In this paper we establish the existence and uniqueness of a solution for different types of stochastic differential equation with random initial conditions and random coefficients. The stochastic integral is interpreted as a generalized Stratonovich integral, and the techniques used to derive these results are mainly based on the path properties of the Brownian motion, and the definition of th...

in this paper, stochastic generalizations of some fixed point for operators satisfying random contractively generalized hybrid and some other contractive condition have been proved. we discuss also the existence of a solution to a nonlinear random integral equation in banah spaces.

A nonlinear stochastic integral equation of the Hammerstein type in the form x(t; c) = h(t; co) + f k(t, s; co)f (s, x(s; co)) dy (s) is studied where t E S, a v-finite measure space with certain properties, co E Q, the supporting set of a probability measure space (Q, A, P), and the integral is a Bochner integral. A random solution of the equation is defined to be a second order vector-valued ...

We derive and study two different formalisms used for nonequilibrium processes: the coherent-state path integral, and an effective, coarse-grained stochastic equation of motion. We first study the coherent-state path integral and the corresponding field theory, using the annihilation process A+A→A as an example. The field theory contains counterintuitive quartic vertices. We show how they can b...

I consider a Langevin equation with field-dependent kernels and investigate supersymmetry of the stochastic generating functional constructed from the Langevin equation. Moreover I describe the stochastic generating functional in terms of a superfield. In the superfield formalism, it becomes clear that the stochastic quantization method with the field-dependent kernel is equivalent to the path-...

In the paper we consider fuzzy stochastic integral equations using the methods of stochastic inclusions. The idea is to consider an associated martingale problem and its solutions in order to obtain a solution to the fuzzy stochastic equation.

Stochastic diffusion is a general phenomenon observed in various national and engineering systems. It is typically modeled by either stochastic differential equation (SDE) or Fokker-Planck equation (FPE), which are equivalent approaches. Path integral is an accurate and effective method to solve FPEs. Yet, computational efficiency is the common challenge for path integral and other numerical me...

A stochastic differential equation model is considered for nonlinear oscillators under excitations of combined Gaussian and Poisson white noise. Since the solutions of stochastic differential equations can be interpreted in terms of several types of stochastic integrals, it is sometimes confusing about which integral is actually appropriate. In order for the energy conservation law to hold unde...

and Applied Analysis 3 with initial data x 0 x0, where f :R ×Rn → R, g:R ×Rn → Rn×d, x0 is a vector, and · denotes the greatest-integer function. By the definition of stochastic differential, this equation is equivalent to the following stochastic integral equation:

We develop and investigate an integral equation connecting the first passage time distribution of a stochastic process in the presence of an absorbing boundary condition and the corresponding Green's function in the absence of the absorbing boundary. Analytical solutions to the integral equations are obtained for three diffusion processes in time-independent potentials which have been previousl...