Found 1,907 Documents (Results 1–100)
Diagnostic of the Lévy area for geophysical flow models in view of defining high order stochastic discrete-time schemes. (English) Zbl 07927534
Dupire Itô’s formula for the exponential synchronization of stochastic semi-Markov jump systems with mixed delay under impulsive control. (English) Zbl 07924039
A note on the G-Itô formula and a comment on “Averaging principle for SDEs of neutral type driven by \(G\)-Brownian motion”. (English) Zbl 07915144
On the Itô-Alekseev-Gröbner formula for stochastic differential equations. (English. French summary) Zbl 07904819
MSC:
60H10
Stationary distribution of a double epidemic stochastic model driven by saturated incidence rates. (English) Zbl 07894924
Feller property of regime-switching jump diffusion processes with hybrid jumps. (English) Zbl 07880486
A new approach to the series expansion of iterated Stratonovich stochastic integrals with respect to components of a multidimensional Wiener process. The case of arbitrary complete orthonormal systems in Hilbert space. (English) Zbl 1541.60035
Stochastic equations and inclusions with mean derivatives and their applications. (English. Russian original) Zbl 1540.60112
J. Math. Sci., New York 282, No. 2, 111-253 (2024); translation from Sovrem. Mat., Fundam. Napravl. 68, No, 2, 191-337 (2022).
On the exponential stability of a stochastic model for transmission dynamics of antimicrobial-resistant infections. (English) Zbl 07869381
Stability for generalized stochastic equations. (English) Zbl 07869138
Reviewer: Alexandra Rodkina (College Station)
Existence and uniqueness of solutions for forward and backward nonlocal Fokker-Planck equations with time-dependent coefficients. (English) Zbl 1543.35242
Reviewer: Alain Brillard (Riedisheim)
\(\eta\)-stability for stochastic functional differential equation driven by time-changed Brownian motion. (English) Zbl 1540.37080
Dynamical behaviors of a stochastic HIV/AIDS epidemic model with treatment. (English) Zbl 1543.92069
Analysis of a periodic stochastic three-species Lotka-Volterra model with distributed delay and dispersal. (English) Zbl 1543.92046
Analysis of fully discrete mixed finite element scheme for stochastic Navier-Stokes equations with multiplicative noise. (English) Zbl 1539.65180
Hyperbolic Anderson model with Lévy white noise: spatial ergodicity and fluctuation. (English) Zbl 1540.60140
The spatial sojourn time for the solution to the wave equation with moving time: central and non-central limit theorems. (English) Zbl 1539.60021
Reviewer: Fraser Daly (Edinburgh)
Stochastic calculus for tempered fractional Brownian motion and stability for SDEs driven by TFBM. (English) Zbl 1535.60110
A new derivation of the finite \(N\) master loop equation for lattice Yang-Mills. (English) Zbl 1535.60107
Cauchy problem of stochastic kinetic equations. (English) Zbl 1537.60088
Reviewer: Rózsa Horváth-Bokor (Budakalász)
Milstein scheme for stochastic differential equation with Markovian switching and Lévy noise. (English) Zbl 1535.65019
Qualitative analysis of fractional stochastic differential equations with variable order fractional derivative. (English) Zbl 1537.34004
Itô stochastic differentials. (English) Zbl 1539.60064
Reviewer: Yuliya S. Mishura (Kyïv)
Stability and rate of decay for solutions to stochastic differential equations with Markov switching. (English) Zbl 07823654
Reviewer: Feng Chen (Changchun)
Backward doubly stochastic differential equations driven by fractional Brownian motion with stochastic integral-Lipschitz coefficients. (English) Zbl 07812407
Improved new qualitative results on stochastic delay differential equations of second order. (English) Zbl 1531.34066
Projections of SDEs onto submanifolds. (English) Zbl 1535.58016
Reviewer: Feng-Yu Wang (Tianjin)
On the pathwise uniqueness of solutions of one-dimensional reflected stochastic differential equations with jumps. (English) Zbl 1538.60107
MSC:
60H10
