Found 1,089 Documents (Results 1–100)
Some results on proportional Caputo neutral fractional stochastic differential equations. (English) Zbl 07920741
Existence and uniqueness of strong solutions of mixed-type stochastic differential equations driven by fractional Brownian motions with Hurst exponents \(H>1/4 \). (English. Russian original) Zbl 07917701
Differ. Equ. 60, No. 6, 691-702 (2024); translation from Differ. Uravn. 60, No. 6, 723-735 (2024).
The fundamental solution of the master equation for a jump-diffusion Ornstein-Uhlenbeck process. (English) Zbl 07914841
Reconstructing the historical distribution of diffusion equation with poly-fractional operator in multi-dimensional space. (English) Zbl 07908355
Averaging principle for BSDEs driven by fractional Brownian motion with non Lipschitz coefficients. (English) Zbl 07906598
Feynman-Kac formula for general diffusion equations driven by TFBM with Hurst index \(H \in (0,1)\). (English) Zbl 07901388
Time fractional equations and anomalous sub-diffusions – in memory of Professor Shisong Mao. (English) Zbl 07901049
Rough differential equations containing path-dependent bounded variation terms. (English) Zbl 07900845
Invariant Gibbs measure for a Schrödinger equation with exponential nonlinearity. (English) Zbl 07900801
Large-time behavior of two families of operators related to the fractional Laplacian on certain Riemannian manifolds. (English) Zbl 07896857
Reflected stochastic differential equations driven by standard and fractional Brownian motion. (English) Zbl 07895562
Some properties of fractional kinetic equation with Gaussian noise rough in space. (English) Zbl 07895238
Numerical simulation of statistical behavior for fractional Cox-Ingersoll-Ross process. (Chinese. English summary) Zbl 07895230
MSC:
62M09
Nonlinear Fokker-Planck equations with fractional Laplacian and McKean-Vlasov SDEs with Lévy noise. (English) Zbl 07891473
Reviewer: Javad Asadzade (Famagusta)
Exponential stability of non-instantaneous impulsive second-order fractional neutral stochastic differential equations with state-dependent delay. (English) Zbl 07890864
Numerical method for singular drift stochastic differential equation driven by fractional Brownian motion. (English) Zbl 1540.60164
Application of flatlet oblique multiwavelets to solve the fractional stochastic integro-differential equation using Galerkin method. (English) Zbl 07871978
Dynamics and density function of a stochastic SICA model of a standard incidence rate with Ornstein-Uhlenbeck process. (English) Zbl 07871730
Null controllability of Hilfer fractional stochastic differential equations with nonlocal conditions. (English) Zbl 07868842
Global attracting set of stochastic differential equations with unbounded delay driven by fractional Ornstein-Uhlenbeck process. (English) Zbl 07864360
Reviewer: Dejun Luo (Beijing)
A collocation method for nonlinear stochastic differential equations driven by fractional Brownian motion and its application to mathematical finance. (English) Zbl 1540.65026
Matching upper and lower moment bounds for a large class of stochastic PDEs driven by general space-time Gaussian noises. (English) Zbl 1540.60145
Existence and uniqueness of random nonlocal differential equations with colored noise. (English) Zbl 1541.35063
Existence and asymptotic behavior of square-mean \(S \)-asymptotically periodic solutions of fractional stochastic evolution equations. (English) Zbl 07856190
Temporal properties of the stochastic fractional heat equation with spatially-colored noise. (English) Zbl 1540.60148
