Stochastic differential equations driven by G-Brownian motion with reflecting boundary conditions

Existence and Measurability of the Solution of the Stochastic Differential Equations Driven by Fractional Brownian Motion

Stability theorem for stochastic differential equations driven by G-Brownian motion

In this paper, stability theorems for stochastic differential equations and backward stochastic differential equations driven by G-Brownian motion are obtained. We show the existence and uniqueness of solutions to forward-backward stochastic differential equations driven by G-Brownian motion. Stability theorem for forward-backward stochastic differential equations driven by G-Brownian motion is...

Heat and mass transfer of nanofluid over a linear stretching surface with Viscous dissipation effect

Boundary Layer Flow past a stretching surface with constant wall temperature, of a nanofluid is studied for heat transfer characteristics. The system of partial differential equations describing such a flow is subjected to similarity transformations gives rise to a boundary value problem involving a system of ordinary differential equations. This system is solved by a shooting method. Effect of...

On time-dependent neutral stochastic evolution equations with a fractional Brownian motion and infinite delays

In this paper, we consider a class of time-dependent neutral stochastic evolution equations with the infinite delay and a fractional Brownian motion in a Hilbert space. We establish the existence and uniqueness of mild solutions for these equations under non-Lipschitz conditions with Lipschitz conditions being considered as a special case. An example is provided to illustrate the theory

A wavelet method for stochastic Volterra integral equations and its application to general stock model

In this article,we present a wavelet method for solving stochastic Volterra integral equations based on Haar wavelets. First, we approximate all functions involved in the problem by Haar Wavelets then, by substituting the obtained approximations in the problem, using the It^{o} integral formula and collocation points then, the main problem changes into a system of linear or nonlinear equation w...