The Stochastic Θ-Method for Nonlinear Stochastic Volterra Integro-Differential Equations by Peng Hu, Chengming Huang

“…The stochastic Θ-method is extended to solve nonlinear stochastic Volterra integro-differential equations. …”
Get full text

Causality and stochastic realization by Ljiljana Petrovic

Get full text

Superfluidity in the stochastic limit by L. Accardi, S. V. Kozyrev

“…We discuss the stochastic limit approach to superfluidity. Starting from the usual Hamiltonian describing the interaction between the Bose condensate and the normal phase, we prove the existence of superfluidity in the stochastic limit and deduce a nonlinear (quadratic) kinetic equation describing the evolution of the density of superfluid liquid.…”
Get full text

Stochastically Ultimate Boundedness and Global Attraction of Positive Solution for a Stochastic Competitive System by Shengliang Guo, Zhijun Liu, Huili Xiang

“…Later, sufficient conditions for the stochastically ultimate boundedness of positive solution are derived. …”
Get full text

The applied model for the stochastic extremes by Jelena Borisevič, Algimantas Aksomaitis

Get full text

Products of stochastic matrices and applications by Harry Cohn

“…This paper deals with aspects of the limit behaviour of products of nonidentical finite or countable stochastic matrices (Pn). Applications are given to nonhomogeneous Markov models as positive chains, some classes of finite chains considered by Doeblin and weakly ergodic chains.…”
Get full text

Stochastic Logistic Systems with Jumps by Ruihua Wu, Ke Wang

“…This paper is concerned with a stochastic nonautonomous logistic model with jumps. …”
Get full text

Dynamics of stochastic mutation to immunodominance by Yu Wu, Xiaopeng Zhao, Mingjun Zhang

Subjects: “…stochastic dynamics…”
Get full text

Stochastic Optimization: Theory and Applications by Bin Wang, Lotfollah Najjar, Neal N. Xiong, Rung Ching Chen

Get full text

Fully Coupled Mean-Field Forward-Backward Stochastic Differential Equations and Stochastic Maximum Principle by Hui Min, Ying Peng, Yongli Qin

“…We discuss a new type of fully coupled forward-backward stochastic differential equations (FBSDEs) whose coefficients depend on the states of the solution processes as well as their expected values, and we call them fully coupled mean-field forward-backward stochastic differential equations (mean-field FBSDEs). …”
Get full text

Stochastic θ-Methods for a Class of Jump-Diffusion Stochastic Pantograph Equations with Random Magnitude by Hua Yang, Feng Jiang

“…This paper is concerned with the convergence of stochastic θ-methods for stochastic pantograph equations with Poisson-driven jumps of random magnitude. …”
Get full text

Dynamics of a stochastic delayed Harrison-type predation model: Effects of delay and stochastic components by Feng Rao, Carlos Castillo-Chavez, Yun Kang

Subjects: Get full text

Conditional Stochastic Simulations of Flow and Transport with Karhunen-Loève Expansions, Stochastic Collocation, and Sequential Gaussian Simulation by Mina E. Ossiander, Malgorzata Peszynska, Veronika S. Vasylkivska

“…We also compare efficiency and stochastic convergence with that of stochastic collocation.…”
Get full text

Geometric Asian Options Pricing under the Double Heston Stochastic Volatility Model with Stochastic Interest Rate by Yanhong Zhong, Guohe Deng

“…This paper presents an extension of double Heston stochastic volatility model by incorporating stochastic interest rates and derives explicit solutions for the prices of the continuously monitored fixed and floating strike geometric Asian options. …”
Get full text

Stochastic Maximum Principle of Near-Optimal Control of Fully Coupled Forward-Backward Stochastic Differential Equation by Maoning Tang

“…This paper first makes an attempt to investigate the near-optimal control of systems governed by fully nonlinear coupled forward-backward stochastic differential equations (FBSDEs) under the assumption of a convex control domain. …”
Get full text

Influence of stochastic volatility for option pricing by Akvilina Valaitytė, Eimutis Valakevičius

Subjects: Get full text

Stochastic Theories and Deterministic Differential Equations by John F. Moxnes, Kjell Hausken

“…We discuss the concept of “hydrodynamic” stochastic theory, which is not based on the traditional Markovian concept. …”
Get full text

LOCAL CHARACTERISTICS OF DIFFICULT STOCHASTIC SYSTEM by A. A. Lobaty

“…Expressions for vectors of a pulling down and matrixes of diffusion of subsystems of difficult stochastic system in which the components depending on determined and casual influence of other subsystems of system are considered are analytically received.…”
Get full text

A discrete Stochastic Korovkin theorem by George A. Anastassiou

Subjects: Get full text