Results 1 to 10 of about 11,019 (146)
Stability of Stochastic Partial Differential Equations
Axioms, 2023 In this paper, we study the stability of the stochastic parabolic differential equation with dependent coefficients. We consider the stability of an abstract Cauchy problem for the solution of certain stochastic parabolic differential equations in a ...
Allaberen Ashyralyev, Ülker Okur
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Numerical solutions for a class stochastic partial differential equations [PDF]
Journal of Mahani Mathematical Research, 2023 The aim of this manuscript is to introduce and analyze a stochastic finite difference scheme for Ito stochastic partial differential equations. We also discuss the consistency, stability, and convergence for the stochastic finite difference scheme.
Mehdi Karami +4 more
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Random Perturbation of Invariant Manifolds for Non-Autonomous Dynamical Systems
Mathematics, 2022 Random invariant manifolds are geometric objects useful for understanding dynamics near the random fixed point under stochastic influences. Under the framework of a dynamical system, we compared perturbed random non-autonomous partial differential ...
Tao Jiang, Zhongkai Guo, Xingjie Yan
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The support of singular stochastic partial differential equations
Forum of Mathematics, Pi, 2022 We obtain a generalisation of the Stroock–Varadhan support theorem for a large class of systems of subcritical singular stochastic partial differential equations driven by a noise that is either white or approximately self-similar.
Martin Hairer, Philipp Schönbauer
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Risks, 2020 In insurance mathematics, optimal control problems over an infinite time horizon arise when computing risk measures. An example of such a risk measure is the expected discounted future dividend payments.
Stefan Kremsner +2 more
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Bounds for the Tail Distributions of Suprema of Sub-Gaussian Type Random Fields
Austrian Journal of Statistics, 2023 The paper presents bounds for the distributions of suprema for particular classes of ϕ-sub-Gaussian random fields. Results stated depend on representations of bounds for increments of the fields in different metrics. Several examples of applications are
Olha Hopkalo +2 more
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Second order elliptic partial differential equations driven by Lévy white noise
Modern Stochastics: Theory and Applications, 2021 This paper deals with linear stochastic partial differential equations with variable coefficients driven by Lévy white noise. First, an existence theorem for integral transforms of Lévy white noise is derived and the existence of generalized and mild ...
David Berger, Farid Mohamed
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A direct approach to linear-quadratic stochastic control [PDF]
Opuscula Mathematica, 2017 A direct approach is used to solve some linear-quadratic stochastic control problems for Brownian motion and other noise processes. This direct method does not require solving Hamilton-Jacobi-Bellman partial differential equations or backward stochastic ...
Tyrone E. Duncan, Bozenna Pasik-Duncan
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The Wick-type explicit solutions of the nonlinear stochastic Wick-type fractional Gardner equation
Results in Physics, 2021 In this article, we consider the nonlinear stochastic Wick-type fractional Gardner equation and the generalized fractional Gardner equation with coefficient variables.
Jin Hyuk Choi, Hyunsoo Kim
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Fuzzy-Stochastic Partial Differential Equations [PDF]
SIAM/ASA Journal on Uncertainty Quantification, 2019 31 ...
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