stochastic evolution
Existence and exponential stability of pseudo almost periodic solutions for impulsive nonautonomous partial stochastic evolution equations
... for stochastic processes, which generalizes in a natural fashion the concept of piecewise almost periodic and p-mean almost periodic stochastic ...impulsive stochastic evolution equation ...
37
Stochastic evolution equations in Banach spaces and applications to the Heath-Jarrow-Morton-Musiela equations : HJMM equations in weighted $L^p$ spaces
... It is now a widely accepted fact that mathematics has a lot of interesting appli- cations in finance. One of these applications appears to be the theory of stochastic evolution equations. The so-called HJMM ...
49
Stochastic evolution as a quasiclassical limit of a boundary value problem for Schrödinger equations
... the stochastic equations driven by a Wiener process can be obtained as the limits of linear equations driven by compound Poisson process (in Appendix, we show how it is done concretely for the case of quantum ...
35
Second order neutral impulsive stochastic evolution equations with infinite daelay
... second-order stochastic differential equa- tions are the right model in continuous time to account for integrated processes that can be made ...second-order stochastic differential ...second-order ...
13
Freidlin Wentzell’s Large Deviations for Stochastic Evolution Equations with Poisson Jumps
... For stochastic evolution equations without jumps, Ren and Zhang [9] and Liu [8] achieved the LDP on C ( [ ] 0, T ; H ) ∩ L q ( [ ] 0, T ; d t ) ( q ≥ 2 ) and C ( [ ] 0, T ; H ) ∩ L q ( [ ] 0, T ; d t ) ( q ...
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Almost Periodic Solutions for Impulsive Fractional Stochastic Evolution Equations
... of stochastic evolution equations have recently received a lot of attention (see [13, 17, 28] and the references ...for stochastic differential equations has been discussed in [5, 7, ...impulsive ...
16
Topological properties of solution sets of fractional stochastic evolution inclusions
... fractional stochastic evolution inclusions in Hilbert ...neutral stochastic inclusions and show that the solution set is nonempty compact and R δ -set, which means that the ...
20
Long term dynamics of stochastic evolution equations
... to stochastic delay equations due to their specic ...of stochastic delay dierential equations is degenerate: the noise only inuences the stochastic evolution in certain directions, not all, ...
149
Possible loss and recovery of Gibbsianness during the stochastic evolution of Gibbs measures
... (1) For an arbitrary initial Gibbs measure and an arbitrary Glauber dynamics, both having finite range, the measure stays Gibbs in a small time interval, whose length depends on both the[r] ...
31
Backward stochastic evolution equations in infinite dimensions
... Such equations have proved to be very useful in the study of the adjoint equation of an optimal control of a quasilinear stochastic heat equation, see [37], in which the Wiener filtratio[r] ...
144
Finite difference schemes for linear stochastic integro-differential equations
... Proof of Theorem 2.1. By virtue of Theorems 2.9, 2.10, and 4.1 in [6], in order to obtain the existence, uniqueness, regularity, and the estimate (2.7), we only need to show that (2.3) may be realized as an abstract ...
36
A New Stationary Game Equilibrium Induced by Stochastic Group Evolution and Rational Individual Choice
... or stochastic evolution of the populations as a group or many groups while rational individual choice theory also has very important economic implications, that is, the present paper chooses the way that ...
37
Existence and Stability of Solutions for Nonautonomous Stochastic Functional Evolution Equations
... for stochastic ordinary functional differential equations with finite delays have already been investigated successfully by various authors ...functional stochastic evolution equations of ...
27
Exact null controllability of semi-linear stochastic differential systems with nonlocal condition
... cases, deterministic models often fluctuate due to noise, which is random or at least to be so. So, we have to move from deterministic problems to stochastic ones. Park and Balasubramaniam [3] studied the exact ...
14
Approximate controllability of fractional impulsive neutral stochastic differential equations with nonlocal conditions
... the stochastic differential ...of stochastic or deterministic systems all have received extensive ...linear stochastic systems, and in [] Dauer and Mahmudov extended the results to semilinear ...
13
Martingale solutions of nematic liquid crystals driven by pure jump noise in the Marcus canonical form
... a stochastic evolution equation which describes the system governing the nematic liquid crystals driven by a pure jump noise in the Marcus canonical ...
55
Iterative Method Of Solutions Of Evolution Stochastic Differential Equations With Local Conditions
... [14] J. Teichmann, ―Stochastic Evolution Equations in infinite dimension with Applications in Term Structure Problems‖. Lecture Notes from lectures at CREST (Paris 2003), RNT- Workshop (Roscoff 2003), the ...
5
The Stochastic Advance Retreat Course: An Approach to Analyse Social Economic Evolution
... Any thing includes the two basic movements in its growth and evolution, i.e., going forward and going backward. It advances by means of motivity, and retreats because of resistance. This advance–retreat problem ...
20
Robust Control of Evolutionary Dynamics
... address evolution to resistance by employing analytic methods and/or simulations on small scale stochastic evolutionary dynamics ...the evolution of resistance of non small cell lung cancer through ...
108
BayFish: Bayesian inference of transcription dynamics from population snapshots of single molecule RNA FISH in single cells
... time evolution of the mRNA and active TS distributions given a set of model parameters ( θ ), to evaluate the likelihood that the smFISH data (Y ) were sampled from this distribution or L = P ( Y |θ) , and to ...
12