In this paper, we use the Yoshida approximation to prove the existence and uniqueness of a solution for the backward doubly stochastic differential equation when the generator is monotone and continuous. Before that we present the results for existence and uniqueness of an adapted solution of the backward doubly stochastic differential equation under some generals conditions.

We describe maximal nilpotent subsemigroups of a given nilpotency class in the semigroup Ωn of all n × n real matrices with nonnegative coefficients and the semigroup Dn of all doubly stochastic real matrices.

In this paper, the bioconvective flow in a porous square cavity containing oxytactic microorganism in the presence of chemical reaction is investigated. The bioconvection flow and heat transfer in porous media are formulated based on the Darcy model of Boussinesq approximation. The governing partial differential equations are solved using the Galerkin finite element method. The computational nu...

Let T be an arbitrary n × n matrix with real entries. We explicitly find the closest (in Frobenius norm) matrix A to T , where A is n × n with real entries, subject to the condition that A is “generalized doubly stochastic” (i.e. Ae = e and eA = e , where e = (1, 1, ..., 1) , although A is not necessarily nonnegative) and A has the same first moment as T (i.e. eT1 Ae1 = e T 1 Te1). We also expl...

The text deals with the problem of detecting anomalies on a background of multi-dimensional images. We synthesized a detection algorithm based on the use of doubly stochastic models of random fields and which requires pre-filtering the image. We propose to use the modified Kalman filter. We also investigated an efficiency of extended signals detection on real images. It is shown that the result...