Results 11 to 20 of about 230,519 (312)
Fractional Itô–Doob Stochastic Differential Equations Driven by Countably Many Brownian Motions
Fractal and Fractional, 2023 This article is devoted to showing the existence and uniqueness (EU) of a solution with non-Lipschitz coefficients (NLC) of fractional Itô-Doob stochastic differential equations driven by countably many Brownian motions (FIDSDECBMs) of order ϰ∈(0,1) by ...
Abdellatif Ben Makhlouf +3 more
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Stochastic chaplygin systems [PDF]
Reports on Mathematical Physics, 2010 We mimic the stochastic Hamiltonian reduction of Lazaro-Cami and Ortega [17, 18] for the case of certain non-holonomic systems with symmetries. Using the non-holonomic connection it is shown that the drift of the stochastically perturbed $n$-dimensional Chaplygin ball is a certain gradient of the density of the preserved measure of the deterministic ...
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DEVELOPMENT OF MOMENT-SEMIINVARIANT SOFTWARE FOR STOCHASTIC ANALYSIS
Современные информационные технологии и IT-образование, 2019 The article describes the methodological foundations and the results of comparative testing of scientific software for stochastic analysis of multidimensional nonlinear stochastic systems (StS) described by stochastic differential equations, developed on
Tatyana D. Konashenkova
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Nonlinear Analysis, 2023 The existence of Hilfer fractional stochastic Volterra–Fredholm integro-differential inclusions via almost sectorial operators is the topic of our paper.
Sivajiganesan Sivasankar +2 more
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Mean-Square Stability of Uncertain Delayed Stochastic Systems Driven by G-Brownian Motion
Mathematics, 2023 This paper investigates the mean-square stability of uncertain time-delay stochastic systems driven by G-Brownian motion, which are commonly referred to as G-SDDEs.
Zhengqi Ma +3 more
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Axioms, 2023 This paper discusses the multi-player non-cooperative game of nonlinear stochastic time-varying systems described by Itô-type differential equations in a finite time interval.
Xiangyun Lin +4 more
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A Numerical Algorithm for Self-Learning Model Predictive Control in Servo Systems
Mathematics, 2022 Model predictive control (MPC) is one of the most effective methods of dealing with constrained control problems. Nevertheless, the uncertainty of the control system poses many problems in its performance optimization.
Hengzhan Yang +4 more
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An integral representation of the local time of the Brownian motion via the Clark–Ocone formula
Results in Applied MathematicsLet (LB(t,x),t≥0,x∈R) be the local time of (Bt,t≥0), the real-valued one-dimensional Brownian motion. In this paper, in case of g, a strictly increasing and bijective function, we propose some integral representations of Lg(B)(t,x), of the form: R(t,x ...
Allaoui Omar +2 more
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IEEE Access, 2020 Although discrete-event simulation has been widely used in various engineering fields, its efficiency remains an issue. Ranking and selection (R&S) procedures can solve this efficiency problem by allocating a limited simulation budget ...
Seon Han Choi, Changbeom Choi
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Mathematics, 2023 The article considers the problem of finding the optimal on average control of the trajectories of continuous stochastic systems with incomplete feedback.
Andrei Panteleev, Maria Karane
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