... 1Stochastic Differential Equations, Sixth EditionSolution of Exercise Problems Yan Zeng July 16, 2006 This is a solution manual for the SDE book by Øksendal, Stochastic Differential Equations, ... NtdYt+ YtdNt+ dNt· dYt= Ntre(rK−β2)tdt − βNtYtdBt+ Ytθtdt + YtγtdBt− βγtYtdt Trang 10Solve the equationSo dYt−1 = −Yt−2dYt= (−rKYt−1+ rFt−1)dt, and Trang 11Proof Assume A 6= 0 and define ω(t)
Ngày tải lên: 23/03/2018, 09:02
... Trang 1 Periodic solutions of some linear evolution systems of natural differential equations on 2-dimensional tore Dang Khanh Hoi* Department of ... phrases: Natural differential operators, small denominators, spectrum of compact operators 1 Introduction Beside authors, as from A.A Dezin (see, [1]), considered the linear differential equations on ... equations on manifolds in which includes the external differential operators At research of such equations appear so named the small denominators, so such equations is incorrect in the classical space
Ngày tải lên: 14/03/2014, 13:20
báo cáo hóa học:" Research Article Positive Solutions for Fourth-Order Singular p-Laplacian Differential Equations with Integral Boundary Conditions" pptx
... 862079, 23 pagesdoi:10.1155/2010/862079 Research Article Positive Solutions for Fourth-Order Singular p-Laplacian Differential Equations with Integral Boundary Conditions Xingqiu Zhang1, 2 and ... Ch Tsamatos, “Multiple positive solutions of some Fredholm integral equations arisen from nonlocal boundary-value problems,” Electronic Journal of Di fferential Equations, no 30, pp 1–17, 2002 ... In this paper, we consider the existence of positive solutions for the following nonlinear fourth-order singular p-Laplacian differential equations with integral boundary conditions: ϕ p xt
Ngày tải lên: 21/06/2014, 11:20
Báo cáo sinh học: " Research Article Existence of Solutions for Nonlinear Fractional Integro-Differential Equations with Three-Point Nonlocal Fractional Boundary Conditions" docx
... 691721, 10 pagesdoi:10.1155/2010/691721 Research Article Existence of Solutions for Nonlinear Fractional Integro-Differential Equations with Three-Point Nonlocal Fractional Boundary Conditions Ahmed ... finding solutions For some recent work on fractional differential equations, see 5 11 and the references therein In this paper, we study the following nonlinear fractional integro-differential equations ... of mild solutions to impulsive fractional differential equations,” Nonlinear Analysis: Theory, Methods & Applications, vol 72, no 3-4, pp 1604–1615, 2010. 11 B Ahmad, “Existence of solutions
Ngày tải lên: 21/06/2014, 16:20
Báo cáo sinh học: " Research Article Existence and Lyapunov Stability of Periodic Solutions for Generalized Higher-Order Neutral Differential Equations" potx
... pagesdoi:10.1155/2011/635767 Research Article Existence and Lyapunov Stability of Periodic Solutions for Generalized Higher-Order Neutral Differential Equations 1 Department of Mathematics, Zhengzhou University, Zhengzhou ... differentialequations see 1 11 and the references cited therein For example, the following neutraldifferential equations have been studied in1,3,8, respectively, and existence criteria of periodic solutions ... solutions for a kind of second order neutral functional differential equations,” Applied Mathematics and Computation, vol 190, no 2, pp 1394–1401, 2007. 7 Q Wang and B Dai, “Three periodic solutions
Ngày tải lên: 21/06/2014, 16:20
Báo cáo sinh học: " Research Article Multiple Positive Solutions of Fourth-Order Impulsive Differential Equations with Integral Boundary Conditions and One-Dimensional p-Laplacian" ppt
... 654871, 26 pagesdoi:10.1155/2011/654871 Research Article Multiple Positive Solutions of Fourth-Order Impulsive Differential Equations with Integral Boundary Conditions and One-Dimensional p-Laplacian ... multiplicity of positive solutions toproblem1.6 Ma and Wang 42 have proved that there exist at least two positive solutions by applying the existence of positive solutions under the fact ... theory of impulsivedifferential equations, see Lakshmikantham et al 1; for an overview of existing results and of recent research areas of impulsive differential equations, see Benchohra et al
Ngày tải lên: 21/06/2014, 16:20
báo cáo hóa học:" Extremal solutions for certain type of fractional differential equations with maxima" pptx
... Provisional PDF corresponds to the article as it appeared upon acceptance Fully formattedPDF and full text (HTML) versions will be made available soon Extremal solutions for certain type of fractional differential ... http://www.springeropen.com Advances in Difference Equations © 2012 Ibrahim ; licensee Springer. Trang 2Extremal solutions for certain type of fractional differential equations with maxima Rabha W Ibrahim ... existence of solutions are imposed such as period-icity, asymptotic stability and oscillatory [10–12] In [13], the authors discusses the existence of univalent solutions for fractional integral equations
