Results 41 to 50 of about 199,250 (207)
Backward doubly stochastic differential equations with jumps and stochastic partial differential-integral equations [PDF]
Chinese Annals of Mathematics, Series B, 2012 19 ...
Zhu, Qingfeng, Shi, Yufeng
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Local mild solutions for rough stochastic partial differential equations [PDF]
Journal of Differential Equations, 2018 We investigate mild solutions for stochastic evolution equations driven by a fractional Brownian motion (fBm) with Hurst parameter H in (1/3, 1/2] in infinite-dimensional Banach spaces.
R. Hesse, Alexandra Neamţu
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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 +3 more
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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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Method of lines for parabolic stochastic functional partial differential equations [PDF]
Opuscula Mathematica, 2014 We approximate parabolic stochastic functional differential equations substituting the derivatives in the space variable by finite differences. We prove the stability of the method of lines corresponding to a parabolic SPDE driven by Brownian motion.
Maria Ziemlańska
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Large deviations for locally monotone stochastic partial differential equations driven by Lévy noise [PDF]
Bernoulli, 2016 In this paper, we establish a large deviation principle for a type of stochastic partial differential equations (SPDEs) with locally monotone coefficients driven by L\'evy noise. The weak convergence method plays an important role.
J. Xiong, Jianliang Zhai
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Communications in Contemporary Mathematics, 2005 We explore Itô stochastic differential equations where the drift term possibly depends on the infinite past. Assuming the existence of a Lyapunov function, we prove the existence of a stationary solution assuming only minimal continuity of the coefficients.
Bakhtin, Y, Mattingly, JC
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Postprocessing for Stochastic Parabolic Partial Differential Equations [PDF]
SIAM Journal on Numerical Analysis, 2007 We investigate the strong approximation of stochastic parabolic partial differential equations with additive noise. We introduce postprocessing in the context of a standard Galerkin approximation, although other spatial discretizations are possible. In time, we follow [G. J. Lord and J. Rougemont, IMA J. Numer. Anal., 24 (2004), pp. 587-604] and use an
Shardlow, Tony, Lord, Gabriel
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Hörmander’s theorem for stochastic partial differential equations [PDF]
St. Petersburg Mathematical Journal, 2016 We prove H rmander's type hypoellipticity theorem for stochastic partial differential equations when the coefficients are only measurable with respect to the time variable. The need for such kind of results comes from filtering theory of partially observable diffusion processes, when even if the initial system is autonomous, the observation process ...
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Effective action for stochastic partial differential equations [PDF]
Physical Review E, 1999 Stochastic partial differential equations (SPDEs) are the basic tool for modeling systems where noise is important. In this paper we set up a functional integral formalism and demonstrate how to extract all the one-loop physics for an arbitrary SPDE subject to arbitrary Gaussian noise.
Hochberg, David +3 more
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