Abstract. In this paper, the solvability of a class of forward-backward stochastic di erential equations (SDEs for short) over an arbitrarily prescribed time duration is studied. We design a stochastic relaxed control problem, with both drift and di usion all being controlled, so that the solvability problem is converted to a problem of nding the nodal set of the viscosity solution to a certain...

In a di erential equations course, one typically studies a few classes of problems for which there are closed form solutions, such as ordinary, linear di erential equations with constant coe cients. Most problems of interest in real world simulation problems are much more complex, however, involving domains of two or more dimensions or nonlinear e ects, yielding partial di erential equations or...

In this paper, we investigate the almost surely asymptotic stability for the nonlinear stochastic di erential delay equations with Markovian switching. Some su0cient criteria on the controllability and robust stability are also established for linear stochastic di erential delay equations with Markovian switching. ? 2003 Elsevier Ltd. All rights reserved.

in this paper, the dierential transform method (dtm) is applied to the fisherequation. this method can be used to obtain the exact solutions of fisherequation. finally, we give some examples to illustrate the suciency of themethod for solving such nonlinear partial dierential equations. these resultsshow that this technique is easy to apply.

The stochastic delay di erential equation dX (t) = ∫ [−r;0] X (t + u) a(du) dt + dZ(t); t¿0 is considered, where Z(t) is a process with independent stationary increments and a is a nite signed measure. We obtain necessary and su cient conditions for the existence of a stationary solution to this equation in terms of a and the L evy measure of Z . c © 2000 Elsevier Science B.V. All rights reserved.

An individual-based model (IBM) of a spatiotemporal terrestrial ecological population is proposed. This model is spatially explicit and features the position of each individual together with another characteristic, such as the size of the individual, which evolves according to a given stochastic model. The population is locally regulated through an explicit competition kernel. The IBM is repres...

This paper proposes a method of discovering some kinds of di erential equations with interval coe cients, which characterize or explain numerical data obtained by scienti c observations and experiments. Such numerical data inevitably involve some ranges of errors, and hence they are represented by closed intervals in this paper. Based on these intervals, we design some interval inclusions which...

We consider a system of ordinary di erential equations consisting of a singularly perturbed scalar di erential equation of second order and a scalar di erential equation of rst or second order and study a Neuman-Cauchy or a Neuman-Dirichlet problem. We assume that the degenerate equation has two intersecting solutions such that the standard theory for systems of Tichonov's type cannot be applie...

In a series of papers, starting with [Fully nonlinear stochastic partial di¤erential equations. C. R. Acad. Sci. Paris Sér. I Math. 326 (1998), no. 9] Lions and Souganidis proposed a (pathwise) theory for fully non-linear stochastic partial di¤erential equations. We present here a (partial) extension towards certain spatial dependence in the noise term. The main novelty is the use of rough path...

in this paper, the convergence of zakharov-kuznetsov (zk) equation by homo- topy analysis method (ham) is investigated. a theorem is proved to guarantee the conver- gence of ham and to nd the series solution of this equation via a reliable algorithm.