Stationary in Distributions of Numerical Solutions for Stochastic Partial Differential Equations with Markovian Switching by Yi Shen, Yan Li

“…We investigate a class of stochastic partial differential equations with Markovian switching. …”
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Spatio-temporal modelling of extreme low birth rates in U.S. counties by Kai Wang, Yingqing Zhang, Long Bai, Ying Chen, Chengxiu Ling

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Controllability of semilinear stochastic delay evolution equations in Hilbert spaces by P. Balasubramaniam, J. P. Dauer

“…An application to stochastic partial differential equations is given.…”
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Function Spaces with a Random Variable Exponent by Boping Tian, Yongqiang Fu, Bochi Xu

“…After discussing the properties of the spaces 𝐿𝑝(𝜔)(𝐷×Ω) and 𝑊𝑘,𝑝(𝜔)(𝐷×Ω), we give an application of these spaces to the stochastic partial differential equations with random variable growth.…”
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The Small Time Asymptotics of SPDEs with Reflection by Juan Yang, Jianliang Zhai, Qing Zhou

“…We study stochastic partial differential equations with singular drifts and with reflection, driven by space-time white noise with nonconstant diffusion coefficients under periodic boundary conditions. …”
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Representation of the solution of a nonlinear molecular beam epitaxy equation by Boubaker Smii

“…Stochastic partial differential equations (SPDEs) driven by Lévy noise are extensively employed across various domains such as physics, finance, and engineering to simulate systems experiencing random fluctuations. …”
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On a Fractional SPDE Driven by Fractional Noise and a Pure Jump Lévy Noise in ℝd by Xichao Sun, Zhi Wang, Jing Cui

“…We study a stochastic partial differential equation in the whole space x∈ℝd, with arbitrary dimension d≥1, driven by fractional noise and a pure jump Lévy space-time white noise. …”
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Viscosity Solution of Mean-Variance Portfolio Selection of a Jump Markov Process with No-Shorting Constraints by Moussa Kounta

“…In this situation the Hamilton-Jacobi-Bellman (HJB) equation of the value function of the auxiliary problem becomes a coupled system of backward stochastic partial differential equation. In fact, the value function V often does not have the smoothness properties needed to interpret it as a solution to the dynamic programming partial differential equation in the usual (classical) sense; however, in such cases V can be interpreted as a viscosity solution. …”
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