Optimal structure of proteins is described by linear stochastic differential equation with mean decrease of free energy and volatility. Structure determining strategy is given by a twin of stochastic variables for which empirical conditions are not postulated. Optimal structure determination will be deformed to be adoptive to trading strategy employing martingale property where stochastic integ...

in this paper, we use a combination of legendre and block-pulse functionson the interval [0; 1] to solve the nonlinear integral equation of the second kind.the nonlinear part of the integral equation is approximated by hybrid legen-dre block-pulse functions, and the nonlinear integral equation is reduced to asystem of nonlinear equations. we give some numerical examples. to showapplicability of...

A superprocess with dependent spatial motion and interactive immigration is constructed as the pathwise unique solution of a stochastic integral equation carried by a stochastic flow and driven by Poisson processes of one-dimensional excursions. Mathematics Subject Classification (2000): Primary 60J80; Secondary 60G57, 60H20

In this paper, we prove a stochastic Fubini theorem by solving a special backward stochastic differential equation (BSDE, for short) which is different from the existing techniques. As an application, we obtain the well-posedness of a class of BSDEs with the Itô integral in drift term under a subtle Lipschitz condition.

In this paper we establish the existence of solutions of a more general class of stochastic integral equation of Volterra type. The main tools used here are the measure of noncompactness and the fixed point theorem of Darbo. The results generalize the results of Tsokos and Padgett [9] and Szynal and Wedrychowicz [7]. An application to a stochastic model arising in chemotherapy is discussed.

A Legendre wavelet method is presented for numerical solutions of stochastic Volterra-Fredholm integral equations. The main characteristic of the proposed method is that it reduces stochastic Volterra-Fredholm integral equations into a linear system of equations. Convergence and error analysis of the Legendre wavelets basis are investigated. The efficiency and accuracy of the proposed method wa...

Purpose The purpose of this paper is to study large deviations for the solution processes a stochastic equation incorporated with effects nonlocal condition. Design/methodology/approach A weak convergence approach adopted establish Laplace principle, which same as deviation principle in Polish space. sufficient condition any family solutions satisfy formulated by Budhiraja and Dupuis used work....

urysohn integral equation is one of the most applicable topics in both pure and applied mathematics. the main objective of this paper is to solve the urysohn type fredholm integral equation. to do this, we approximate the solution of the problem by substituting a suitable truncated series of the well known legendre polynomials instead of the known function. after discretization of the problem o...