Ngày tải lên: 21/06/2014, 17:20
báo cáo hóa học:" Research Article Limit Properties of Solutions of Singular Second-Order Differential Equations" doc
... 905769, 28 pagesdoi:10.1155/2009/905769 Research Article Limit Properties of Solutions of Singular Second-Order Differential Equations Irena Rach ˚unkov ´a,1 Svatoslav Stan ˇek,1 Ewa Weinm ¨uller,2 ... immediately obtain the following system of ordinarydifferential equations: b0t β3 where g ∈ C0, 1 According to 16, the latter system of equations has a continuous solution if and only if the regularity ... more complicated Trang 2discontinuous inputs Typically, such problems are modelled by differential equations wheref has jump discontinuities at a discrete set of points in 0, T, compare 1 This
Ngày tải lên: 21/06/2014, 20:20
báo cáo hóa học:" Research Article Positive Solutions to Singular and Delay Higher-Order Differential Equations on Time Scales" pptx
... 937064, 19 pages doi:10.1155/2009/937064 Research Article Positive Solutions to Singular and Delay Higher-Order Differential Equations on Time Scales Liang-Gen Hu, 1 Ti-Jun Xiao, 2 and Jin Liang ... “Multiple positive solutions in the sense of distributions of singular BVPs on time scales and an application to Emden-Fowler equations, ” Advances in Difference Equations, vol 2008, ... Φ a . 1.5 Theoretically, dynamic equations on time scales can build bridges between continuous and discrete mathematics. Practically, dynamic equations have been proposed as models in
Ngày tải lên: 21/06/2014, 20:20
Báo cáo hóa học: " Research Article New Results on Multiple Solutions for Nth-Order Fuzzy Differential Equations under Generalized Differentiability" ppt
... 395714, 13 pagesdoi:10.1155/2009/395714 Research Article New Results on Multiple Solutions for Nth-Order Fuzzy Differential Equations under Generalized Differentiability 1 Department of Applied Mathematics, ... Nth-order fuzzy differential equations using this concept We introduce new definitions of solution to fuzzy differential equations Some examples are provided for which both the new solutions and the former ... paper Under this setting, we obtain some new results on existence of several solutions for Nth-order fuzzy differential equations Higher-Nth-order fuzzy differential equation with Hukuhara differentiability
Ngày tải lên: 21/06/2014, 20:20
Báo cáo hóa học: " Research Article On Periodic Solutions of Higher-Order Functional Differential Equations" ppt
... ID 389028, 18 pagesdoi:10.1155/2008/389028 Research Article On Periodic Solutions of Higher-Order Functional Differential Equations I Kiguradze, 1 N Partsvania, 1 and B P ˚u ˇza 2 1 Andrea Razmadze ... Recommended by Donal O’Regan For higher-order functional differential equations and, particularly, for nonautonomous differential equations with deviated arguments, new sufficient conditions for the
Ngày tải lên: 21/06/2014, 22:20
Báo cáo hóa học: " Research Article New Results on the Nonoscillation of Solutions of Some Nonlinear Differential Equations of Third Order" docx
... differential equations,” Differential Equations and Dynamical Systems, vol 13, no 3-4, pp 343–358, 2005. 8 N Parhi, “Nonoscillatory behaviour of solutions of nonhomogeneous third order differential equations,” ... nonoscillation of all solutions of nonlinear functional differential equations In this connection, Parhi 10 established some sufficient conditions for oscillation of all solutions of the second-order ... involved for all bounded solutions of the above equation to be nonoscillatory Recently, in 2007, Tunc¸23 investigated nonoscillation of solutions of the third-order differential equations: r tyt
Ngày tải lên: 22/06/2014, 02:20
Báo cáo hóa học: " Research Article Oscillation of Higher-Order Neutral-Type Periodic Differential Equations with Distributed Arguments" pdf
... pagesdoi:10.1155/2007/98423 Research Article Oscillation of Higher-Order Neutral-Type Periodic Differential Equations with Distributed Arguments R S Dahiya and A Zafer Received 19 October 2006; Accepted ... establish some oscillation criteria for solutions of (1.1) which generalize and improve certain known results obtained for less general-type neutral dif-ferential equations The main results of this ... theorems contained in the next section where we relate the oscillation of solutions of (1.1) to nonexistence of eventually positive solutions of some nonneutral differential inequalities These compar-ison
Ngày tải lên: 22/06/2014, 18:20
Báo cáo hóa học: " Research Article Existence of Solutions for Second-Order Nonlinear Impulsive Differential Equations with Periodic Boundary Value Conditions" potx
