نتایج جستجو برای: stochastic partial differential equations of itˆo type

تعداد نتایج: 21328885  

Journal: :iranian journal of science and technology (sciences) 2007
a. maher

in this paper, we investigate some problems which can be reduced to the goursat problem for afourth order equation. some results and theorems are given concerning the existence and uniqence for thesolution of the suggested problem.

2011
Jiang-Lun Wu Wei Yang Feng-Yu Wang

In this paper, we discuss a link of Itô’s stochastic differential equations to nonlinear partial differential equations of Burgers type. Under certain conditions, we derive a generalised Burgers equation from a stochastic differential equation. We also give some economic interpretation of our result as well as the relevant conditions. Mathematics Subject Classification (2000): 60H10, 35K58, 91G99.

Journal: :iranian journal of science and technology (sciences) 2010
m. mohseni moghadam1

in this paper, first the properties of one and two-dimensional differential transforms are presented.next, by using the idea of differential transform, we will present a method to find an approximate solution fora volterra integro-partial differential equations. this method can be easily applied to many linear andnonlinear problems and is capable of reducing computational works. in some particu...

Journal: :Stochastic Processes and their Applications 2013

Journal: :iranian journal of science and technology (sciences) 2004
r. amrollahi

a simple new closed form of the green function for axisymmetric magnetostatic problemsis found analytically in cylindrical coordinates. the result is verified by applying several examples.

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