Global-in-Time Asymptotic Solutions to Kolmogorov-Feller-Type Parabolic Pseudodifferential Equations with Small Parameter—Forward- and Backward-in-Time Motion
نویسندگان
چکیده
and Applied Analysis 3
منابع مشابه
Backward and forward path following control of a wheeled robot
A wheeled mobile robot is one of the most important types of mobile robots. A subcategory of these robots is wheeled robots towing trailer(s). Motion control problem, especially in backward motion is one of the challenging research topics in this field. In this article, a control algorithm for path-following problem of a tractor-trailer system is provided, which at the same time provides the ab...
متن کاملSolving forward-backward stochastic differential equations explicitly a four step scheme
In this paper we investigate the nature of the adapted ;solutions to a class of forward-backward stochastic differential equations (SDEs for short) in which the forward equation is non-degenerate. We prove that in this case the adapted solution can always be sought in an "ordinary" sense over an arbitrarily prescribed time duration, via a direct "Four Step Scheme". Using this scheme, we further...
متن کاملSolving Forward-backward Stochastic Diierential Equations Explicitly | a Four Step Scheme
In this paper we investigate the nature of the adapted solutions to a class of forward-backward stochastic diierential equations (SDEs for short) in which the forward equation is non-degenerate. We prove that in this case the adapted solution can always be sought in an \ordinary" sense over an arbitrarily prescribed time duration, via a direct \Four Step Scheme". Using this scheme, we further p...
متن کاملA Four Step Scheme
In this paper we investigate the nature of the adapted solutions to a class of forward-backward stochastic di erential equations (SDEs for short) in which the forward equation is non-degenerate. We prove that in this case the adapted solution can always be sought in an \ordinary" sense over an arbitrarily prescribed time duration, via a direct \Four Step Scheme". Using this scheme, we further p...
متن کاملConditions for global existence of solutions of ordinary differential, stochastic differential, and parabolic equations
First, we prove a necessary and sufficient condition for global in time existence of all solutions of an ordinary differential equation (ODE). It is a condition of one-sided estimate type that is formulated in terms of so-called proper functions on extended phase space. A generalization of this idea to stochastic differential equations (SDE) and parabolic equations (PE) allows us to prove simil...
متن کامل