On a fractional impulsive partial stochastic integro-differential equation with state-dependent delay and optimal controls

JOURNAL ARTICLE published 16 November 2016 in Stochastics

Research funded by the National Natural Science Foundation of China (11461019) | the President Fund of Scientific Research Innovation and Application of Hexi University (xz2013-10)

Authors: Zuomao Yan | Xiumei Jia

Optimal controls problems for some impulsive stochastic integro-differential equations with state-dependent delay

JOURNAL ARTICLE published 17 November 2022 in Stochastics

Research funded by CEA-MITIC (2021)

Authors: Amadou Diop | Mamadou Abdoul Diop | Khalil Ezzinbi | Paul dit Akouni Guindo

Solvability and optimal controls of non-instantaneous impulsive stochastic fractional differential equation of order q ∈ (1,2)

JOURNAL ARTICLE published 4 July 2021 in Stochastics

Authors: Rajesh Dhayal | Muslim Malik | Syed Abbas

Exponential stability of impulsive fractional neutral stochastic integro-differential equations with nonlocal conditions

JOURNAL ARTICLE published 3 October 2023 in Stochastics

Authors: K. Dhanalakshmi | P. Balasubramaniam

Integro-differential equations associated with optimal stopping time of a piecewise-deterministic process

JOURNAL ARTICLE published October 1985 in Stochastics

Authors: Suzanne Lenhart | Yu-Chung Liaot

Optimal portfolio selection with consumption and nonlinear integro-differential equations with gradient constraint: A viscosity solution approach

JOURNAL ARTICLE published July 2001 in Finance and Stochastics

Authors: Fred Espen Benth | Kenneth Hvistendahl Karlsen | Kristin Reikvam

Existence of optimal controls for partially observed diffusions

JOURNAL ARTICLE published January 1983 in Stochastics

Authors: Vivek S. Borkar

Stepanov-like pseudo almost periodicity in distribution and optimal control to impulsive partial stochastic differential equations

JOURNAL ARTICLE published 3 April 2021 in Stochastics

Research funded by National Natural Science Foundation of China (11461019)

Authors: Zuomao Yan | Fangxia Lu

SOLVING A NONLINEAR PSEUDO-DIFFERENTIAL EQUATION OF BURGERS TYPE

JOURNAL ARTICLE published December 2008 in Stochastics and Dynamics

Authors: NIELS JACOB | ALEXANDER POTRYKUS | JIANG-LUN WU

On a high-dimensional nonlinear stochastic partial differential equation

JOURNAL ARTICLE published 2 November 2014 in Stochastics

Authors: Lahcen Boulanba | Mohamed Mellouk

On the existence of strict optimal controls for constrained, controlled Markov processes in continuous time

JOURNAL ARTICLE published February 2012 in Stochastics

Authors: Francois Dufour | Richard H. Stockbridge

On numerical solution of stochastic partial differential equations of elliptic type

JOURNAL ARTICLE published August 2006 in Stochastics

Authors: István Gyöngy | Teresa Martínez

Asymptotic stability and continuity of nonlinear hybrid stochastic differential equation with randomly occurring delay

JOURNAL ARTICLE published 17 February 2022 in Stochastics

Research funded by Natural Science Foundation of Heilongjiang Province of China (A2018007) | National Natural Science Foundation of China (12071102, 61673141)

Authors: Ning Yang | Dongyan Chen | Jun Hu | Zhiyang Zhang | Pengfei Zhao

Elementary Pathwise Methods for Nonlinear Parabolic and Transport Type Stochastic Partial Differential Equations with Fractal Noise

BOOK CHAPTER published 2014 in Modern Stochastics and Applications

Authors: Michael Hinz | Elena Issoglio | Martina Zähle

Randomized Sharkovsky-type theorems and their application to random impulsive differential equations and inclusions on tori

JOURNAL ARTICLE published October 2019 in Stochastics and Dynamics

Authors: Jan Andres

On the differential equation satisfied by the random measure density of a jump-type Fleming–Viot process

JOURNAL ARTICLE published 2 January 2015 in Stochastics

Authors: Telles Timóteo da Silva | Marcelo Dutra Fragoso

Probabilistic solutions to nonlinear fractional differential equations of generalized Caputo and Riemann–Liouville type

JOURNAL ARTICLE published 17 February 2018 in Stochastics

Authors: M. E. Hernández-Hernández | V. N. Kolokoltsov

Probabilistic Counterparts of Nonlinear Parabolic Partial Differential Equation Systems

BOOK CHAPTER published 2014 in Modern Stochastics and Applications

Authors: Yana I. Belopolskaya

On a nonlinear stochastic pseudo-differential equation driven by fractional noise

JOURNAL ARTICLE published February 2018 in Stochastics and Dynamics

Research funded by NNSFC (11401313) | NNSFC (11171062) | Innovation Program of Shanghai Municipal Education Commission (12ZZ063) | Natural Science Foundation of Jiangsu Province (BK20161579) | China Postdoctoral Science Foundation (2015T80475,2014M560368)

Authors: Junfeng Liu | Litan Yan

Variations of the solution to a fourth order time-fractional stochastic partial integro-differential equation

JOURNAL ARTICLE published June 2022 in Stochastics and Partial Differential Equations: Analysis and Computations

Authors: Wensheng Wang