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Random Operators and Stochastic Equations最新文献

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Controllability of impulsive neutral stochastic integro-differential systems driven by a Rosenblatt process with unbounded delay 具有无界时滞的Rosenblatt过程驱动的脉冲中立型随机积分微分系统的可控性
IF 0.4
Random Operators and Stochastic Equations Pub Date : 2021-09-25 DOI: 10.1515/rose-2021-2063
Youssef Benkabdi, E. Lakhel
{"title":"Controllability of impulsive neutral stochastic integro-differential systems driven by a Rosenblatt process with unbounded delay","authors":"Youssef Benkabdi, E. Lakhel","doi":"10.1515/rose-2021-2063","DOIUrl":"https://doi.org/10.1515/rose-2021-2063","url":null,"abstract":"Abstract In this paper, the controllability of a class of impulsive neutral stochastic integro-differential systems with infinite delay driven by Rosenblatt process in a separable Hilbert space is studied. The controllability result is obtained by using stochastic analysis and a fixed-point strategy. A practical example is provided to illustrate the viability of the abstract result of this work.","PeriodicalId":43421,"journal":{"name":"Random Operators and Stochastic Equations","volume":" ","pages":""},"PeriodicalIF":0.4,"publicationDate":"2021-09-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45449721","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
A mechanical model of Brownian motion for one massive particle including low energy light particles in dimension d ≥ 3 d≥3的一个包含低能轻粒子的大质量粒子的布朗运动力学模型
IF 0.4
Random Operators and Stochastic Equations Pub Date : 2021-07-31 DOI: 10.1515/rose-2021-2062
Song Liang
{"title":"A mechanical model of Brownian motion for one massive particle including low energy light particles in dimension d ≥ 3","authors":"Song Liang","doi":"10.1515/rose-2021-2062","DOIUrl":"https://doi.org/10.1515/rose-2021-2062","url":null,"abstract":"Abstract We provide a connection between Brownian motion and a classical Newton mechanical system in dimension d ≥ 3 {dgeq 3} . This paper is an extension of [S. Liang, A mechanical model of Brownian motion for one massive particle including slow light particles, J. Stat. Phys. 170 2018, 2, 286–350]. Precisely, we consider a system of one massive particle interacting with an ideal gas, evolved according to non-random Newton mechanical principles, via interaction potentials, without any assumption requiring that the initial energies of the environmental particles should be restricted to be “high enough”. We prove that, as in the high-dimensional case, the position/velocity process of the massive particle converges to a diffusion process when the mass of the environmental particles converges to 0, while the density and the velocities of them go to infinity.","PeriodicalId":43421,"journal":{"name":"Random Operators and Stochastic Equations","volume":"29 1","pages":"203 - 235"},"PeriodicalIF":0.4,"publicationDate":"2021-07-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1515/rose-2021-2062","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44008223","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Global attracting sets of neutral stochastic functional integro-differential equations driven by a fractional Brownian motion 由分数阶布朗运动驱动的中性随机泛函积分微分方程的全局吸引集
IF 0.4
Random Operators and Stochastic Equations Pub Date : 2021-07-28 DOI: 10.1515/rose-2021-2058
A. Bakka, S. Hajji, D. Kiouach
{"title":"Global attracting sets of neutral stochastic functional integro-differential equations driven by a fractional Brownian motion","authors":"A. Bakka, S. Hajji, D. Kiouach","doi":"10.1515/rose-2021-2058","DOIUrl":"https://doi.org/10.1515/rose-2021-2058","url":null,"abstract":"Abstract By means of the Banach fixed point principle, we establish some sufficient conditions ensuring the existence of the global attracting sets of neutral stochastic functional integrodifferential equations with finite delay driven by a fractional Brownian motion (fBm) with Hurst parameter H ∈ ( 1 2 , 1 ) {Hin(frac{1}{2},1)} in a Hilbert space.","PeriodicalId":43421,"journal":{"name":"Random Operators and Stochastic Equations","volume":"29 1","pages":"149 - 159"},"PeriodicalIF":0.4,"publicationDate":"2021-07-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1515/rose-2021-2058","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42173364","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
