FRACTIONAL STOCHASTIC DIFFERENTIAL EQUATION

We study the strong rate of convergence of the tamed EulerMaruyama
approximation for onedimensional stochastic differential equations
with superlinearly growing drift and H¨older continuous diffusion coef
ficients.

We find upper bounds for the rate of convergence when the EulerMaruyama approximation
is used in order to compute the expectation of nonsmooth functionals of some stochastic
differential equations whose diffusion coefficient is constant, whereas the drift coefficient may
be very irregular. As a bypr[r]

Abstract. This paper studies both nonautonomous stochastic differential
equations and stochastic differential delay equations with Markovian
switching. A new result on almost sure stability of stochastic
differential equations is given. Moreover, we provide new conditions for
tightness and almost su[r]

NUMERICAL SOLUTIONS OF ORDINARY DIFFERENTIAL EQUATIONS NUMERICAL SOLUTIONS OF ORDINARY DIFFERENTIAL EQUATIONS NUMERICAL SOLUTIONS OF ORDINARY DIFFERENTIAL EQUATIONS NUMERICAL SOLUTIONS OF ORDINARY DIFFERENTIAL EQUATIONS NUMERICAL SOLUTIONS OF ORDINARY DIFFERENTIAL EQUATIONS NUMERICAL SOLUTIONS OF OR[r]

Ổn định kích thích nhỏ và ứng dụng trên Phần mềm PSSE.NỘI DUNG CHÍNH PHẦN 21 (small signal stability and application of small signal stability): 1. Transient Stability: a. Time Domain Analysis. b. Step wise Integration of Differential Equations. 2. SmallSignal Stability. a. Frequency Domain An[r]

1f:[J(x)- g(x)]dx .if it has unspecified constants.III. A basic differential equation involving thedependent variable isr(x) = kf(x) or y ' = ky orlYl = kt + e.yIV.A differential equation that is linear in thedependent variable and involves only the first­order derivati[r]

The notions of equivalence and strict equivalence for order one differential
equations of the form f(y
0
, y,z) = 0 are introduced. The more explicit
notion of strict equivalence is applied to examples and questions concerning
autonomous equations and equations having the Painleve property. The ´
or[r]

Abstract. We prove the existence of decay global solutions to a class of fractional
differential inclusions with infinite delays and estimate their decay rate.
For this purpose, we have to construct a suitable regular measure of noncompactness
on the space of solutions and then deploy the fixed poin[r]

We consider a class of stochastic functional differential equations with distributed delays
whose coefficients are superlinear growth and H¨older continuous with respect to the delay components.
We introduce an EulerMaruyama approximation scheme for these equations and study
their strong rate of con[r]

We consider a class of boundary value problem in a separable Banach space E, involving a nonlinear
differential inclusion of fractional order with integral bounday conditions, of the form



D
αu(t) ∈ F(t, u(t), D
α−1u (t)), a.e., t ∈ 0, 1,
I
β u(t)


t=0 = 0, u(1) = R
1
0
u (t) d t,
(1)
where[r]

Các quá trình và hiện tượng trong tự nhiên xảy ra có điều kiện chịu ảnh hưởng của nhiều yếu tố.Bằng cách nghiên cứu các yếu tố gây ra cũng như quan hệ trong các hiện tượng(phenomenonresponse), khoa học đã thành công trong việc đi sâu(penetrating into) vào bản chất(essence) của các hiện tượng và các[r]

(11)This is often called the radial energy equation. Sincedu1 du1 drvr== −= − ,2dθLu dtL dtL(12)where vr the radial velocity, and since the transverse velocity is vθ = r θ˙ = L/r = Lu, it should beclear that the constant on the right side of Equation (11) is just E/L2 , whereE =1 22 vr[r]

BÀI TẬP MÔN HỌC MULTIMEDIA ĐỀ TÀI DIFFERENTIAL CODING

Introduction to AeroelasticityLinearized Small Disturbance EquationA  For unsteady flows, the potential equation includesunsteady terms.A  The Linerized Small Disturbance Equation is givenby:2222(1 − M ∞2 )M∞ ∂ φ1 ∂φ∂φ ∂φ+−2−222 =02a∞ ∂x∂t a∞ ∂t∂x ∂yA  Where, again, the potential repre[r]

TRANG 6 _LEARNING OBJECTIVE 4_ _ILLUSTRATE THE IMPACT OF BUSINESS _ _TRANSACTIONS ON THE ACCOUNTING _ TRANG 7 BUSINESS TRANSACTIONS ON THE ACCOUNTING EQUATION TRANSACTIONS NORMALLY CHANG[r]

[1] D.T.T. Binh, A.P.N. Dinh, N.T. Long, Linear recursive schemes associated
with the nonlinear wave equation involving Bessel’s operator, Math. Comp.
Modelling, 34 (5-6) (2001) 541 – 556.
[2] G.F. Carrier (1945), “On the nonlinear vibrations problem of elastic string”,
Quart. J. Appl. Math. 3,[r]

The Purpose of This Study is
To understand the Growth of Korean Economy since
1990
•Based on two linear stochastic models, which
contrast the institutional changes Korea went
through after the Financial Crisis
•To measure the relative contributions of various
shocks to the growth path of Korea[r]

ABSTRACT. Starting from the Einstein equation in general relativity, we carefully derive
the Einstein constraint equations which specify initial data for the Cauchy problem for
the Einstein equation. Then we show how to use the conformal method to study these
constraint equations.