Fully coupled forward–backward stochastic dynamics and functional differential systems

Stochastic functional population dynamics with jumps

In this paper we use a class of stochastic functional Kolmogorov-type model with jumps to describe the evolutions of population dynamics. By constructing a special Lyapunov function, we show that the stochastic functional differential equation associated with our model admits a unique global solution in the positive orthant, and, by the exponential martingale inequality with jumps, we dis...

stochastic functional population dynamics with jumps

in this paper we use a class of stochastic functional kolmogorov-type model with jumps to describe the evolutions of population dynamics. by constructing a special lyapunov function, we show that the stochastic functional differential equation associated with our model admits a unique global solution in the positive orthant, and, by the exponential martingale inequality with jumps, we dis...

Fully Coupled Forward-backward Stochastic Differential Equations and Applications to Optimal Control

Existence and uniqueness results of fully coupled forward-backward stochastic differential equations with an arbitrarily large time duration are obtained. Some stochastic Hamilton systems arising in stochastic optimal control systems and mathematical finance can be treated within our framework.

Stochastic Classical Molecular Dynamics Coupled to Functional Density Theory: Applications to Large Molecular Systems

A hybrid approach is described, which combines stochastic classical molecular dynamics and rst principles Density Functional theory to model the atomic and electronic structure of large molecular and solid-state systems. The stochastic molecular dynamics using Generalized Simulated Annealing (GSA) is based on the nonextensive statistical mechanics and thermodynamics. Examples are given of appli...

Stochastic Functional Differential