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Dynamic Programming and a Verification Theorem for the Recursive Stochastic Control Problem of Jump-Diffusion Models With Random Coefficients

IEEE Transactions on Automatic Control, 2022
In this article, we consider the stochastic optimal control problem for (forward) stochastic differential equations (SDEs) with jump diffusions and random coefficients under a recursive-type objective functional captured by a backward SDE (BSDE).
Jun Moon, T. Başar
semanticscholar   +1 more source

Existence and local uniqueness for the Stokes-Nernst-Planck-drift-diffusion-Poisson system modeling nanopore and nanowire sensors

Communications in Mathematical Sciences, 2019
This work gives analytical results for a system of transport equations which is the underlying mathematical model for nanopore sensors and for all types of affinity-based nanowire sensors. This model consists of the Poisson equation for the electrostatic
L. Taghizadeh, C. Heitzinger
semanticscholar   +1 more source

On the fuzzy Poisson equation

Fuzzy Sets Syst., 2018
The fuzzy-valued vector function is defined and then divergence, Laplace, and gradient operators are defined for fuzzy-valued vector functions and fuzzy-valued functions. Moreover, a fuzzy Riemann line integral and its fundamental theorem are introduced.
R. G. Moghaddam, T. Allahviranloo
semanticscholar   +1 more source

ON THE SOLVABILITY OF SOME NONLOCAL PROBLEMS FOR THE POISSON EQUATION WITH INVOLUTION

Q.A.Iasaýı atyndaǵy Halyqaralyq qazaq-túrіk ýnıversıtetіnіń habarlary (fızıka, matematıka, ınformatıka serııasy)
In this paper, certain linear operators with argument transformations are defined within the class of smooth functions. These operators are introduced using matrices of involution-type mappings.
D. N. Altynbek   +2 more
semanticscholar   +1 more source

Solvability of one nonlocal Dirichlet problem for the Poisson equation

Novi Sad Journal of Mathematics, 2019
. In this paper the solvability of a new class of nonlocal boundary value problems for the Poisson equation is studied. These problems are a generalization of the classical Dirichlet boundary value problem.
B. Turmetov, V. Karachik
semanticscholar   +1 more source

On Controllability of an Implicit Stochastic Differential Equation With Rosenblatt Process and Non Instantaneous Impulses

Mathematical methods in the applied sciences
In this paper, we examine a class of implicit fractional stochastic differential equations that incorporate non‐instantaneous impulses and Poisson jumps, influenced by the Rosenblatt process, which captures long‐range dependence and memory effects. The
Majid Khan   +5 more
semanticscholar   +1 more source

Very weak solutions of Poisson’s equation with singular data under Neumann boundary conditions

Calculus of Variations and Partial Differential Equations, 2015
J. Merker, J. Rakotoson
semanticscholar   +2 more sources

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