Showing 1 - 20 results of 571 for search '"stochastic differential equation"', query time: 0.11s Refine Results
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    Polynomial asymptotic stability of damped stochastic differential equations by John Appleby, D. Mackey

    Published 2004-08-01
    “…The paper studies the polynomial convergence of solutions of a scalar nonlinear It\^{o} stochastic differential equation\[dX(t) = -f(X(t))\,dt + \sigma(t)\,dB(t)\] where it is known, {\it a priori}, that $\lim_{t\rightarrow\infty} X(t)=0$, a.s. …”
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    Affine periodic solutions for some stochastic differential equations by Ruichao Guo, Hongren Wang

    Published 2023-07-01
    Subjects: “…Stochastic differential equations…”
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    Latent Stochastic Differential Equations for Change Point Detection by Artem Ryzhikov, Mikhail Hushchyn, Denis Derkach

    Published 2023-01-01
    “…In this paper, we present a novel change point detection algorithm based on Latent Neural Stochastic Differential Equations (SDE). Our method learns a non-linear deep learning transformation of the process into a latent space and estimates a SDE that describes its evolution over time. …”
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    Lie-Point Symmetries and Backward Stochastic Differential Equations by Na Zhang, Guangyan Jia

    Published 2019-09-01
    Subjects: “…backward stochastic differential equation…”
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    Stability results for neutral fractional stochastic differential equations by Omar Kahouli, Saleh Albadran, Zied Elleuch, Yassine Bouteraa, Abdellatif Ben Makhlouf

    Published 2024-01-01
    “…In this paper, we investigate the concept of Ulam-Hyers stability for a class of neutral fractional stochastic differential equations by using the Banach fixed point theorem and the stochastic analysis techniques. …”
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    Fractional Stochastic Differential Equation Approach for Spreading of Diseases by Leonardo dos Santos Lima

    Published 2022-05-01
    “…The rises and falls of novel cases daily or the fluctuations in the official data are treated as a random term in the stochastic differential equation for the fractional Brownian motion. …”
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    Numerical methods for Stochastic differential equations: two examples by de Raynal Paul-Éric Chaudru, Pagès Gilles, Rey Clément

    Published 2018-01-01
    “…First we present a contribution to a recently introduced problem: stochastic differential equations with constraints in law, investigated through various theoretical and numerical viewpoints. …”
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    Modeling Cholera Epidemiology Using Stochastic Differential Equations by Wahab A. Iddrisu, Inusah Iddrisu, Abdul-Karim Iddrisu

    Published 2023-01-01
    “…Then, we formulated it as a stochastic differential equation for the number of infectious individuals It under the role of the aquatic environment. …”
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    Construction of stochastic differential equations of motion in canonical variables by M.I. Tleubergenov, G.K. Vassilina, S.R. Seisenbayeva

    Published 2022-09-01
    “…The obtained necessary and sufficient conditions for the solvability of the problem of constructing stochastic differential equations of both Hamiltonian and Birkhoffian structure by the given properties of motion are illustrated by the example of the motion of an artificial Earth satellite under the action of gravitational and aerodynamic forces.…”
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    Anticipated Generalized Backward Doubly Stochastic Differential Equations by Tie Wang, Jiaxin Yu

    Published 2022-01-01
    Subjects: “…anticipated generalized backward doubly stochastic differential equation…”
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    Approximate solutions for fuzzy stochastic differential equations with Markovian switching by Peiguang Wang, Beibei Li

    Published 2024-12-01
    Subjects: “…Fuzzy stochastic differential equations…”
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