Among the topics are on class of Schr|dinger operators exhibiting spectral transition, an example of a periodic Neumann waveguide with a gap in its spectrum, an adiabatic theorem for a class of stochastic differential
equations on a Hilbert space, a mathematical model of electron-phonon interaction for small wave numbers close to zero, and the boundedess and compactness of weighted Green operators of second-order elliptic operators.
When the fast processes of a continuous system are modeled by white noise--as is common for physical applications--the resulting stochastic model converges to a Stratonovich stochastic differential
equation (Wong and Zakai 1965; Papanicolaou and Kohler 1974; Gardiner 1985; Penland 2003a,b).
Objective: Some of the most important and exciting challenges of our information age have led to the development of novel statistical methodology and algorithms that are designed to deal with inference settings involving high-dimensionality, graphical and network structures, inverse problems, big data, stochastic differential
equations, diffusion processes, cosmic microwave background maps, brain tomography etc.
It is well known that Stochastic differential
equations of Ito type generate linear diffusion.
Pan, "A stochastic differential
equation SIS epidemic model," SIAM Journal on Applied Mathematics, vol.
A possibility in studying stochastic differential
equations is to make use of the theory of Colombeau-type generalized functions spaces to overcome the multiplication problem in distribution space.
Yuan, "Stabilization and destabilization of hybrid systems of stochastic differential
equations," Automatica, vol.
Smith, "Evaluating methods for approximating stochastic differential
equations," Journal of Mathematical Psychology, vol.
Compared with the existing algorithms, in this paper, a stochastic differential
game based load balancing algorithm is introduced to ROF based 5G networks to automatically control traffic load among cells.
Consider the stochastic differential
equations in the sense of Stratonovich:
equations (SDE) approach finds its place in many fields of the engineering when stochastic changes in physical systems should be taken into account , .
Among the topics are option pricing in a nutshell, examples of nonlinear problems in finance, backward stochastic differential
equations, calibrating local correlation models to market smiles, and marked branching diffusions.