[PDF] Top 20 Measure of noncompactness and application to stochastic differential equations
Has 10000 "Measure of noncompactness and application to stochastic differential equations" found on our website. Below are the top 20 most common "Measure of noncompactness and application to stochastic differential equations".
Measure of noncompactness and application to stochastic differential equations
... Theorem . ([], p.) Let A : K −→ K be a mapping defined on a closed, bounded, con- vex subset K of a Banach space X. Assume that A is condensing with respect to the additively nonsingular measure of ... See full document
17
\(F(\psi,\varphi)\) Contraction in terms of measure of noncompactness with application for nonlinear integral equations
... the measure of noncompactness is used instead of the metric d, which is used in [] and ...a measure of noncompactness in two linear and integral types and the application in solving ... See full document
17
Measures of noncompactness in spaces of regulated functions with application to semilinear measure driven equations
... to measure differential equations in infinite-dimensional spaces except [] and [, ...Hausdorff measure of noncompactness, the paper [] discussed the existence of solutions for nonlinear ... See full document
17
Application of measures of noncompactness to the infinite system of second order differential equations in \(\ell {p}\) spaces
... et al. []. Our main object in this sequel is to determine sufficient conditions for the solv- ability of an infinite system of second-order differential equations. We use the Dardo-type fixed point theorem given by ... See full document
13
Construction of measures of noncompactness of \(\mathit{DC}^{n}[J,E]\) and \(C^{n} {0}[J,E]\) with application to the solvability of nth order integro differential equations in Banach spaces
... of noncompactness are very useful tools in functional anal- ysis, for instance in metric fixed point theory and in the theory of operator equations in Banach ...functional equations, ordinary and ... See full document
18
Stability of stochastic differential equations in infinite dimensions
... to stochastic differential equations with Markovian ...of stochastic differential equations has always lain at the center of our understanding concerning stochastic models ... See full document
203
Controllability of Nonlocal Impulsive Differential Equations With Measure of Noncompactness
... impulsive differential equations, which allow for discontinuities in the evolution of the ...impulsive differential systems, one can refer to the monographs of Bainov and Simenov [5], Lakshmikanthan ... See full document
16
On abstract fractional integro-differential equations via measure of noncompactness
... of differential and integral ...of noncompactness, the two ones: the Kura- towski measure of noncompactness and the Hausdorff measure of noncompactness are considered the most ... See full document
19
Positive solutions of fractional integral equations by the technique of measure of noncompactness
... ferential/integral equations with nonintegral order have drawn the attention of numerous researchers due to their wide applications in several fields of science and ...differential/integral equations stems in ... See full document
16
On existence of solutions of a impulsive stochastic partial functional integro differential equation with the measure of noncompactness
... differential equations have attracted great interest due to their applications in characterizing many problems in physics, biology, mechanics, and so on; see ...these equations (see [–] and the references ... See full document
27
Perturbation technique for a class of nonlinear implicit semilinear impulsive integro differential equations of mixed type with noncompactness measure
... differential equations has become an important area of investi- gation in recent years stimulated by their numerous applications to problems arising in mechanics, electrical engineering, medicine, biology, ecology, ... See full document
15
An averaging principle for neutral stochastic functional differential equations driven by Poisson random measure
... neutral stochastic functional differential equations (SFDEs) with Poisson random ...By stochastic inequality, Burkholder-Davis-Gundy’s inequality and Kunita’s inequality, we prove that the solution of ... See full document
18
Application of new basis functions for solving nonlinear stochastic differential equations
... The rest of the paper is organized as follows: In Section 2, we introduced some properties of the standard Brownian motion and the necessary properties of the NBFs that are essential for the rest of this paper. In ... See full document
10
Discontinuous Quantum Stochastic Differential Equations and The Associated Kurzweil Equations
... Measure differential systems have been investigated by many authors [2-9, 11, ...of measure differential equations is the description of systems exhibiting discontinuous solutions ... See full document
7
Uncertainty propagation and quantification in a continuous time dynamical system
... of differential equations. One is stochastic differential equations (SDEs), a classification reserved for differential equa- tions driven by white noise (The value of a white ... See full document
45
Asymptotic moment boundedness of the stochastic theta method and its application for stochastic differential equations
... This paper is devoted to the study of reproduction of asymptotic boundedness in the second moment and small moments of stochastic differential equations by the stochastic theta method. In addition, we ... See full document
14
Quasilinear Stochastic Partial Differential Equations
... (5.61) Unfortunately I could not find a reference which states an interpolation theorem which simultaneously interpolates both a and r for H a,r . An in depth understand- ing of the application of interpolation ... See full document
88
Application of stochastic differential equations and real option theory in investment decision problems
... solving stochastic optimal control problems numerically are either to use finite differences to solve the corresponding Bellman equation, or, finite state Markov chain approximation to reduce the problem to a ... See full document
182
Convergence and stability of implicit compensated Euler method for stochastic differential equations with Poisson random measure
... the drift-implicit schemes which achieve strong order γ ∈ {., }. Mao [] deals with the convergence of numerical solutions for variable delay differential equations driven by Pois- son random measure. In ... See full document
17
Stochastic differential equations and integrating factor
... a differential equations model for some physical phenomenon is formulated preferably the exact solution can be ...ordinary differential equations, this is generally not possible ...the ... See full document
6
Related subjects