Using Riemann-Stieltjes methods for integrators of bounded p-variation we define a pathwise integral driven by a fractional Lévy process (FLP). To explicitly solve general fractional stochastic differential equations (SDEs) we introduce an Ornstein-Uhlenbeck model by a stochastic integral representation, where the driving stochastic process is an FLP. To achieve the convergence of improper inte...

This paper is concerned with existence and optimality properties of so-called guaranteed cost controllers for an uncertain system subject to structured uncertainty. The uncertainty in the system is assumed to have a stochastic character and to satisfy certain stochastic integral constraints. It is shown that a minimax optimal guaranteed cost state feedback controller for a stochastic system can...

In this article, a new numerical method based on triangular functions for solving  nonlinear stochastic differential equations is presented. For this, the stochastic operational matrix of triangular functions for It^{o} integral are determined. Computation of presented method is very simple and attractive. In addition, convergence analysis and numerical examples that illustrate accuracy and eff...

Stochastic thermodynamics provides a framework for describing small systems like colloids or biomolecules driven out of equilibrium but still in contact with a heat bath. Both, a first-law like energy balance involving exchanged heat and entropy production entering refinements of the second law can consistently be defined along single stochastic trajectories. Various exact relations involving t...

in this paper , numerical solotion of abel's integral equationby using the taylor expanssion of the unknown functionvia collection method based on sinc is considered...

the edge detour index polynomials were recently introduced for computing theedge detour indices. in this paper we nd relations among edge detour polynomials for the2-dimensional graph of tuc4c8(s) in a euclidean plane and tuc4c8(s) nanotorus.

Algebraic integral equations is a special category of Volterra integral equations system,  that has many applications in physics and engineering. The principal aim of this paper is to serve the numerical solution of an integral algebraic equation by using the Taylor expansion method. In this method, using the Taylor expansion of the unknown function, the algebraic integral equation system becom...

We describe the method for finding the non-Gaussian tails of the probability distribution function ~PDF! for solutions of a stochastic differential equation, such as the convection equation for a passive scalar, the random driven Navier-Stokes equation, etc. The existence of such tails is generally regarded as a manifestation of the intermittency phenomenon. Our formalism is based on the WKB ap...