Mild solution of the heat equation with a general stochastic measure

Vadym Radchenko

Displaying similar documents to “Mild solution of the heat equation with a general stochastic measure”

Stochastic Taylor expansions and heat kernel asymptotics

Fabrice Baudoin (2012)

ESAIM: Probability and Statistics

Similarity:

These notes focus on the applications of the stochastic Taylor expansion of solutions of stochastic differential equations to the study of heat kernels in small times. As an illustration of these methods we provide a new heat kernel proof of the Chern–Gauss–Bonnet theorem.

A Basic Course on General Stochastic Integration

M. Métivier, J. Pellaumail (1977)

Publications mathématiques et informatique de Rennes

Similarity:

Cylindrical Stochastic Integral

M. Métivier, J. Pellaumail (1976)

Publications mathématiques et informatique de Rennes

Similarity:

Consistency of minimizers and the SLLN for stochastic programs.

Artstein, Zvi, Wets, Roger J.B. (1995)

Journal of Convex Analysis

Similarity:

On the General Stochastic Epidemic

J. Gani (1966-1967)

Publications mathématiques et informatique de Rennes

Similarity:

Stochastic analysis of a three unit standby system.

Sridharan, V., Kalyani, T.V. (2005)

APPS. Applied Sciences

Similarity:

Stochastic differential inclusions

Michał Kisielewicz (1997)

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

Similarity:

The definition and some existence theorems for stochastic differential inclusions depending only on selections theorems are given.

The stochastic limit in the analysis of some modified open BCS models

Fabio Bagarello (2006)

Banach Center Publications

Similarity:

Semimartingale measure in the investigation of Stratonovich-type stochastic integrals and inclusions

Joachim Syga (2015)

Discussiones Mathematicae Probability and Statistics

Similarity:

A random measure associated to a semimartingale is introduced. We use it to investigate properties of several types of stochastic integrals and properties of the solution set of Stratonovich-type stochastic inclusion.

Stochastic finite element technique for stochastic one-dimensional time-dependent differential equations with random coefficients.

Saleh, M.M., El-Kalla, I.L., Ehab, M.M. (2007)

Differential Equations & Nonlinear Mechanics

Similarity:

On a stochastic SIR model

Elisabetta Tornatore, Stefania Maria Buccellato (2007)

Applicationes Mathematicae

Similarity:

We consider a stochastic SIR system and we prove the existence, uniqueness and positivity of solution. Moreover the existence of an invariant measure under a suitable condition on the coefficients is studied.

Stochastic differential inclusions

Michał Kisielewicz (1999)

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

Similarity:

The definition and some existence theorems for stochastic differential inclusion dZₜ ∈ F(Zₜ)dXₜ, where F and X are set valued stochastic processes, are given.

Some maximum principles for stochastic equations

Ivo Vrkoč (1969)

Czechoslovak Mathematical Journal

Similarity:

Transforming stochastic matrices for stochastic comparison with the st-order

Tuğrul Dayar, Jean-Michel Fourneau, Nihal Pekergin (2010)

RAIRO - Operations Research

Similarity:

We present a transformation for stochastic matrices and analyze the effects of using it in stochastic comparison with the strong stochastic (st) order. We show that unless the given stochastic matrix is row diagonally dominant, the transformed matrix provides better st bounds on the steady state probability distribution.