Skorohod型预测半线性随机微分方程的稳定性

IF 16.4 1区化学 Q1 CHEMISTRY, MULTIDISCIPLINARY

Accounts of Chemical Research Pub Date : 2023-10-11 DOI:10.1007/s10884-023-10312-z

Jorge A. León, David Márquez-Carreras, Josep Vives

{"title":"Skorohod型预测半线性随机微分方程的稳定性","authors":"Jorge A. León, David Márquez-Carreras, Josep Vives","doi":"10.1007/s10884-023-10312-z","DOIUrl":null,"url":null,"abstract":"Abstract In the present paper, we study different types of stability of the solution of a semi-linear anticipating stochastic differential equation driven by a Brownian motion, with a random variable as initial condition. The involved stochastic integral is the Skorohod one. Being the initial condition random, we need to redefine the stability concepts. The new stability criteria depend on the derivative of the initial condition in the Malliavin calculus sense.","PeriodicalId":1,"journal":{"name":"Accounts of Chemical Research","volume":null,"pages":null},"PeriodicalIF":16.4000,"publicationDate":"2023-10-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"Stability of Some Anticipating Semilinear Stochastic Differential Equations of Skorohod Type\",\"authors\":\"Jorge A. León, David Márquez-Carreras, Josep Vives\",\"doi\":\"10.1007/s10884-023-10312-z\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Abstract In the present paper, we study different types of stability of the solution of a semi-linear anticipating stochastic differential equation driven by a Brownian motion, with a random variable as initial condition. The involved stochastic integral is the Skorohod one. Being the initial condition random, we need to redefine the stability concepts. The new stability criteria depend on the derivative of the initial condition in the Malliavin calculus sense.\",\"PeriodicalId\":1,\"journal\":{\"name\":\"Accounts of Chemical Research\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":16.4000,\"publicationDate\":\"2023-10-11\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Accounts of Chemical Research\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1007/s10884-023-10312-z\",\"RegionNum\":1,\"RegionCategory\":\"化学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"CHEMISTRY, MULTIDISCIPLINARY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Accounts of Chemical Research","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1007/s10884-023-10312-z","RegionNum":1,"RegionCategory":"化学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"CHEMISTRY, MULTIDISCIPLINARY","Score":null,"Total":0}

引用次数: 1

摘要

摘要本文研究了以随机变量为初始条件的布朗运动驱动的半线性预测随机微分方程解的不同类型的稳定性。所涉及的随机积分是Skorohod积分。由于初始条件是随机的，我们需要重新定义稳定性的概念。新的稳定性判据依赖于马利文微积分意义上的初始条件的导数。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

查看原文本刊更多论文

Stability of Some Anticipating Semilinear Stochastic Differential Equations of Skorohod Type

Abstract In the present paper, we study different types of stability of the solution of a semi-linear anticipating stochastic differential equation driven by a Brownian motion, with a random variable as initial condition. The involved stochastic integral is the Skorohod one. Being the initial condition random, we need to redefine the stability concepts. The new stability criteria depend on the derivative of the initial condition in the Malliavin calculus sense.

求助全文

通过发布文献求助，成功后即可免费获取论文全文。去求助

来源期刊

Accounts of Chemical Research 化学-化学综合

CiteScore

31.40

自引率

1.10%

发文量

312

审稿时长

2 months

期刊介绍： Accounts of Chemical Research presents short, concise and critical articles offering easy-to-read overviews of basic research and applications in all areas of chemistry and biochemistry. These short reviews focus on research from the author’s own laboratory and are designed to teach the reader about a research project. In addition, Accounts of Chemical Research publishes commentaries that give an informed opinion on a current research problem. Special Issues online are devoted to a single topic of unusual activity and significance. Accounts of Chemical Research replaces the traditional article abstract with an article "Conspectus." These entries synopsize the research affording the reader a closer look at the content and significance of an article. Through this provision of a more detailed description of the article contents, the Conspectus enhances the article's discoverability by search engines and the exposure for the research.