Zobrazeno 1 - 10
of 11
pro vyhledávání: '"Marta Leocata"'
Publikováno v:
Mathematics, Vol 9, Iss 20, p 2530 (2021)
Typically stochastic differential equations (SDEs) involve an additive or multiplicative noise term. Here, we are interested in stochastic differential equations for which the white noise is nonlinearly integrated into the corresponding evolution ter
Externí odkaz:
https://doaj.org/article/40257c83d8034bfeb7a67dbe95cd19f8
Publikováno v:
Journal of Theoretical Biology. 562:111432
Autor:
Fausto Gozzi, Marta Leocata
We deal with an infinite horizon, infinite dimensional stochastic optimal control problem arising in the study of economic growth in time-space. Such problem has been the object of various papers in deterministic cases when the possible presence of s
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::cf88c596706d749d835475e24cc36738
http://hdl.handle.net/11385/217655
http://hdl.handle.net/11385/217655
Publikováno v:
Journal of Economic Dynamics and Control. 143:104483
In this paper, we investigate how the COVID-19 pandemics and more precisely the lockdown of a sector of the economy may have changed our habits and, there-fore, altered the demand of some goods even after the re-opening. In a two-sector infinite hori
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::fe08ca88936cf223e1fd04eeda3a41e0
http://arxiv.org/abs/2107.00909
http://arxiv.org/abs/2107.00909
Publikováno v:
Discrete & Continuous Dynamical Systems - B. 24:3741-3753
Convergence of particle systems to the Vlasov-Navier-Stokes equations is a difficult topic with only fragmentary results. Under a suitable modification of the classical Stokes drag force interaction, here a partial result in this direction is proven.
Convergence of a system of particles, interacting with a fluid, to Navier–Stokes–Vlasov–Fokker–Planck system is studied. The interaction between particles and fluid is described by Stokes drag force. The empirical measure of particles is prov
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e8c6513077df47ef57be25637b06f169
https://hdl.handle.net/11384/110180
https://hdl.handle.net/11384/110180
An interacting particle system made of diffusion processes with local interaction is considered and the macroscopic limit to a nonlinear PDE is investigated. Few rigorous results exists on this problem and in particular the explicit form of the nonli
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3570d14d8d32e3514e01fed050bfc700
http://arxiv.org/abs/2006.01781
http://arxiv.org/abs/2006.01781
Publikováno v:
Mathematics, Vol 9, Iss 2530, p 2530 (2021)
Mathematics
Volume 9
Issue 20
Mathematics
Volume 9
Issue 20
Typically stochastic differential equations (SDEs) involve an additive or multiplicative noise term. Here, we are interested in stochastic differential equations for which the white noise is nonlinearly integrated into the corresponding evolution ter
Typically stochastic differential equations (SDEs) involve an additive or multiplicative noise term. Here, we are interested in stochastic differential equations for which the white noise is non-linearly integrated in the corresponding evolution term
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0233293917291353b7d27ae9725b1556
https://doi.org/10.1101/584490
https://doi.org/10.1101/584490