Stochastic differential equations with nonlocal sample dependence

DOI10.1080/07362994.2010.515194zbMATH Open1205.60131OpenAlexW2104842206MaRDI QIDQ3068097FDOQ3068097

Authors: Thomas Lorenz, Peter E. Kloeden 

Publication date: 13 January 2011

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2010.515194

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• scientific article; zbMATH DE number 966666

zbMATH Keywords

strong solutionsnonlocal dependenceexistence and uniqueness theoremsItô stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Random operators and equations (aspects of stochastic analysis) (60H25)

Cites Work

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• The conjugacy of stochastic and random differential equations and the existence of global attractors
• Pathwise convergent higher order numerical schemes for random ordinary differential equations
• The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications

Cited In (30)

• The mean-square dichotomy spectrum and a bifurcation to a mean-square attractor
• Pullback incremental attraction
• Mean-square random dynamical systems
• Existence results and the moment estimate for nonlocal stochastic differential equations with time-varying delay
• Existence results of stochastic impulsive systems with expectations‐dependent nonlinear terms
• Mean-field forward and backward SDEs with jumps and associated nonlocal quasi-linear integral-PDEs
• Mean-field SDEs with jumps and nonlocal integral-PDEs
• A class of stochastic differential equations with the time average
• Differential equations for closed sets in a Banach space, survey and extension
• McKean-Vlasov SDE and SPDE with locally monotone coefficients
• Discrete random stabilities of attractors for nonlocal lattice equations with implicit or colored noise
• A viability theorem for set-valued states in a Hilbert space
• Note on local mixing techniques for stochastic differential equations
• Linear-quadratic optimal control problems for mean-field stochastic differential equations — time-consistent solutions
• On a coupled SDE-PDE system modeling acid-mediated tumor invasion
• Stochastic morphological evolution equations
• A nonlocal sample dependence SDE-PDE system modeling proton dynamics in a tumor
• Nonautonomous and random attractors
• Periodic dynamics for nonlocal Hopfield neural networks with random initial data
• A Peano-like theorem for stochastic differential equations with nonlocal sample dependence
• A class of stochastic differential equations with expectations in the coefficients
• Gauss-Quadrature Method for One-Dimensional Mean-Field SDEs
• Tamed Euler-Maruyama approximation of McKean-Vlasov stochastic differential equations with super-linear drift and Hölder diffusion coefficients
• Some classes of stochastic differential equations as an alternative modeling approach to biomedical problems
• Nonlocal multi-scale traffic flow models: analysis beyond vector spaces
• A linear-quadratic optimal control problem for mean-field stochastic differential equations in infinite horizon
• Cardinality and IOD-type continuity of pullback attractors for random nonlocal equations on unbounded domains
• Weak pullback mean random attractors for stochastic evolution equations and applications
• Dynamics of locally monotone stochastic evolution equations
• Viability in a non-local population model structured by size and spatial position

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