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Existence and exponential stability in pth moment of non-autonomous stochastic integro-differential equations 非自治随机积分微分方程 pth 矩的存在性和指数稳定性
Pub Date : 2024-08-07 DOI: 10.1080/17442508.2024.2387092
Papa Ali Thiam, Mamadou Abdoul Diop, Ramkumar Kasinathan, Ravikumar Kasinathan
This study is concerned with the existence and exponential stability of solutions of non-autonomous neutral stochastic integro-differential equations with delay; the linear part of this equation is...
本研究关注有延迟的非自治中性随机积分微分方程解的存在性和指数稳定性;该方程的线性部分是...
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引用次数: 0
Characterization and analysis of generalized grey incomplete gamma noise 广义灰色不完全伽马噪声的特征和分析
Pub Date : 2024-07-30 DOI: 10.1080/17442508.2024.2383619
W. Bock, Lorenzo Cristofaro
The grey incomplete gamma distributions was established by one of the authors in a previous publication. In this article we use the Kondratiev characterization theorem to identify those via a suita...
灰色不完全伽马分布是由作者之一在以前的出版物中建立的。在本文中,我们利用康德拉季耶夫特性定理,通过一个suita...
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引用次数: 0
The set of intersections of several independent Brownian motions on Carnot group 卡诺群上几个独立布朗运动的交集集
Pub Date : 2024-06-23 DOI: 10.1080/17442508.2024.2365923
Oleksii Rudenko
In this paper the existence of intersections for functions of several Brownian motions on the Carnot group is studied. A condition is presented for the existence of such intersections with Probabil...
本文研究了卡诺群上几个布朗运动的函数是否存在交集。本文提出了存在这种交集的条件,其概率为...
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引用次数: 0
Weyl almost periodic solutions in distribution to a mean-field stochastic differential equation driven by fractional Brownian motion 由分数布朗运动驱动的均场随机微分方程的韦尔几乎周期分布解
Pub Date : 2024-06-12 DOI: 10.1080/17442508.2024.2365215
Yongkun Li, Bing Li
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引用次数: 0
Large deviation principles and Malliavin derivative for mean reflected stochastic differential equations 均值反映随机微分方程的大偏差原理和马利亚文导数
Pub Date : 2024-06-10 DOI: 10.1080/17442508.2024.2365216
Ping Chen, Jianliang Zhai
In this paper, we consider a class of reflected stochastic differential equations for which the constraint is not on the paths of the solution but on its law. We establish a small noise large devia...
在本文中,我们考虑了一类反射随机微分方程,其约束条件不是解的路径,而是其规律。我们建立了一个小噪声大偏差随机微分方程。
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引用次数: 0
Discounted nonzero-sum optimal stopping games under Poisson random intervention times 泊松随机干预时间下的贴现非零和最优停止博弈
Pub Date : 2024-06-04 DOI: 10.1080/17442508.2024.2360941
P. Gapeev
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引用次数: 0
A closed-measure approach to stochastic approximation 随机逼近的封闭测量方法
Pub Date : 2024-05-29 DOI: 10.1080/17442508.2024.2353278
Pascal Bianchi, Rodolfo Rios-Zertuche
This paper introduces a new method to tackle the issue of the almost sure convergence of stochastic approximation algorithms defined from a differential inclusion. Under the assumption of slowly de...
本文介绍了一种新方法,用于解决由微分包容定义的随机逼近算法几乎肯定收敛的问题。在缓慢收敛的假定条件下,算法的...
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引用次数: 0
On consistency for wavelet estimator of regression function based on biased samples under extended negatively dependence 论扩展负相关条件下基于偏差样本的回归函数小波估计器的一致性
Pub Date : 2024-05-21 DOI: 10.1080/17442508.2024.2356181
Yuncai Yu, Lin Liu
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引用次数: 0
Uniform asymptotics for a risk model with constant force of interest and a random number of delayed claims 具有恒定利益力和随机延迟索赔次数的风险模型的均匀渐近论
Pub Date : 2024-05-16 DOI: 10.1080/17442508.2024.2353869
Xijun Liu, Qingwu Gao, Yiyang Chen
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引用次数: 0
Solvability and optimal control for second-order stochastic differential systems under the influence of delay and impulses 延迟和脉冲影响下二阶随机微分系统的可解性和最优控制
Pub Date : 2024-05-16 DOI: 10.1080/17442508.2024.2352072
Ravikumar Kasinathan, Ramkumar Kasinathan, Varshini Sandrasekaran, Rajesh Dhayal
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引用次数: 0
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Stochastics
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