On Krylov’s estimates for optional semimartingales 关于可选半鞅的Krylov估计
IF 0.4
Random Operators and Stochastic Equations Pub Date : 2021-06-01 DOI: 10.1515/rose-2021-2059
M. Abdelghani, A. Melnikov, A. Pak
{"title":"On Krylov’s estimates for optional semimartingales","authors":"M. Abdelghani, A. Melnikov, A. Pak","doi":"10.1515/rose-2021-2059","DOIUrl":"https://doi.org/10.1515/rose-2021-2059","url":null,"abstract":"Abstract The estimates of N. V. Krylov for distributions of stochastic integrals by means of the L d {L_{d}} -norm of a measurable function are well-known and are widely used in the theory of stochastic differential equations and controlled diffusion processes. We generalize estimates of this type for optional semimartingales, then apply these estimates to prove the change of variables formula for a general class of functions from the Sobolev space W d 2 {W^{2}_{d}} . We also show how to use these estimates for the investigation of L 2 {L^{2}} -convergence of solutions of optional SDE’s.","PeriodicalId":43421,"journal":{"name":"Random Operators and Stochastic Equations","volume":"29 1","pages":"161 - 171"},"PeriodicalIF":0.4,"publicationDate":"2021-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1515/rose-2021-2059","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42447998","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Frontmatter Frontmatter
IF 0.4
Random Operators and Stochastic Equations Pub Date : 2021-06-01 DOI: 10.1515/rose-2021-frontmatter2
{"title":"Frontmatter","authors":"","doi":"10.1515/rose-2021-frontmatter2","DOIUrl":"https://doi.org/10.1515/rose-2021-frontmatter2","url":null,"abstract":"","PeriodicalId":43421,"journal":{"name":"Random Operators and Stochastic Equations","volume":"1 1","pages":""},"PeriodicalIF":0.4,"publicationDate":"2021-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1515/rose-2021-frontmatter2","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47226115","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Reflected generalized BSDEs with discontinuous barriers driven by a Lévy process Lévy过程驱动的具有不连续屏障的反射广义BSDE
IF 0.4
Random Operators and Stochastic Equations Pub Date : 2021-06-01 DOI: 10.1515/rose-2021-2060
M. El Otmani
{"title":"Reflected generalized BSDEs with discontinuous barriers driven by a Lévy process","authors":"M. El Otmani","doi":"10.1515/rose-2021-2060","DOIUrl":"https://doi.org/10.1515/rose-2021-2060","url":null,"abstract":"Abstract This article deals with the reflected and doubly reflected generalized backward stochastic differential equations when the noise is given by Brownian motion and Teugels martingales associated with an independent pure jump Lévy process. We prove the existence and the uniqueness of the solution for these equations with monotone generators and right continuous left limited obstacles.","PeriodicalId":43421,"journal":{"name":"Random Operators and Stochastic Equations","volume":"29 1","pages":"173 - 195"},"PeriodicalIF":0.4,"publicationDate":"2021-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44478536","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A new rate of convergence estimate for homogeneous discrete-time nonlinear Markov chains 齐次离散时间非线性马尔可夫链的一种新的收敛速度估计
IF 0.4
Random Operators and Stochastic Equations Pub Date : 2021-05-20 DOI: 10.1515/rose-2022-2084
A. Shchegolev
