Discontinuous Quantum Stochastic Differential Equations and The Associated Kurzweil Equations

Solutions of nonlinear stochastic differential equations in series form can be put into convenient symmetrized forms which are easily calculable.. This paper investigates such forms

It is well-known that BSDEs provide a stochastic representation for solutions to semi-linear parabolic partial differential equations (PDEs), in what is sometimes called the

quired the linear growth condition or the bounded p th moment property of both exact and approximate solutions.. These conditions are somehow still too restrictive,

Sabanis , Numerical solutions of stochastic differential delay equations under local Lipschitz condition , Journal of computational and applied mathematics, 151 (2003), pp. Jankovic

The main aim of this paper is to establish the sufficient condition, in terms of multiple Lyapunov functions, for the asymptotic behaviours of solutions of stochastic differential

As application, we establish the existence and uniqueness of probabilistic solutions to some semilinear stochastic partial di¤erential equations (SPDEs) with a weak monotonicity

The method of Lyapunov functions for the analysis of qualitative behavior of SDEs provide some very powerful instruments in the study of stability properties for concrete

Using a variant of the Euler–Maruyama scheme for stochastic functional dif- ferential equations with bounded memory driven by Brownian motion we show that only weak one-sided