نتایج جستجو برای: stochastic differential equations
تعداد نتایج: 574555 فیلتر نتایج به سال:
Measles is still endemic in many parts of the world including developed nations, despite the availability of the infectious disease vaccine since 1963. Elimination of measles requires maintaining the effective reproduction number by achieving and maintaining low levels of susceptibility R0 <1. In this project, we concentrate on the stochastic modelling of the transmission dynamics of measles wi...
This work is concerned with existence of weak solutions to discontinuous stochastic differential equations driven by multiplicative Gaussian noise and sliding mode control dynamics generated by stochastic differential equations with variable structure, that is with jump nonlinearity. The treatment covers the finite dimensional stochastic systems and the stochastic diffusion equation with multip...
Stochastic differential equations (SDE's) play an important role in physics but existing numerical methods for solving such equations are of low accuracy and poor stability. A general strategy for developing accurate and efficient schemes for solving stochastic equations is outlined here. High-order numerical methods are developed for the integration of stochastic differential equations with st...
Due to the intrinsic link with (kinetic) nonlinear Fokker–Planck equations and many diverse applications, distribution dependent stochastic differential have been investigated intensively in recent years. The appearance of probability distributions (or laws) random variables solutions coefficients is a distinct feature equations. In this paper, under certain averaging conditions, we establish p...
In this paper, we discuss a new type of differential equations which we call anticipated backward stochastic differential equations (anticipated BSDEs). In these equations the generator includes not only the values of solutions of the present but also the future. We show that these anticipated BSDEs have unique solutions, a comparison theorem for their solutions, and a duality between them and ...
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