One-Dimensional Stratonovich Differential Equations
نویسندگان
چکیده
منابع مشابه
One-dimensional Reflected Rough Differential Equations
We prove existence and uniqueness of the solution of a one-dimensional rough differential equation driven by a step-2 rough path and reflected at zero. In order to deal with the lack of control of the reflection measure the proof uses some ideas we introduced in a previous work dealing with rough kinetic PDEs [arXiv:1604.00437].
متن کاملHomogenization of Elliptic Differential Equations in One-Dimensional Spaces
Recommended by Vesa Mustonen Linear elliptic differential equations with periodic coefficients in one-dimensional domains are considered. The approximation properties of the homogenized system are investigated. For H −1-data, it turns out that the order of approximation is strongly related to the decay of the Fourier coefficients of the L 2-functions involved. This is an open access article dis...
متن کاملAsymptotic Stability for one Dimensional Differential-Delay Equations*
G? = (4 E c* : II d II < PI. I f ~(a) is defined and continuous on [t q, t], we will write xt for the function for which x~(s) = x(t + S) for s E [-q, 01. Hence xt E C, . This paper shows that for a nonlinear one-dimensional differential delay equation a(t) = F;(t, x1(.)) (DDE) one can frequently determine (almost by inspection) if the 0 solution is asymptotically stable and give a region of at...
متن کاملNumerical Treatment of Geodesic Differential Equations on Two Dimensional Surfaces
This paper presents a brief instructions to nd geodesics equa-tions on two dimensional surfaces in R3. The resulting geodesic equations are solved numerically using Computer Program Matlab, the geodesics are dis-played through Figures.
متن کاملSolving two-dimensional fractional integro-differential equations by Legendre wavelets
In this paper, we introduce the two-dimensional Legendre wavelets (2D-LWs), and develop them for solving a class of two-dimensional integro-differential equations (2D-IDEs) of fractional order. We also investigate convergence of the method. Finally, we give some illustrative examples to demonstrate the validity and efficiency of the method.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The Annals of Probability
سال: 1993
ISSN: 0091-1798
DOI: 10.1214/aop/1176989414