摘要:

In this paper we present some new results on the existence and regularity of mild solutions of a class of nonlinear stochastic differential inclusions on Hilbert space. The drift is multivalued and the diffusion is single valued but both nonlinear admitting differential operators unlike in [3]. The drift term contains a generator of aC0analytic semigroup in addition to the multivalued drift

ISSN:0736-2994    

DOI:10.1080/07362999408809334

出版商:Marcel Dekker, Inc.    

年代:1994

数据来源: Taylor

摘要:

Comparison theorems for stochastic differential inequalities of ordinary and parabolic type are derived. Two methods are proposed, one exploiting the diffentiability of the solutions at the starting time and one based on Gronwall's inequality. The results are then applied to reaction–diffusion processes with random sources. Emphasis is put on the question whether or not those sources have an influence on t he blow up of the solutions

ISSN:0736-2994    

DOI:10.1080/07362999408809335

出版商:Marcel Dekker, Inc.    

年代:1994

数据来源: Taylor

摘要:

This article presents a method for expressing un certainty in network load models using the theory of compound probability distributions, and gives examples for applying the approach to dailly and annual peak load models for MV/LV (middle voltage/low voltage) substations

ISSN:0736-2994    

DOI:10.1080/07362999408809336

出版商:Marcel Dekker, Inc.    

年代:1994

数据来源: Taylor

摘要:

In this paper, necessary and sufficient conditions for existence of equivalent martiangles measures in semimartingale models for the pricing of contingent claims are derived

ISSN:0736-2994    

DOI:10.1080/07362999408809337

出版商:Marcel Dekker, Inc.    

年代:1994

数据来源: Taylor

摘要:

A Class of multifunctions is introduced and a random fixed point theorem for pairs of measurable multifunctions belonging to this class is proved. The result is then used to study the existence of solutions for a class of random operator equations

ISSN:0736-2994    

DOI:10.1080/07362999408809338

出版商:Marcel Dekker, Inc.    

年代:1994

数据来源: Taylor

摘要:

This paper deals with stochastic processes that are encountered in a wide class of bulk–input and bulk–service servicing systems systems with one server of random capacity. It generalizes most of the known stochastic bulk queueing models. The analysis is based on recent results for a class of compound point process and their behaviour about some critical level which in this paper is assumed to be random and state dependent

ISSN:0736-2994    

DOI:10.1080/07362999408809339

出版商:Marcel Dekker, Inc.    

年代:1994

数据来源: Taylor

摘要:

We consider Itö's stochastic differential equation with unbounded nonlinear “drift” opterator and Hilbert–Schmidt class “diffusion” operator. Existence and uniqueness theorems, and Makrov property of the constructed stochastic process are proved

ISSN:0736-2994    

DOI:10.1080/07362999408809340

出版商:Marcel Dekker, Inc.    

年代:1994

数据来源: Taylor

摘要:

A simple, effective technique is described and tested for reducing the variation in estimated expectations of functions of functions of solutions of stochastic differential equations. The technique is implemented with extrapolated Euler method for numerical solution of stochastic differential equations

ISSN:0736-2994    

DOI:10.1080/07362999408809341

出版商:Marcel Dekker, Inc.    

年代:1994

数据来源: Taylor

ISSN:0736-2994    

DOI:10.1080/07362999408809333

出版商:Marcel Dekker, Inc.    

年代:1994

数据来源: Taylor