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[PDF] Top 20 Stochastic differential equations in a scale of Hilbert spaces

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Stochastic differential equations in a scale of Hilbert spaces

Stochastic differential equations in a scale of Hilbert spaces

... (β − α) −1/2 (and make similar assumption about the diffusion coefficient B), see Condition 2.1 given in the next section, and prove the existence and uniqueness of finite time solutions of the corresponding Cauchy ... See full document

21

Approximate controllability  of nonlocal impulsive fractional neutral stochastic integro-differential equations   with state-dependent delay in Hilbert spaces

Approximate controllability of nonlocal impulsive fractional neutral stochastic integro-differential equations with state-dependent delay in Hilbert spaces

... of stochastic differential comparisons has pulled in awesome enthusiasm because of its applications in portraying numerous issues in material science, biology, chemistry, mechanics, ...by stochastic ... See full document

28

Path Integral Methods for Stochastic Differential Equations

Path Integral Methods for Stochastic Differential Equations

... In the limit as D → 0, the integral will be dominated by the critical points of the exponent of the integrand. In quantum theory, these critical points correspond to the “classical” equations of motion (mean field ... See full document

35

The existence and uniqueness of the solution for nonlinear elliptic equations in Hilbert spaces

The existence and uniqueness of the solution for nonlinear elliptic equations in Hilbert spaces

... dimensions. III. Uniqueness of viscosity solutions for general second-order equations. J. Funct. Anal. 86(1), 1-18 (1989) 14. Øksendal, B, Sulem, A: A maximum principle for optimal control of stochastic ... See full document

23

Cylindrical fractional Brownian motion in Banach spaces

Cylindrical fractional Brownian motion in Banach spaces

... dimensional stochastic equations have been studied, due to their broad range of applications in physics, biology, neuroscience and in numerous other ...of stochastic evolution equations in ... See full document

31

Quasilinear Stochastic Partial Differential Equations

Quasilinear Stochastic Partial Differential Equations

... Suppose we have a measure space (M, A, µ) and a Banach space X. We may assume X is a separable Banach space, since in our applications, the function spaces we look at are separable. This will simplify matters when ... See full document

88

Stability of stochastic differential equations in infinite dimensions

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 ...of Hilbert space- ... See full document

203

Square mean almost automorphic mild solutions to some stochastic differential equations in a Hilbert space

Square mean almost automorphic mild solutions to some stochastic differential equations in a Hilbert space

... deterministic differential equations have been considerably investigated in lots of publications [5-15] because of its signifi- cance and applications in physics, mechanics, and mathematical ... See full document

12

Controllability of a Stochastic Neutral Functional Differential Equation Driven by a fBm

Controllability of a Stochastic Neutral Functional Differential Equation Driven by a fBm

... neutral stochastic differential equations driven by fractional Brownian motion with infinite delay in a Hilbert ...theorem, stochastic calculus and the methods adopted directly from ... See full document

15

Discontinuous Quantum Stochastic Differential Equations and The Associated Kurzweil Equations

Discontinuous Quantum Stochastic Differential Equations and The Associated Kurzweil Equations

... This paper is organized as follows. In section 2 we present some definitions, preliminary results and establish some results concerning classes of Kurzweil integrable sesquilinear form- valued maps that belong to the ... See full document

7

Regularity of the Solutions to SPDEs in Metric Measure Spaces

Regularity of the Solutions to SPDEs in Metric Measure Spaces

... of stochastic equations considered in the paper by Hinz and Z¨ahle [24, Section ...consider stochastic partial differential equations driven by fractional Brownian noises on metric ... See full document

20

Approximate controllability of multi-term time-fractional stochastic  differential inclusions with nonlocal conditions

Approximate controllability of multi-term time-fractional stochastic differential inclusions with nonlocal conditions

... linear stochastic systems in finite-dimensional ...neutral stochastic functional differential systems with infinite delay in Hilbert ...inclusion differential systems with infinite ... See full document

13

Controllability of semilinear stochastic delay evolution equations in Hilbert spaces

Controllability of semilinear stochastic delay evolution equations in Hilbert spaces

... Banach spaces, see the early survey paper by Balachandran and Dauer ...evolution equations with bounded and unbounded opera- tors in Banach spaces ... See full document

10

Exact null controllability of semi-linear stochastic differential systems with nonlocal condition

Exact null controllability of semi-linear stochastic differential systems with nonlocal condition

... controllability of the semi-linear integrodifferential systems in Hilbert spaces. They pointed out that the bounded invertibility assumption is rather strong and can only be applied to finite dimensional ... See full document

14

Strong uniqueness for SDEs in Hilbert spaces with nonregular drift

Strong uniqueness for SDEs in Hilbert spaces with nonregular drift

... of stochastic differential equa- tions (SDE) on a Hilbert space with cylindrical Wiener noise, whose non- linear drift parts are sums of the sub-differential of a convex function and a bounded ... See full document

39

Uncertainty propagation and quantification in a continuous time dynamical system

Uncertainty propagation and quantification in a continuous time dynamical system

... time scale (colored noise) can significantly modify the motion of spin while the one with very short correlation time (almost white noise) typically does not) but also the form of the stationary probability ... See full document

45

On the Effects of Different Interpretations of Stochastic Differential Equations

On the Effects of Different Interpretations of Stochastic Differential Equations

... considered stochastic processes so that the equation be- comes a stochastic differential equation ...noise stochastic processes, that is processes having a power spectral density constant on ... See full document

16

The Osgood condition for stochastic partial differential equations

The Osgood condition for stochastic partial differential equations

... Together with the result of Bonder and Groisman, this can be seen as an extension of a similar result for stochastic differential equations with additive noise. Indeed in later case, Feller’s test ... See full document

19

Improved bridge constructs for stochastic differential equations

Improved bridge constructs for stochastic differential equations

... Itô stochastic differential equation conditional on an observation taken at a fixed future ...residual stochastic process, we develop a class of novel constructs that bridge the resid- ual process ... See full document

16

Asymptotic behaviours of stochastic differential delay equations

Asymptotic behaviours of stochastic differential delay equations

... To prove our main result, which is a stochastic version of the well-known LaSalle theorem (see [8,13]) for locating limit sets of Eq. (1), we will need the following nonnega- tive semi-martingale convergence ... See full document

7

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