... 41589, 13 pagesdoi:10.1155/2007/41589 Research Article Existence of Solutions for Second-Order Nonlinear Impulsive Differential Equations with Periodic Boundary Value Conditions Chuanzhi Bai and ... of impulsive differential equations to different areas, for example, see [6–15] Boundary value problems (BVPs) for impulsive differential equations and im-pulsive difference equations [16–20] have ... Di fferential Equations and Inclusions, vol 2 of Contemporary Mathematics and Its Applications, Hindawi, New York, NY, USA, 2006. [2] X Liu, Ed., “Advances in Impulsive Differential Equations,”
Ngày tải lên: 22/06/2014, 19:20
Báo cáo hóa học: "OSCILLATION AND NONOSCILLATION THEOREMS FOR A CLASS OF EVEN-ORDER QUASILINEAR FUNCTIONAL DIFFERENTIAL EQUATIONS" pdf
... FUNCTIONAL DIFFERENTIAL EQUATIONS JELENA MANOJLOVI ´ C AND TOMOYUKI TANIGAWA Received 13 November 2005; Accepted 30 January 2006 We are concerned with the o scillatory and nonoscillatory behavior of solutions ... differential equations The objective of this paper is to study the oscillatory and nonoscillatory behavior of solutions of (A). In Section 2 we begin with the classification of nonoscillatory solutions ... differential equations, Hiroshima Mathematical Journal 33 (2003), no 3, 297–316 , Oscillation criteria for a class of higher order nonlinear differential equations, Memoirs [7] on Differential Equations
Ngày tải lên: 22/06/2014, 21:20
Báo cáo hóa học: "RELIABILITY OF DIFFERENCE ANALOGUES TO PRESERVE STABILITY PROPERTIES OF STOCHASTIC VOLTERRA INTEGRO-DIFFERENTIAL EQUATIONS" pdf
... Trang 1STABILITY PROPERTIES OF STOCHASTIC VOLTERRAINTEGRO-DIFFERENTIAL EQUATIONS LEONID E SHAIKHET AND JASON A ROBERTS Received 2 August 2004; Revised 16 January ... investigations (see, e.g., [8,25]) ical solutions to such problems are generally unavailable and numerical methods areadopted for obtaining approximate solutions A large number of the numerical ... Analyt-Hindawi Publishing Corporation Advances in Di fference Equations Volume 2006, Article ID 73897, Pages 1 22 DOI 10.1155/ADE/2006/73897 Trang 2equations (see [24] for a discussion of some of these
Ngày tải lên: 22/06/2014, 22:20
TWO-POINT BOUNDARY VALUE PROBLEMS FOR HIGHER-ORDER LINEAR DIFFERENTIAL EQUATIONS WITH STRONG pdf
... on Differential Equations and Mathematical Physics 31 (2004), 101–107 [8] I T Kiguradze and T A Chanturia, Asymptotic properties of solutions of nonautonomous ordinary differential equations, Mathematics ... conditions (1.2) (the boundary conditions (1.3)) if and only if c1 , ,cn−m are solutions of the system of algebraic equations n −m gk xi (b − a)xi ci = i=1 − gk xn−m+1 (b − a)xn−m+1 cn−m+1 − gk ... and difference equations, Mathematics and Its Applications, vol 436, Kluwer Academic Publishers, Dordrecht, 1998 [2] R P Agarwal and D O’Regan, Singular differential and integral equations with...
Ngày tải lên: 23/06/2014, 00:20
elementary differential equations boyce
... widely used in differential equations courses are Maple, Mathematica, and Matlab The books Differential Equations with Maple, Differential Equations with Mathematica, and Differential Equations with ... Direction Fields Solutions of Some Differential Equations Classification of Differential Equations 17 Historical Remarks 23 General Theory of nth Order Linear Equations 209 Homogeneous Equations with ... Elementary Differential Equations and Boundary Value Problems SEVENTH E D I T I O N Elementary Differential Equations and Boundary Value Problems William...
Ngày tải lên: 24/08/2014, 16:17
Báo cáo hóa học: " Research Article On Complex Oscillation Property of Solutions for Higher-Order Periodic Differential Equations Zong-Xuan Chen and Shi-An Gao" pdf
... (no 06025059) References [1] S B Bank and I Laine, “Representations of solutions of periodic second order linear differential equations, ” Journal f¨ r die Reine und Angewandte Mathematik, vol 344, ... differential equations, ” Proceedings of the Edinburgh Mathematical Society, vol 33, no 1, pp 143–158, 1990 [3] S B Bank and J K Langley, “Oscillation theorems for higher order linear differential equations ... linear differential equations and some related perturbation results,” Annales Academiæ Scientiarium Fennicæ Mathematica, vol 27, no 2, pp 273–290, 2002 [9] E Ince, Ordinary Differential Equations, Longmans,...
Ngày tải lên: 22/06/2014, 18:20
Tài liệu Numerical Solution of Stochastic Differential Equations with Jumps in Finance pdf
... Exact Solutions 2.5 Almost Exact Solutions by Conditioning 2.6 Almost Exact Simulation by Time Change 2.7 Functionals of Solutions ... Differential Equations 1.7 Linear SDEs 1.8 SDEs with Jumps 1.9 Existence and Uniqueness of Solutions ... Simulation of Solutions of SDEs 2.1 Motivation of Exact Simulation 2.2 Sampling from Transition Distributions 2.3 Exact Solutions...
Ngày tải lên: 19/02/2014, 22:20
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