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Stochastic time-optimal control for time-fractional Ginzburg-Landau equation with mixed fractional Brownian motion

期刊: STOCHASTIC ANALYSIS AND APPLICATIONS, ; ()

A theoretical approach for solving time-fractional stochastic Ginzburg-Landau equation with mixed fractional Brownian motion in Hilbert space is elabo......

LaSalle-type theorems for stochastic functional differential equations with Markovian switching

期刊: STOCHASTIC ANALYSIS AND APPLICATIONS, ; ()

In this article, we establish the LaSalle-type theorem for stochastic functional differential equations with Markovian switching (SFDEwMSs) under much......

Dynamics of a stochastic tuberculosis transmission model with treatment at home

期刊: STOCHASTIC ANALYSIS AND APPLICATIONS, 2020; 38 (6)

In this paper, we consider a stochastic tuberculosis model with two kinds of treatments, that is, treatment at home and treatment in hospital. Firstly......

Locally robust random attractors in stochastic non-autonomous magneto-hydrodynamics

期刊: STOCHASTIC ANALYSIS AND APPLICATIONS, 2020; 38 (6)

We study the locally uniform convergence from a family of pullback random attractors to a deterministic attractor. We establish criteria by using join......

The second-order parabolic PDEs with singular coefficients and applications

期刊: STOCHASTIC ANALYSIS AND APPLICATIONS, 2020; 38 (6)

The goal of this paper is to establish the Lipschitz and W-2,W-infinity estimates for a second-order parabolic PDE partial derivative(t)u(t, x) = 1/2 ......

Optimal time-consistent reinsurance strategies for mean-variance insurers under thinning dependence structure

期刊: STOCHASTIC ANALYSIS AND APPLICATIONS, 2020; 39 (2)

This paper considers an optimal time-consistent proportional reinsurance problem with constraints on the strategies under the mean-variance criterion ......

Weak convergence of SFDEs driven by fractional Brownian motion with irregular coefficients

期刊: STOCHASTIC ANALYSIS AND APPLICATIONS, 2020; 39 (2)

In this paper, by using Girsanov's transformation and the property of the corresponding reference stochastic differential equations, we investigate we......

Dynamical behavior of a stochastic predator-prey model with stage structure for prey

期刊: STOCHASTIC ANALYSIS AND APPLICATIONS, 2020; 38 (4)

In the present paper, we focus on a stochastic predator-prey model with stage structure for prey. Firstly, by using the stochastic Lyapunov function m......

Harnack and super poincare inequalities for generalized Cox-Ingersoll-Ross model

期刊: STOCHASTIC ANALYSIS AND APPLICATIONS, 2020; 38 (4)

In this paper, Wang's Harnack inequalities and super Poincare inequality for generalized Cox-Ingersoll-Ross model are obtained. Since the noise is deg......

Dynamics of a multigroup SIQS epidemic model under regime switching

期刊: STOCHASTIC ANALYSIS AND APPLICATIONS, 2020; 38 (5)

In this paper, we study the dynamical behavior of a multigroup SIQS epidemic model, which is formulated as a piecewise deterministic Markov process. S......

Dynamical behavior of stochastic predator-prey models with distributed delay and general functional response

期刊: STOCHASTIC ANALYSIS AND APPLICATIONS, 0; ()

In this article, we study two stochastic predator-prey models with distributed delay and general functional response. For the nonautonomous periodic c......

Stochastic semi-linear degenerate parabolic model with multiplicative noise and deterministic non-autonomous forcing

期刊: STOCHASTIC ANALYSIS AND APPLICATIONS, 2019; 37 (1)

In this article, we study the dynamics of the stochastic semi-linear degenerate parabolic equations with multiplicative noise and deterministic non-au......

JIF:0.88

Martingale representation theorem for G-Brownian motion

期刊: STOCHASTIC ANALYSIS AND APPLICATIONS, 2019; 37 (1)

This paper firstly discuss some related properties for a type of G-function by introducing a G-Brownian motion martingale. And a martingale representa......

JIF:0.88

Almost automorphic solutions for mean-field stochastic differential equations driven by fractional Brownian motion

期刊: STOCHASTIC ANALYSIS AND APPLICATIONS, 2019; 37 (1)

This paper concerns a class of mean field stochastic differential equations driven by fractional Brownian motion with Hurst parameter . The existence ......

JIF:0.88

Time fractional and space nonlocal stochastic nonlinear Schrodinger equation driven by Gaussian white noise

期刊: STOCHASTIC ANALYSIS AND APPLICATIONS, 2019; 37 (2)

We present the time-spatial regularity of the nonlocal stochastic convolution for Caputo-type time fractional nonlocal Ornstein-Ulenbeck equations by ......

JIF:0.88

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