Results 61 to 70 of about 199,250 (207)

Optimal Portfolio Selection of Mean-Variance Utility with Stochastic Interest Rate

Journal of Function Spaces, 2020
In order to tackle the problem of how investors in financial markets allocate wealth to stochastic interest rate governed by a nested stochastic differential equations (SDEs), this paper employs the Nash equilibrium theory of the subgame perfect ...
Shuang Li, Shican Liu, Yanli Zhou, Yonghong Wu, Xiangyu Ge   +4 more
doaj   +1 more source

Stubbornness as Control in Professional Soccer Games: A BPPSDE Approach

Mathematics
This paper defines stubbornness as an optimal feedback Nash equilibrium within a dynamic setting. Stubbornness is treated as a player-specific parameter, with the team’s coach initially selecting players based on their stubbornness and making ...
Paramahansa Pramanik
doaj   +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

Stochastic solutions and singular partial differential equations

Communications in Nonlinear Science and Numerical Simulation, 2023
The technique of stochastic solutions, previously used for deterministic equations, is here proposed as a solution method for partial differential equations driven by distribution-valued noises.
openaire   +3 more sources

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

Existence of $S^2$-almost periodic solutions to a class of nonautonomous stochastic evolution equations

Electronic Journal of Qualitative Theory of Differential Equations, 2008
The paper studies the notion of Stepanov almost periodicity (or $S^2$-almost periodicity) for stochastic processes, which is weaker than the notion of quadratic-mean almost periodicity.
P. Bezandry, Toka Diagana
doaj   +1 more source

Quasilinear parabolic stochastic partial differential equations: Existence, uniqueness

Stochastic Processes and their Applications, 2017
In this paper, we provide a direct approach to the existence and uniqueness of strong (in the probabilistic sense) and weak (in the PDE sense) solutions to quasilinear stochastic partial differential equations, which are neither monotone nor locally monotone.
Hofmanová, Martina, Zhang, Tusheng
openaire   +2 more sources

Spatio-temporal hierarchical Bayesian analysis of wildfires with Stochastic Partial Differential Equations. A case study from Valencian Community (Spain). [PDF]

J Appl Stat, 2020
Verdoy PJ.
europepmc   +1 more source

Cloud regimes as phase transitions

Geophysical Research Letters, 2016
Clouds are repeatedly identified as a leading source of uncertainty in future climate predictions. Of particular importance are stratocumulus clouds, which can appear as either (i) closed cells that reflect solar radiation back to space or (ii) open ...
Samuel N. Stechmann, Scott Hottovy
doaj   +1 more source

Quadratic BSDEs with Singular Generators and Unbounded Terminal Conditions: Theory and Applications

Mathematics
We investigate a class of quadratic backward stochastic differential equations (BSDEs) with generators that are singular in y. First, we establish the existence of solutions and a comparison theorem, thereby extending the existing results in the ...
Wenbo Wang, Guangyan Jia
doaj   +1 more source