Analysis of the gradient for the stochastic fractional heat equation with spatially-colored noise in \(\mathbb{R}^d\). (English) Zbl 1537.60087
Stochastic calculus for tempered fractional Brownian motion and stability for SDEs driven by TFBM. (English) Zbl 1535.60110
A large deviation principle for the stochastic heat equation with general rough noise. (English) Zbl 1535.60051
Multilinear smoothing and local well-posedness of a stochastic quadratic nonlinear Schrödinger equation. (English) Zbl 1535.60117
Qualitative analysis of fractional stochastic differential equations with variable order fractional derivative. (English) Zbl 1537.34004
Existence and stability behaviour of FSDE driven by Rosenblatt process with the application of visual perception of fish robot. (English) Zbl 1535.34073
Backward doubly stochastic differential equations driven by fractional Brownian motion with stochastic integral-Lipschitz coefficients. (English) Zbl 07812407
On the averaging principle of Caputo type neutral fractional stochastic differential equations. (English) Zbl 07808434
Reviewer: Xuping Zhang (Lanzhou)
Feynman-Kac formula for tempered fractional general diffusion equations with nonautonomous external potential. (English) Zbl 1532.60228
Probabilistic global well-posedness to the nonlocal Degasperis-Procesi equation. (English) Zbl 1532.60136
Existence and stability of Ulam-Hyers for neutral stochastic functional differential equations. (English) Zbl 07797004
Fractional advection diffusion asymmetry equation, derivation, solution and application. (English) Zbl 1534.60161
Discrete Chebyshev polynomials for the numerical solution of stochastic fractional two-dimensional Sobolev equation. (English) Zbl 1531.65197
Further investigation of stochastic nonlinear Hilfer-fractional integro-differential inclusions using almost sectorial operators. (English) Zbl 1533.45004
Unified stochastic representation, well-posedness analysis, and regularity analysis for the equations modeling anomalous diffusions. (English) Zbl 1532.35495
Approximate controllability and optimal control in fractional differential equations with multiple delay controls, fractional Brownian motion with Hurst parameter in \(0<H<\frac{1}{2}\), and Poisson jumps. (English) Zbl 1530.34064
Wasserstein convergence of invariant measures for fractional stochastic reaction-diffusion equations on unbounded domains. (English) Zbl 1529.37044
Finite element approximation of the linearized stochastic Cahn-Hilliard equation with fractional Brownian motion. (English) Zbl 1540.60139
A numerical solution for a quasi solution of the time-fractional stochastic backward parabolic equation. (English) Zbl 1527.65088
Reviewer: Abdallah Bradji (Annaba)
MSC:
65M32
65M30
65M06
65T60
65K10
65J20
65F22
65M12
65M15
60G22
35A15
41A50
35A01
35A02
35R30
26A33
35R11
35R60
The time-fractional heat equation driven by fractional time-space white noise. arXiv:2402.16900
Preprint, arXiv:2402.16900 [math.PR] (2024).
Determining the random source and initial value simultaneously in stochastic fractional diffusion equations. (English) Zbl 07918264
The backward problem of a stochastic PDE with bi-harmonic operator driven by fractional Brownian motion. (English) Zbl 1541.35556
Inverse random source problem for the helium production-diffusion equation. (English) Zbl 1541.35561
On the universality from interacting particle systems. (English) Zbl 1533.60177
Beliaev, Dmitry (ed.) et al., International congress of mathematicians 2022, ICM 2022, Helsinki, Finland, virtual, July 6–14, 2022. Volume 6. Sections 12–14. Berlin: European Mathematical Society (EMS). 4326-4348 (2023).