Higher order time discretization method for a class of semilinear stochastic partial differential equations with multiplicative noise. (English) Zbl 1523.60111
Persistence and extinction of the tumor-immune stochastic model with effector cells and cytokines. (English) Zbl 07920339
Construction of a functional by a given second-order Ito stochastic equation. (English) Zbl 07919401
Construction of analytical solutions to systems of two stochastic differential equations. (English) Zbl 07919389
Integrable Ito equations and properties of the associated Fokker-Planck equations. (English) Zbl 07888206
Reviewer: Alain Brillard (Riedisheim)
Exact solutions and dynamics in Schrödinger-Hirota model having multiplicative white noise via Itô calculus. (English) Zbl 1541.35464
Stability properties of mild solutions of SPDEs related to pseudo differential equations. (English) Zbl 1537.60079
Hilbert, Astrid (ed.) et al., Quantum and stochastic mathematical physics. Sergio Albeverio, adventures of a mathematician, Verona, Italy, March 25–29, 2019. Cham: Springer. Springer Proc. Math. Stat. 377, 295-313 (2023).
Reviewer: Alexandra Rodkina (College Station)
Least square method based on Haar wavelet to solve multi-dimensional stochastic Itô-Volterra integral equations. (English) Zbl 07803427
Dynamic behavior of a stochastic tungiasis model with public health education. (Chinese. English summary) Zbl 07801519
A new proof of the expansion of iterated Itô stochastic integrals with respect to the components of a multidimensional Wiener process based on generalized multiple Fourier series and Hermite polynomials. (English) Zbl 1533.60078
Advances in discrete-state-feedback stabilization of highly nonlinear hybrid systems by Razumikhin technique. (English) Zbl 07794454
Evolution systems of probability measures for nonautonomous Klein-Gordon Itô equations on \(\mathbb{Z}^N\). (English) Zbl 1531.60044
Mean-square approximation of iterated Ito and Stratonovich stochastic integrals: method of generalized multiple Fourier series. Application to numerical integration of Ito SDEs and semilinear SPDEs. 3rd edition. (English) Zbl 1528.60002
Wong-Zakai approximations for quasilinear systems of Itô’s-type stochastic differential equations driven by fBm with \(H>\frac{1}{2}\). (English) Zbl 1539.60071
Reviewer: Henri Schurz (Carbondale)
A novel numerical approach based on shifted second-kind Chebyshev polynomials for solving stochastic Itô-Volterra integral equation of Abel type with weakly singular kernel. (English) Zbl 1535.65315
Ulam-Hyers stability of fractional Itô-Doob stochastic differential equations. (English) Zbl 1533.60095
The locally homeomorphic property of McKean-Vlasov SDEs under the global Lipschitz condition. (English. French summary) Zbl 1543.60061
Reviewer: Latifa Debbi (M’Sila)
MSC:
60H10
Higher order time discretization method for the stochastic Stokes equations with multiplicative noise. (English) Zbl 1528.65084
Itô-Wentzell-Lions formula for measure dependent random fields under full and conditional measure flows. (English) Zbl 1535.60089
Doubly-stochastic interpretation for nonlocal semi-linear backward stochastic partial differential equations. (English) Zbl 1540.60101
Numerical solution of Itô-Volterra integral equations by the QR factorization method. (English) Zbl 07746747
Impact of incubation delay and stochastic perturbation on dengue fever virus transmission model. (English) Zbl 1520.92075
A new effective coherent numerical technique based on shifted Vieta-Fibonacci polynomials for solving stochastic fractional integro-differential equation. (English) Zbl 1538.60116
Two-step order \(\frac{3}{2}\) strong method for approximating stochastic differential equations. (English) Zbl 1538.60119
Averaging principle for BSDEs driven by two mutually independent fractional Brownian motions. (English) Zbl 1517.60057
On weak convergence of stochastic differential equations with irregular coefficients. (English. Ukrainian original) Zbl 1519.60055
