Ku Jung, Junhyeok Park, Young Kyun Choi, Dae Yang Oh, Soong Ju Oh   +7 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  

Convergence of finite element solutions of stochastic partial integro-differential equations driven by white noise [PDF]

Numerische Mathematik, 2017
Numerical approximation of a stochastic partial integro-differential equation driven by a space-time white noise is studied by truncating a series representation of the noise, with finite element method for spatial discretization and convolution ...
M. Gunzburger, Buyang Li, Jilu Wang
semanticscholar   +1 more source

Ion and Solvent Dynamics in Charged 2D Clay Nanoslits with Unprecedented Ångström‐Precise Slit Height Control

Advanced Functional Materials, EarlyView.
The slit height of fluorohectorite 2D‐nanochannels is tuned with Å‐precision (2.4–250 Å). Slit‐height‐dependent ion and water mobilities are quantified by applying EIS, PFG‐NMR, and SFG‐NMR with MD simulations guiding interpretation. Diffuse properties are investigated with CP‐AFM, MD, and PB.
Max Stevenson, Sandra Pappler, Leonie Kanzler, Aqsa Nisar, Jepsinraj Kakkuzhiyulla Parambath, Markus Rosenstihl, Flora Lebeda, Sebastian Weiß, Georg Papastavrou, Michael Vogel, Jürgen Senker, Josef Breu   +11 more
wiley   +1 more source

Stochastic Differential Games and a Unified Forward–Backward Coupled Stochastic Partial Differential Equation with Lévy Jumps

Mathematics
We establish a relationship between stochastic differential games (SDGs) and a unified forward–backward coupled stochastic partial differential equation (SPDE) with discontinuous Lévy Jumps. The SDGs have q players and are driven by a general-dimensional
Wanyang Dai
doaj   +1 more source

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
doaj   +1 more source