Solitons and other nonlinear waves for stochastic Schrödinger-Hirota model using improved modified extended tanh-function approach. (English) Zbl 1536.35132
Hilfer fractional neutral stochastic integro-differential evolution hemivariational inequalities and optimal controls. (English) Zbl 1536.37078
Truncated Euler-Maruyama method for stochastic differential equations driven by fractional Brownian motion with super-linear drift coefficient. (English) Zbl 07804199
MSC:
65C30
Well-posedness of solutions of multi-term fractional nonlinear stochastic differential equations with weakly singular kernel. (Chinese. English summary) Zbl 07801514
Gaussian fluctuation for spatial average of the stochastic pseudo-partial differential equation with fractional noise. (English) Zbl 1532.60043
Two high-order compact difference schemes with temporal graded meshes for time-fractional Black-Scholes equation. (English) Zbl 1542.91424
Reviewer: Vassil Grozdanov (Blagoevgrad)
Well posedness of second-order non-instantaneous impulsive fractional neutral stochastic differential equations. (English) Zbl 1533.34062
Limit distributions for the discretization error of stochastic Volterra equations with fractional kernel. (English) Zbl 1538.60115
Pathwise regularization of the stochastic heat equation with multiplicative noise through irregular perturbation. (English) Zbl 07788715
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)
Maximum principle for stable operators. (English) Zbl 1537.35111
Reviewer: Nicola Abatangelo (Bologna)
Parametric estimation for stochastic parabolic equations driven by an infinite dimensional MFBM. (English) Zbl 07784624
Reviewer: Yuliya S. Mishura (Kyïv)
A note concerning to approximate controllability of Atangana-Baleanu fractional neutral stochastic integro-differential system with infinite delay. (English) Zbl 1533.93064
On the solutions for generalised multiorder fractional partial differential equations arising in physics. (English) Zbl 1532.35492
On a fractional Rayleigh-Stokes equation driven by fractional Brownian motion. (English) Zbl 1533.60114
On a terminal value problem for stochastic space-time fractional wave equations. (English) Zbl 1533.60113
Stochastic Burgers equations with fractional derivative driven by fractional noise. (English) Zbl 1529.35545
Non-instantaneous impulsive stochastic FitzHugh-Nagumo equation with fractional Brownian motion. (English) Zbl 1529.60044
Theories of tempered fractional calculus applied to tempered fractional Langevin and Vasicek equations. (English) Zbl 1529.35558
Some new existence results for fractional partial random nonlocal differential equations with delay. (English) Zbl 1532.35484
An effective fractional paraxial wave equation for wave-fronts in randomly layered media with long-range correlations. (English) Zbl 1529.35587
Conforming finite element method for the time-fractional nonlinear stochastic fourth-order reaction diffusion equation. (English) Zbl 1535.65200
Estimation for misspecification when theoretical model for signal is smooth but real signal is of cusp-type and driven by a fractional Brownian motion. (English) Zbl 07775334
Optimal control of non-instantaneous impulsive second-order stochastic McKean-Vlasov evolution system with Clarke subdifferential. (English) Zbl 07773890
Random differential hyperbolic equations of fractional order in Fréchet spaces. (English) Zbl 1527.35470
Trajectory fitting estimation for stochastic differential equations driven by fractional Brownian motion. (English) Zbl 1525.60047
Uniform large deviations of fractional stochastic equations with polynomial drift on unbounded domains. (English) Zbl 1530.60036
Reviewer: Ivan Podvigin (Novosibirsk)
Uniform large deviation principles of fractional stochastic reaction-diffusion equations on unbounded domains. (English) Zbl 1526.60026
Existence and regularity results for semilinear stochastic time-tempered fractional wave equations with multiplicative Gaussian noise and additive fractional Gaussian noise. (English) Zbl 1527.35112
Dynamics of a stochastic fractional nonlocal reaction-diffusion model driven by additive noise. (English) Zbl 1526.60039
Asymptotic behaviour of time fractional stochastic delay evolution equations with tempered fractional noise. (English) Zbl 1523.34090
Transportation cost-information inequality for a stochastic heat equation driven by fractional-colored noise. (English) Zbl 1538.60112
Trajectory controllability of Hilfer fractional neutral stochastic differential equation with deviated argument and mixed fractional Brownian motion. (English) Zbl 1534.60070
On initial value problem for elliptic equation on the plane under Caputo derivative. (English) Zbl 1526.35286
Stochastic resetting and linear reaction processes: a continuous time random walk approach. (English) Zbl 1526.35343
An inverse random source problem for the time-space fractional diffusion equation driven by fractional Brownian motion. (English) Zbl 1526.35322
Simultaneous inversion for a fractional order and a time source term in a time-fractional diffusion-wave equation. (English) Zbl 1527.65086
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