STOCHASTIC DIFFERENTIAL EQUATION FOR WHITE NOISE FUNCTIONALS

Journal of the Chungcheng Mathematical Society ◽

10.14403/jcms.2016.29.2.337 ◽

2016 ◽

Vol 29 (2) ◽

pp. 337-346

Author(s):

Un Cig Ji

Keyword(s):

Differential Equation ◽

Stochastic Differential Equation ◽

White Noise ◽

White Noise Functionals

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Stochastic electrodynamics: Example of a nonlinear stochastic differential equation with a non white noise stochastic force

Stochastic Processes in Nonequilibrium Systems - Lecture Notes in Physics ◽

10.1007/bfb0016729 ◽

2005 ◽

pp. 340-341

Author(s):

P. Claverie

Keyword(s):

Differential Equation ◽

Stochastic Differential Equation ◽

White Noise ◽

Stochastic Electrodynamics ◽

Stochastic Force ◽

Nonlinear Stochastic Differential Equation

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A RESPONSE ANALYSIS OF LINEAR VIBRATING SYSTEMS TO GAUSSIAN WHITE NOISE EXCITATION BY THE STOCHASTIC DIFFERENTIAL EQUATION II

Transactions of the Architectural Institute of Japan ◽

10.3130/aijsaxx.310.0_53 ◽

1981 ◽

Vol 310 (0) ◽

pp. 53-60

Author(s):

Seiichi Tasaka ◽

Osamu Matsuoka

Keyword(s):

Differential Equation ◽

Stochastic Differential Equation ◽

White Noise ◽

Gaussian White Noise ◽

Response Analysis ◽

White Noise Excitation ◽

Vibrating Systems

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A RESPONSE ANALYSIS OF LINEAR VIBRATING SYSTEMS TO GAUSSIAN WHITE NOISE EXCITATION BY THE STOCHASTIC DIFFERENTIAL EQUATION I

Transactions of the Architectural Institute of Japan ◽

10.3130/aijsaxx.302.0_13 ◽

1981 ◽

Vol 302 (0) ◽

pp. 13-20

Author(s):

SEIICHI TASAKA ◽

OSAMU MATSUOKA

Keyword(s):

Differential Equation ◽

Stochastic Differential Equation ◽

White Noise ◽

Gaussian White Noise ◽

Response Analysis ◽

White Noise Excitation ◽

Vibrating Systems

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Strong convergence of a Euler-Maruyama scheme to a variable-order fractional stochastic differential equation driven by a multiplicative white noise

Chaos Solitons & Fractals ◽

10.1016/j.chaos.2020.110392 ◽

2020 ◽

pp. 110392

Author(s):

Zhiwei Yang ◽

Xiangcheng Zheng ◽

Zhongqiang Zhang ◽

Hong Wang

Keyword(s):

Differential Equation ◽

Stochastic Differential Equation ◽

Strong Convergence ◽

White Noise ◽

Variable Order ◽

Multiplicative White Noise

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Approximate controllability of a second-order neutral stochastic differential equation with state-dependent delay

Nonlinear Analysis Modelling and Control ◽

10.15388/na.2016.6.2 ◽

2016 ◽

Vol 21 (6) ◽

pp. 751-769 ◽

Cited By ~ 7

Author(s):

Sanjukta Das ◽

◽

Dwijendra N. Pandey ◽

Nagarajan Sukavanam ◽

◽

...

Keyword(s):

Differential Equation ◽

Stochastic Differential Equation ◽

Approximate Controllability ◽

Second Order ◽

State Dependent ◽

State Dependent Delay

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Absolute Stability in Mean-Square of the Lourie-Ito-Skorokhod Stochastic Differential Equation

Journal of Automation and Information Sciences ◽

10.1615/jautomatinfscien.v40.i7.10 ◽

2008 ◽

Vol 40 (7) ◽

pp. 1-8

Author(s):

Andrey Ya. Dovgun ◽

Lyubov I. Yasinskaya

Keyword(s):

Differential Equation ◽

Stochastic Differential Equation ◽

Absolute Stability ◽

Mean Square ◽

Stability In Mean Square

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Application of Aboodh Transform to the Solution of Stochastic Differential Equation

Journal of Advanced Research in Applied Mathematics and Statistics ◽

10.24321/2455.7021.201802 ◽

2018 ◽

Vol 03 (04) ◽

pp. 12-18

Author(s):

Bright Okore Osu ◽

Keyword(s):

Differential Equation ◽

Stochastic Differential Equation

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Gaussian process enhanced semi-automatic approximate Bayesian computation: parameter inference in a stochastic differential equation system for chemotaxis

Journal of Computational Physics ◽

10.1016/j.jcp.2020.109999 ◽

2020 ◽

pp. 109999

Author(s):

Agnieszka Borowska ◽

Diana Giurghita ◽

Dirk Husmeier

Keyword(s):

Differential Equation ◽

Stochastic Differential Equation ◽

Gaussian Process ◽

Approximate Bayesian Computation ◽

Equation System ◽

Bayesian Computation ◽

Differential Equation System ◽

Parameter Inference ◽

Approximate Bayesian

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On the backward stochastic differential equation with generator f(y)|z|2

Journal of Mathematical Analysis and Applications ◽

10.1016/j.jmaa.2021.125102 ◽

2021 ◽

Vol 500 (1) ◽

pp. 125102

Author(s):

Shiqiu Zheng ◽

Lidong Zhang ◽

Lichao Feng

Keyword(s):

Differential Equation ◽

Stochastic Differential Equation ◽

Backward Stochastic Differential Equation

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On Approximate Large Deviations for 1D Diffusion

Georgian Mathematical Journal ◽

10.1515/gmj.2003.381 ◽

2003 ◽

Vol 10 (2) ◽

pp. 381-399

Author(s):

A. Yu. Veretennikov

Keyword(s):

Differential Equation ◽

Exact Solution ◽

Large Deviations ◽

Stochastic Differential Equation ◽

Approximation Scheme ◽

Sufficient Conditions ◽

Rate Function ◽

Euler Approximation ◽

One Dimensional

Abstract We establish sufficient conditions under which the rate function for the Euler approximation scheme for a solution of a one-dimensional stochastic differential equation on the torus is close to that for an exact solution of this equation.

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