Results 131 to 140 of about 199,250 (207)

Stochastic partial differential equations and stochastic controls

Stochastic partial differential equations and stochastic controls
openaire  

Some of the next articles are maybe not open access.

Related searches:

Stochastic partial differential equations

Computer Vision, 2014
Second order stochastic partial differential equations are discussed from a rough path point of view. In the linear and finite-dimensional noise case we follow a Feynman–Kac approach which makes good use of concentration of measure results, as those obtained in Sect. 11.2.
Peter K. Friz, Martin Hairer
semanticscholar   +5 more sources

Stochastic Partial Differential Equations

SpringerBriefs in Mathematics, 2021
É. Pardoux
semanticscholar   +4 more sources

MULTIVALUED STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS VIA BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONS

Stochastics and Dynamics, 2008
In this paper, we establish by means of Yosida approximation, the existence and uniqueness of the solution of a backward doubly stochastic differential equation whose coefficient contains the subdifferential of a convex function. We will use this result to prove the existence of stochastic viscosity solution for some multivalued parabolic stochastic ...
Boufoussi, B., Mrhardy, N.
openaire   +2 more sources

Asymptotic behavior of multiscale stochastic partial differential equations with Hölder coefficients

Journal of Functional Analysis, 2020
In this paper, we study the asymptotic behavior of a semi-linear slow-fast stochastic partial differential equation with singular coefficients. Using the Poisson equation in Hilbert space, we first establish the strong convergence in the averaging ...
M. Rockner, Longjie Xie, Li Yang
semanticscholar   +1 more source

Neutral fractional stochastic partial differential equations with Clarke subdifferential

Applicable Analysis, 2020
By using fractional calculus, stochastic analysis theory and fixed point theorems, sufficient conditions for approximate controllability of nonlocal Sobolev-type neutral fractional stochastic differential equations with fractional Brownian motion and ...
H. Ahmed, H. El-Owaidy, M. A. Al-Nahhas
semanticscholar   +1 more source

Stochastic Partial Differential Equations

2017
Sergey V. Lototsky, Boris L. Rozovsky
openaire   +2 more sources

ON STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS

Mathematics of the USSR-Sbornik, 1975
In this paper we consider the Cauchy problem for second-order stochastic partial differential equations of parabolic type. We study linear and nonlinear equations for filtering Markov diffusion processes. Theorems on the existence, uniqueness and smoothness of solutions are proved.Bibliography: 21 items.
openaire   +1 more source

Travelling Waves in Monostable and Bistable Stochastic Partial Differential Equations

Jahresbericht Der Deutschen Mathematiker-vereinigung, 2019
In this review, we provide a concise summary of several important mathematical results for stochastic travelling waves generated by monostable and bistable reaction-diffusion stochastic partial differential equations (SPDEs).
C. Kuehn
semanticscholar   +1 more source