WebMar 28, 2024 · However, Mohammed et al. [ 46] have attained the analytical solutions of stochastic Burgers’ equation ( 1 ), with , derived by multiplicative noise in the Stratonovich sense. Our objectives in this paper are to find the stochastic fractional-space solutions of SFSBs’E (1) and discuss how the stochastic term affects these solutions. WebAbstract. In this paper, we study a class of stochastic differential equations with additive noise that contains a fractional Brownian motion (fBM) and a Poisson point process of class (QL). The differential equation of this kind is motivated by the reserve processes in a general insurance model, in which the long term dependence between the ...
Existence and Stability Results for Second-Order Stochastic Equations ...
WebMay 11, 2024 · Nowadays, stochastic differential equations are widely used to simulate various problems in scientific fields and the real world applications, such as electrical … WebSep 19, 2013 · The existence and stability of second-order stochastic differential equations driven by a fractional Brownian motion has been examined by Revathi et al. [17] Recently, Boudaoui et al. [18] and Ren ... haystack ranch
Numerical methods for simulation of stochastic differential equations ...
WebFractional Stochastic Differential Equations Satisfying... 319 Langevin equation yields a model with a power-law kernel for subdiffusion and the results had excellent agreement … WebAbstract. In this paper, we introduce a class of stochastic partial differential equations (SPDEs) with fractional time-derivatives, and study the L2 -theory of the equations. … WebAug 11, 2024 · This paper is devoted to the study of an averaging principle for fractional stochastic differential equations in R n with Lévy motion, using an integral transform … haystack rapper weight loss