The filtering problem for stochastic systems driven by G‐Brownian motion
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DOI: 10.1002/mma.10547
Abstract: This paper studies quasi‐sure exponential of triangular stochastic differential equations driven by G$$ G $$ ‐Brownian motion ( G$$ G $$ ‐SDEs, in short) with the help of the stability of each diagonal subsystems by… read more here.
Keywords: problem stochastic; filtering problem; driven brownian; stochastic systems ... See more keywords
The Cauchy problem for the stochastic generalized Benjamin-Ono equation
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DOI: 10.1007/s11425-019-1620-y
Abstract: The current paper is devoted to the Cauchy problem for the stochastic generalized Benjamin-Ono equation. By establishing the bilinear estimate, trilinear estimates in some Bourgain spaces, we prove that the Cauchy problem for the stochastic… read more here.
Keywords: generalized benjamin; cauchy problem; ono equation; problem stochastic ... See more keywords
The detour problem in a stochastic environment: Tolman revisited
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DOI: 10.1016/j.cogpsych.2017.12.002
Abstract: We designed a grid world task to study human planning and re-planning behavior in an unknown stochastic environment. In our grid world, participants were asked to travel from a random starting point to a random… read more here.
Keywords: stochastic environment; environment tolman; problem stochastic; tolman revisited ... See more keywords
A linear quadratic control problem for the stochastic heat equation driven by Q-Wiener processes
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DOI: 10.1016/j.jmaa.2017.08.052
Abstract: Abstract We consider a control problem for the stochastic heat equation with Neumann boundary condition, where controls and noise terms are defined inside the domain as well as on the boundary. The noise terms are… read more here.
Keywords: control problem; wiener processes; problem stochastic; stochastic heat ... See more keywords
An inverse Cauchy problem of a stochastic hyperbolic equation
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DOI: 10.1088/1361-6420/adbdec
Abstract: In this paper, we investigate an inverse Cauchy problem for a stochastic hyperbolic equation. A Lipschitz type observability estimate is established using a pointwise Carleman identity. By minimizing the constructed Tikhonov-type functional, we obtain a… read more here.
Keywords: problem stochastic; hyperbolic equation; inverse cauchy; problem ... See more keywords
On the Cauchy problem for stochastic parabolic equations in Hölder spaces
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DOI: 10.1090/tran/7533
Abstract: In this paper, we establish a sharp $C^{2+\alpha}$-theory for stochastic partial differential equations of parabolic type in the whole space. read more here.
Keywords: stochastic parabolic; lder spaces; cauchy problem; problem stochastic ... See more keywords
Cauchy Problem for Stochastic Nonlinear Schrödinger Equation with Nonlinear Energy-Critical Damping
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DOI: 10.3390/math12162501
Abstract: We consider the Cauchy problem for the stochastic nonlinear Schrödinger equation augmented by nonlinear energy-critical damping term arising in nonlinear optics and quantum field theory. Through examining the behavior of the momentum and energy functionals,… read more here.
Keywords: problem stochastic; energy; stochastic nonlinear; cauchy problem ... See more keywords