On existence of optimal solutions for stochastic differential equations and inclusions with current velocities

Applicable Analysis ◽

10.1080/00036811.2016.1253066 ◽

2016 ◽

Vol 96 (16) ◽

pp. 2917-2927

Author(s):

Yuri E. Gliklikh ◽

Alla V. Makarova ◽

Olga O. Zheltikova

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Optimal Solutions ◽

Existence Of Optimal Solutions ◽

Differential Equations And Inclusions

Download Full-text

PSEUDO ALMOST PERIODIC IN DISTRIBUTION SOLUTIONS AND OPTIMAL SOLUTIONS TO IMPULSIVE PARTIAL STOCHASTIC DIFFERENTIAL EQUATIONS WITH INFINITE DELAY

Journal of Applied Analysis & Computation ◽

10.11948/2018.1396 ◽

2018 ◽

Vol 8 (5) ◽

pp. 1396-1440

Author(s):

Zuomao Yan ◽

◽

Xiumei Jia

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Infinite Delay ◽

Optimal Solutions ◽

Almost Periodic ◽

Pseudo Almost Periodic

Download Full-text

Stochastic Differential Equations for Power Law Behaviors

10.21236/ada577839 ◽

2012 ◽

Author(s):

Bo Jiang ◽

Roger Brockett ◽

Weibo Gong ◽

Don Towsley

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Download Full-text

Constrained Stochastic Differential Equations Driven by Fractional Brownian Motions: Stationarity and Parameter Estimation Problems

10.21236/ada591767 ◽

2013 ◽

Author(s):

Chihoon Lee

Keyword(s):

Parameter Estimation ◽

Differential Equations ◽

Stochastic Differential Equations ◽

Brownian Motions ◽

Fractional Brownian Motions ◽

Estimation Problems

Download Full-text

Method of Iterated Integrals for Solution of Stochastic Integrals with Applications to Monte Carlo Simulation of Stochastic Differential Equations.

SSRN Electronic Journal ◽

10.2139/ssrn.3133959 ◽

2018 ◽

Author(s):

Ahsan Amin

Keyword(s):

Monte Carlo Simulation ◽

Monte Carlo ◽

Differential Equations ◽

Stochastic Differential Equations ◽

Stochastic Integrals ◽

Iterated Integrals

Download Full-text

Delay‐dependent stability of nonlinear hybrid neutral stochastic differential equations with multiple delays

International Journal of Robust and Nonlinear Control ◽

10.1002/rnc.5275 ◽

2020 ◽

Vol 31 (1) ◽

pp. 250-267 ◽

Author(s):

Ruili Song ◽

Bo Wang ◽

Quanxin Zhu

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Multiple Delays ◽

Delay Dependent ◽

Delay Dependent Stability ◽

Nonlinear Hybrid

Download Full-text

Numerical Approximations to the Stationary Solutions of Stochastic Differential Equations

SIAM Journal on Numerical Analysis ◽

10.1137/100797886 ◽

2011 ◽

Vol 49 (4) ◽

pp. 1397-1416 ◽

Author(s):

Andrei Yevik ◽

Huaizhong Zhao

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Stationary Solutions ◽

Numerical Approximations

Download Full-text

Strong Solution Existence for a Class of Degenerate Stochastic Differential Equations

IFAC-PapersOnLine ◽

10.1016/j.ifacol.2020.12.007 ◽

2020 ◽

Vol 53 (2) ◽

pp. 2220-2224

Author(s):

William M. McEneaney ◽

Hidehiro Kaise ◽

Peter M. Dower ◽

Ruobing Zhao

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Strong Solution ◽

Solution Existence

Download Full-text

Wong–Zakai approximations for quasilinear systems of Itô’s type stochastic differential equations

Stochastic Processes and their Applications ◽

10.1016/j.spa.2021.07.007 ◽

2021 ◽

Author(s):

Alberto Lanconelli ◽

Ramiro Scorolli

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Quasilinear Systems

Download Full-text

A note on the Euler–Maruyama scheme for 1-dimensional stochastic differential equations involving the local time of the unknown process

Journal of Interdisciplinary Mathematics ◽

10.1080/09720502.2021.1893474 ◽

2021 ◽

pp. 1-21

Author(s):

Mohamed Bourza ◽

Mohsine Benabdallah

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Download Full-text

Strong Solutions of Stochastic Differential Equations with Coefficients in Mixed-Norm Spaces

Potential Analysis ◽

10.1007/s11118-021-09913-4 ◽

2021 ◽

Author(s):

Chengcheng Ling ◽

Longjie Xie

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Strong Solutions ◽

Mixed Norm Spaces

Download Full-text