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1. A SIR epidemic model on a refining spatial grid II-central limit theorem NSTL国家科技图书文献中心

Gallouet, Thierry |  Pardoux, Etienne... -  《Stochastic Partial Differential Equations》 - 2025,13(1) - 146~179 - 共34页

摘要: differential equation and the stochastic one by a space-time | , which is the mild solution of a stochastic partial |  differential equation. | A stochastic SIR epidemic model taking into |  constructed. The deterministic model is given by a partial
关键词: Spatial model |  Deterministic |  Stochastic |  Stochastic partial differential equation |  Central limit theorem

2. Well-Posedness of the generalised Dean-Kawasaki Equation with correlated noise on bounded domains NSTL国家科技图书文献中心

Popat, Shyam -  《Stochastic Processes and Their Applications》 - 2025,179 - 共32页

摘要: stochastic kinetic solutions introduced in Fehrman and Gess |  (2024) to establish the well-posedness of stochastic | In this paper, we extend the notion of |  kinetic solutions of generalised Dean- Kawasaki |  equations with correlated noise on bounded, C2 2-domains
关键词: Stochastic partial differential equation |  Dean-Kawasaki equation |  Dirichlet boundary conditions

3. Well-posedness and stability of a stochastic neural field in the form of a partial differential equation NSTL国家科技图书文献中心

Carrillo, Jose A. |  Roux, Pierre... -  《Journal de Mathematiques Pures et Appliquees》 - 2025,193 - 共53页 - 被引量:2

摘要:A system of partial differential equations |  representing stochastic neural fields was recently proposed | . The system was rigorously derived from a stochastic |  with the aim of modelling the activity of noisy grid |  cells when a mammal travels through physical space
关键词: PDE models in neuroscience |  Parabolic PDEs |  Well-posedness |  Grid cells

4. Pathwise uniqueness for singular stochastic Volterra equations with Hölder coefficients NSTL国家科技图书文献中心

Proemel, David J. |  Scheffels, David -  《Stochastic Partial Differential Equations》 - 2025,13(1) - 308~366 - 共59页

摘要: of one-dimensional stochastic Volterra equations |  obtained for this class of stochastic Volterra equations. | Pathwise uniqueness is established for a class |  driven by Brownian motion with singular kernels and H |  & ouml;lder continuous diffusion coefficients
关键词: Stochastic Volterra equation |  Stochastic partial differential equation |  Singular kernel |  Strong solution |  Pathwise uniqueness |  Yamada-Watanabe theorem

5. Probabilistic Limiting Behavior of Stochastic Inertial Manifolds for a Class of SPDEs NSTL国家科技图书文献中心

Zhao, Junyilang |  Shen, Jun -  《Bulletin of the Malaysian Mathematical Sciences Society》 - 2025,48(2) - 共35页

摘要:In this paper, we study a class of partial |  differential equations subjected to an additive stationary | . Then we establish for both systems the stochastic | . We also show that solutions and the stochastic |  noise, which is known as a pathwise approximation
关键词: Stationary approximation |  Stochastic partial differential equation |  Additive noise |  Stochastic inertial manifold

6. L p -solvability and Holder regularity for stochastic time fractional Burgers' equations driven by multiplicative space-time white noise NSTL国家科技图书文献中心

Han, Beom-Seok -  《Stochastic Partial Differential Equations》 - 2025,13(1) - 26~79 - 共54页

摘要: stochastic time fractional Burgers' equations driven by |  tilde (-i)uu(x)i+partial derivative(beta)(t)integral(t |  operators partial derivative(alpha)(t) and partial | This paper establishes L-p-solvability for |  multiplicative space-time white noise:partial derivative(alpha
关键词: Stochastic partial differential equation |  Time fractional derivative |  Stochastic Burgers' equation |  Time fractional Burgers' equation |  Space-time white noise |  Holder regularity

7. A note on invariant manifolds for stochastic partial differential equations in the framework of the variational approach NSTL国家科技图书文献中心

Bhaskaran, Rajeev |  Tappe, Stefan -  《Statistics & Probability Letters》 - 2025,217 - 共9页

摘要: to stochastic partial differential equations (SPDEs | In this note we provide conditions for local |  invariance of finite dimensional submanifolds for solutions | ) in the framework of the variational approach. For |  this purpose, we provide a connection to SPDEs in
关键词: Stochastic partial differential equation |  Variational approach |  Continuously embedded Banach spaces |  Gelfand triplet |  Invariant manifold |  Vector field

8. Mean-Field Partial Information Non-zero Sum Stochastic Differential Games NSTL国家科技图书文献中心

Nie, Tianyang |  Yan, Ke -  《Applied mathematics and optimization》 - 2025,91(2) - 共49页

摘要: partial information non-zero sum stochastic differential |  stochastic differential equation (SDE) depending on the |  coefficients of the state equation. We establish a necessary | In this paper, we study a general mean-field |  game, in which the dynamic of state is described by a
关键词: Stochastic maximum principle |  Mean-field |  Non-zero sum stochastic differential games |  Backward stochastic differential equation |  Partial information

9. Linear-quadratic mean-field game for stochastic systems with partial observation NSTL国家科技图书文献中心

Li, Min |  Li, Na... -  《Automatica》 - 2025,171 - 共13页 - 被引量:1

摘要: stochastic differential equation driven by the individual |  differential equation with the conditional expectation. The | -quadratic stochastic large-population problems with |  partial information, where the individual agent only has |  form through a forward- backward stochastic
关键词: Linear-quadratic mean-field game |  Partial information |  Forward-backward stochastic differential |  equation |  Optimal filtering |  epsilon-Nash equilibrium

10. Stochastic Partial Differential Equations and Invariant Manifolds in Embedded Hilbert Spaces NSTL国家科技图书文献中心

Rajeev,Bhaskaran |  Stefan,Tappe -  《Potential analysis》 - 2025,62(1) - 189~236 - 共48页

摘要: submanifolds for solutions of stochastic partial differential |  conditions for stochastic invariance of finite dimensional |  provides a new method for analyzing stochastic invariance | Abstract We provide necessary and sufficient |  equations (SPDEs) in continuously embedded Hilbert spaces
关键词: Stochastic partial differential equation |  Continuously embedded Hilbert spaces |  Invariant manifold |  Finite dimensional diffusion |  Multi-parameter group |  Hermite Sobolev space |  Translation invariant solution |  60H15 |  60H10 |  60G17
检索条件Stochastic partial differential equation

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