Équations aux dérivées partielles stochastiques de type monotone
Équations aux dérivées partielles stochastiques : formulation faible
Équations de structure des martingales et probabilités quantiques
Équations de structure pour des martingales vectorielles
Équations différentielles stochastiques
Équations différentielles stochastiques. La méthode de Métivier-Pellaumail
Équations différentielles stochastiques linéaires : la méthode de variation des constantes
Équations différentielles stochastiques lipschitziennes
Équations différentielles stochastiques lipschitziennes : étude de la stabilité
Équations différentielles stochastiques multivoques
Équations différentielles stochastiques multivoques unidimensionnelles
Équations différentielles stochastiques rétrogrades : le cas localement lipschitzien
Equations in differentials in the algebra of generalized stochastic processes
We consider an ordinary or stochastic nonlinear equation with generalized coefficients as an equation in differentials in the algebra of new generalized functions in the sense of [8]. Consequently, the solution of such an equation is a new generalized function. We formulate conditions under which the solution of a given equation in the algebra of new generalized functions is associated with an ordinary function or process. Moreover the class of all possible associated functions and processes is...
Équations stochastiques à coefficients analytiques et séries de Taylor stochastiques
Equazione stocastica di dinamica di popolazioni di tipo preda-predatore
Si considera l'equazione stocastica che modellizza la dinamica di popolazioni di due specie di tipo preda-predatore sotto perturbazioni stocastiche. Si dimostrano in primo luogo l'esistenza e l'unicità della soluzione dell'equazione; per questo è essenziale introdurre una funzione ausiliaria con cui si costruiscono soluzioni approssimate. Si dimostra inoltre che, se non sono presenti perturbazioni stocastiche dovute alla stocasticità demografica, ma solo perturbazioni stocastiche rappresentanti...
Equazioni stocastiche di un gas viscoso
Equivalence and Hölder-Sobolev regularity of solutions for a class of non-autonomous stochastic partial differential equations
Equivalent cost functionals and stochastic linear quadratic optimal control problems
This paper is concerned with the stochastic linear quadratic optimal control problems (LQ problems, for short) for which the coefficients are allowed to be random and the cost functionals are allowed to have negative weights on the square of control variables. We propose a new method, the equivalent cost functional method, to deal with the LQ problems. Comparing to the classical methods, the new method is simple, flexible and non-abstract. The new method can also be applied to deal with nonlinear...
Ergodic behaviour of stochastic parabolic equations
The ergodic behaviour of homogeneous strong Feller irreducible Markov processes in Banach spaces is studied; in particular, existence and uniqueness of finite and -finite invariant measures are considered. The results obtained are applied to solutions of stochastic parabolic equations.
Ergodic control of linear stochastic equations in a Hilbert space with fractional Brownian motion
A linear-quadratic control problem with an infinite time horizon for some infinite dimensional controlled stochastic differential equations driven by a fractional Brownian motion is formulated and solved. The feedback form of the optimal control and the optimal cost are given explicitly. The optimal control is the sum of the well known linear feedback control for the associated infinite dimensional deterministic linear-quadratic control problem and a suitable prediction of the adjoint optimal system...