Global well-posedness of a class of stochastic equations with jumps

Stochastic functional population dynamics with jumps

In this paper we use a class of stochastic functional Kolmogorov-type model with jumps to describe the evolutions of population dynamics. By constructing a special Lyapunov function, we show that the stochastic functional differential equation associated with our model admits a unique global solution in the positive orthant, and, by the exponential martingale inequality with jumps, we dis...

Strong solutions for stochastic porous media equations with jumps

We prove global well-posedness in the strong sense for stochastic generalized porous media equations driven by locally square integrable martingales with stationary independent increments.

Indefinite Stochastic Lq Controls with Markovian Jumps in a Finite Time Horizon∗

This paper is concerned with a stochastic linear–quadratic (LQ) control problem over a finite time horizon with Markovian jumps in the problem parameters. The problem is indefinite in that the cost weighting matrices for the state and control are allowed to be indefinite. A system of coupled generalized (differential) Riccati equations (CGREs) is introduced to cope with the indefiniteness of th...

WELL- POSEDNESS OF THE ROTHE DIFFERENCE SCHEME FOR REVERSE PARABOLIC EQUATIONS

Non-linear stochastic inversion of regional Bouguer anomalies by means of Particle Swarm Optimization: Application to the Zagros Mountains

Estimating the lateral depth variations of the Earth’s crust from gravity data is a non-linear ill-posed problem. The ill-posedness of the problem is due to the presence of noise in the data, and also the non-uniqueness of the problem. Particle Swarm Optimization (PSO) is a stochastic population-based optimizer, originally inspired by the social behavior of fish schools and bird flocks. PSO is ...