stochastic evolution equations
pth mean almost periodic solutions to neutral stochastic evolution equations with infinite delay and Poisson jumps
... differential equations. Al- most periodic solutions of stochastic differential equations driven by white Gaussian noise have been studied extensively for the reason that random fluctuations come ...
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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 ...
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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 ...
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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 ...
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Almost Periodic Solutions for Impulsive Fractional Stochastic Evolution Equations
... differential equations has been generalized to stochastic ...of stochastic evolution equations have recently received a lot of attention (see [13, 17, 28] and the references ...for ...
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Long term dynamics of stochastic evolution equations
... of stochastic delay dierential equations were open for some ...delay equations can inuence only the present of the process and not the past and is therefore essentially degenerate, so these results ...
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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] ...
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Existence and exponential stability of pseudo almost periodic solutions for impulsive nonautonomous partial stochastic evolution equations
... for stochastic processes is first ...with stochastic analysis theory, we establish the existence of p-mean piecewise pseudo almost periodic mild solutions for a class of ...
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Stability of stochastic differential equations in infinite dimensions
... particular, stochastic partial differential equations with finite or infinite delays seem very important as models of biological, chemical, physical and eco- nomical ...non-autonomous stochastic ...
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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 ...
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Finite difference schemes for linear stochastic integro-differential equations
... solve stochastic partial differential equations (SPDEs) ...for stochastic evolution equations driven by continuous martingale noise in the variational framework and, as a particular ...
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Existence, Uniqueness and Stability of Neutral Stochastic Functional Integro differential Evolution Equations with Infinite Delay
... neutral stochastic functional differential equations with infi- nite delay, then ...impulsive stochastic semilin- ear functional differential equations with infinite ...time-dependent ...
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Existence of Fractional Stochastic Schr¨odinger Evolution Equations with Potential and Optimal Controls
... fractional stochastic differential and integro-differential equa- tions by using the fractional calculus and the fixed-point tech- ...fractional stochastic Schr¨odinger evolution equations ...
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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 ...
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Iterative Method Of Solutions Of Evolution Stochastic Differential Equations With Local Conditions
... an evolution equation under the strong ...of evolution QSDEs were studied under the weak ...problem. Evolution problems have found practical applications in many fields of ...on stochastic ...
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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 ...
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Existence of Stepanov-like Square-mean Pseudo Almost Automorphic Solutions to Nonautonomous Stochastic Functional Evolution Equations
... for stochastic processes, which, in turn generalizes all the above-mentioned concepts, in particular, the notion of square-mean pseudo almost automorphy and Stepanov-like square-mean almost ...of evolution ...
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Estimates for multiple stochastic integrals and stochastic Hamilton Jacobi equations
... is the sum of all big jumps (modulus greater than 1). As usual, we write ∆ ξ s = ξ s − ξ s− = ξ s − lim r↑s ξ r for the jump at time s > 0. Note that J t is a process of bounded variation on compact time-intervals. ...
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Stochastic Runge-Kutta method for stochastic delay differential equations
... solving SDDEs in various fields. It can also be shown in this research, the SRK methods are easy to implement compare to the approximation methods obtained from the truncating stochastic Taylor expansion. In this ...
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A stochastic model for the evolution of the Web
... The rest of the paper is organised as follows. In Section 2 we present an urn transfer model that generalises Simon’s original model. In Section 3 we demonstrate how this can provide a stochastic model for the ...
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