J. Math. Sci., New York 273, No. 3, 398-413 (2023); translation from Ukr. Mat. Visn. 20, No. 1, 87-106 (2023).
Operator-valued stochastic differential equations in the context of Kurzweil-like equations. (English) Zbl 1543.60060
Optimal control of path-dependent McKean-Vlasov SDEs in infinite-dimension. (English) Zbl 1520.93608
Asymptotic behaviour of solutions to stochastic three-dimensional globally modified Navier-Stokes equations. (English) Zbl 1518.35540
Stability with respect to a part of the variables of stochastic nonlinear systems driven by G-Brownian motion. (English) Zbl 1520.93589
On the pathwise uniqueness for a class of degenerate Itô-stochastic differential equations. (English) Zbl 1515.60201
Forward-backward doubly stochastic systems and classical solutions of path-dependent stochastic PDEs. (English) Zbl 1525.60077
Existence and uniqueness of solutions to backward 2D and 3D stochastic convective Brinkman-Forchheimer equations forced by Lévy noise. (English) Zbl 1518.60060
Doubly nonlinear stochastic evolution equations. II. (English) Zbl 1518.35708
Stoch. Partial Differ. Equ., Anal. Comput. 11, No. 1, 307-347 (2023); correction ibid. 11, No. 4, 1740-1743 (2023).
Harmonic analysis of network systems via kernels and their boundary realizations. (English) Zbl 1527.46050
Numerical solution of multi-dimensional Itô Volterra integral equations by the second kind Chebyshev wavelets and parallel computing process. (English) Zbl 07701073
Approximate solution of two dimensional linear and nonlinear stochastic Itô-Volterra integral equations via meshless scheme. (English) Zbl 1540.65027
Euler-Lagrangian approach to stochastic Euler equations in Sobolev spaces. (English) Zbl 1523.60112
Reviewer: Nikos Kavallaris (Karlstad)
Rough differential equations with path-dependent coefficients. (Équations différentielles rugueuses avec coefficients dépendant du chemin.) (English. French summary) Zbl 1533.60191
Mean-square convergence analysis of the semi-implicit scheme for stochastic differential equations driven by the Wiener processes. (English) Zbl 1512.34158
A support theorem for stochastic differential equations driven by a fractional Brownian motion. (English) Zbl 1532.60132
Mean-square stability and instability criteria for the Gikhman-Ito stochastic diffusion functional differential systems subject to external disturbances of the type of random variables. (English. Ukrainian original) Zbl 1518.34085
Cybern. Syst. Anal. 59, No. 2, 283-295 (2023); translation from Kibern. Sist. Anal. 59, No. 2, 122-135 (2023).
On mixed fractional stochastic differential equations with discontinuous drift coefficient. (English) Zbl 1516.60034
Practical stability with respect to a part of the variables of stochastic differential equations driven by G-Brownian motion. (English) Zbl 1511.93129
Feynman-Kac theory of time-integrated functionals: Itô versus functional calculus. (English) Zbl 1512.82029
Asymptotic stability in distribution of highly nonlinear stochastic differential equations with \(G\)-Brownian motion. (English) Zbl 1515.60186
Higher moments for the stochastic Cahn-Hilliard equation with multiplicative Fourier noise. (English) Zbl 1506.35285
A note on sufficient conditions of asymptotic stability in distribution of stochastic differential equations with \(G\)-Brownian motion. (English) Zbl 1499.60186
On the Campanato and Hölder regularity of local and nonlocal stochastic diffusion equations. (English) Zbl 1501.60034
Stationary distribution of a Lotka-Volterra model with stochastic perturbations and distributed delay. (English) Zbl 07908181
A note about the invariance of the basic reproduction number for stochastically perturbed SIS models. (English) Zbl 1528.92035
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