Studying Some Stochastic Differential Equations with trigonometric terms with Application

Application of DJ method to Ito stochastic differential equations

‎This paper develops iterative method described by [V‎. ‎Daftardar-Gejji‎, ‎H‎. ‎Jafari‎, ‎An iterative method for solving nonlinear functional equations‎, ‎J‎. ‎Math‎. ‎Anal‎. ‎Appl‎. ‎316 (2006) 753-763] to solve Ito stochastic differential equations‎. ‎The convergence of the method for Ito stochastic differential equations is assessed‎. ‎To verify efficiency of method‎, ‎some examples are ex...

Difference Equations Compatible with Trigonometric Kz Differential Equations

The trigonometric KZ equations associated with a Lie algebra g depend on a parameter λ ∈ h where h ⊂ g is the Cartan subalgebra. We suggest a system of dynamical difference equations with respect to λ compatible with the KZ equations. The dynamical equations are constructed in terms of intertwining operators of g -modules.

Stochastic Differential Equations with Jumps

Gradient estimates and a Harnack inequality are established for the semigroup associated to stochastic differential equations driven by Poisson processes. As applications, estimates of the transition probability density, the compactness and ultraboundedness of the semigroup are studied in terms of the corresponding invariant measure.

Stochastic Differential Equations with Applications

Studying Balanced Allocations With Differential Equations

Using differential equations, we examine the GREEDY algorithm studied by Azar, Broder, Karlin, and Upfal for distributed load balancing [1]. This approach yields accurate estimates of the actual load distribution, provides insight into the exponential improvement GREEDY offers over simple random selection, and allows one to prove tight concentration theorems about the loads in a straightforward...