{"title":"A new rate of convergence estimate for homogeneous discrete-time nonlinear Markov chains","authors":"A. Shchegolev","doi":"10.1515/rose-2022-2084","DOIUrl":"https://doi.org/10.1515/rose-2022-2084","url":null,"abstract":"Abstract In the paper, we study a new rate of convergence estimate for homogeneous discrete-time nonlinear Markov chains based on the Markov–Dobrushin condition. This result generalizes the convergence estimates for any positive number of transition steps. An example of a class of processes is provided to point that such estimates considering several transition steps may be applicable when one transition can not guarantee any convergence. Moreover, a better estimate can be obtained for a higher number of transitions steps. A law of large numbers is presented for a class of ergodic nonlinear Markov chains with finite state space that may serve as a basis for nonparametric estimation and other statistics.","PeriodicalId":43421,"journal":{"name":"Random Operators and Stochastic Equations","volume":"30 1","pages":"205 - 213"},"PeriodicalIF":0.4,"publicationDate":"2021-05-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44232847","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
On recurrent properties of Fisher--Wright's diffusion on (0,1) with mutation 带突变的（0,1）上Fisher—Wright扩散的递归性质
IF 0.4
Random Operators and Stochastic Equations Pub Date : 2021-05-20 DOI: 10.1515/rose-2021-2061
Roman Sineokiy, A. Veretennikov
{"title":"On recurrent properties of Fisher--Wright's diffusion on (0,1) with mutation","authors":"Roman Sineokiy, A. Veretennikov","doi":"10.1515/rose-2021-2061","DOIUrl":"https://doi.org/10.1515/rose-2021-2061","url":null,"abstract":"Abstract A one-dimensional Fisher–Wright diffusion process on the interval ( 0 , 1 ) {(0,1)} with mutations is considered. This is a widely known model in population genetics. The goal of this paper is an exponential recurrence of the process, which also implies an exponential rate of convergence towards the invariant measure.","PeriodicalId":43421,"journal":{"name":"Random Operators and Stochastic Equations","volume":"29 1","pages":"197 - 202"},"PeriodicalIF":0.4,"publicationDate":"2021-05-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45686856","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
VICTORIA transform, RESPECT and REFORM methods for the proof of the G-permanent pencil law under G-Lindeberg condition for some random matrices from G-elliptic ensemble G-椭圆系综中某些随机矩阵在G-Lindeberg条件下证明G-永久铅笔定律的VICTORIA变换、RESPECT和REFORM方法
IF 0.4
Random Operators and Stochastic Equations Pub Date : 2021-04-30 DOI: 10.1515/rose-2021-2057
V. Girko
{"title":"VICTORIA transform, RESPECT and REFORM methods for the proof of the G-permanent pencil law under G-Lindeberg condition for some random matrices from G-elliptic ensemble","authors":"V. Girko","doi":"10.1515/rose-2021-2057","DOIUrl":"https://doi.org/10.1515/rose-2021-2057","url":null,"abstract":"Abstract The G-pencil law under the G-Lindeberg condition for a random matrix is proven.","PeriodicalId":43421,"journal":{"name":"Random Operators and Stochastic Equations","volume":"29 1","pages":"111 - 148"},"PeriodicalIF":0.4,"publicationDate":"2021-04-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1515/rose-2021-2057","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47675710","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
Analysis on stochastic predator-prey model with distributed delay 具有分布时滞的随机捕食模型分析
IF 0.4
Random Operators and Stochastic Equations Pub Date : 2021-04-02 DOI: 10.1515/rose-2021-2056
C. Gokila, M. Sambath
{"title":"Analysis on stochastic predator-prey model with distributed delay","authors":"C. Gokila, M. Sambath","doi":"10.1515/rose-2021-2056","DOIUrl":"https://doi.org/10.1515/rose-2021-2056","url":null,"abstract":"Abstract In the present work, we consider a stochastic predator-prey model with disease in prey and distributed delay. Firstly, we establish sufficient conditions for the extinction of the disease and also permanence of healthy prey and predator. Besides, we obtain the condition for the existence of an ergodic stationary distribution through the stochastic Lyapunov function. Finally, we provide some numerical simulations to validate our theoretical findings.","PeriodicalId":43421,"journal":{"name":"Random Operators and Stochastic Equations","volume":"29 1","pages":"97 - 110"},"PeriodicalIF":0.4,"publicationDate":"2021-04-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1515/rose-2021-2056","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45434103","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
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