Zobrazeno 1 - 10
of 24
pro vyhledávání: '"T. E. Govindan"'
Autor:
T. E. Govindan
Publikováno v:
Indian Journal of Pure and Applied Mathematics. 52:822-836
In this paper, a stochastic neutral partial functional differential equation is studied in real separable Hilbert spaces. The aim here is to introduce Trotter-Kato approximations of mild solutions for this class of equations. As an application, a cla
Autor:
T. E. Govindan
This is the first comprehensive book on Trotter-Kato approximations of stochastic differential equations (SDEs) in infinite dimensions and applications. This research monograph brings together the varied literature on this topic since 1985 when such
Autor:
T. E. Govindan
Publikováno v:
Infosys Science Foundation Series ISBN: 9789811559501
The paper considers semilinear stochastic evolution equations in real Hilbert spaces. The goal here is to establish the weak convergence of probability measures induced by mild solutions of Trotter–Kato approximating equations.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b8efd680bd1b2d0e628bfa76f9400bcb
https://doi.org/10.1007/978-981-15-5951-8_26
https://doi.org/10.1007/978-981-15-5951-8_26
Autor:
S. Flores, T. E. Govindan
Publikováno v:
International Journal of Contemporary Mathematical Sciences. 11:185-196
In this paper, we study exponential mean-square stability, boundedness in probability uniformly in t and pth-moments of the solution process of well-known interest rate models such as Vasicek, BrennanSchwartz, Hull-White and Dothan. Some of the resul
Autor:
T. E. Govindan, N. U. Ahmed
Publikováno v:
Stochastic Analysis and Applications. 33:383-398
This article is concerned with a semilinear McKean–Vlasov type stochastic evolution equation in a real Hilbert space. The main goal of the article is to study the existence and uniqueness of mild solutions, Yosida approximations of mild solutions o
Autor:
T. E. Govindan
This research monograph brings together, for the first time, the varied literature on Yosida approximations of stochastic differential equations (SDEs) in infinite dimensions and their applications into a single cohesive work. The author provides a c
Autor:
T. E. Govindan
Publikováno v:
Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications ISBN: 9783319456829
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::387cb0fa1227ecc65ea2dde9ec62e01a
https://doi.org/10.1007/978-3-319-45684-3_2
https://doi.org/10.1007/978-3-319-45684-3_2
Autor:
T. E. Govindan
Publikováno v:
Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications ISBN: 9783319456829
In this chapter, we apply some of the results obtained in Chapters 3 and 4 to many problems in stochastic stability. Note that Yosida approximations play a crucial role in these applications.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4ceaad335b76553bd6176176d25d5b81
https://doi.org/10.1007/978-3-319-45684-3_5
https://doi.org/10.1007/978-3-319-45684-3_5
Autor:
T. E. Govindan
Publikováno v:
Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications ISBN: 9783319456829
Stochastic differential equations are well known to model stochastic processes observed in the study of dynamic systems arising from many areas of science, engineering, and finance. Existence and uniqueness of mild, strong, relaxed, and weak solution
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::aff41cd01ae0d4c23f1809e6adffc6f1
https://doi.org/10.1007/978-3-319-45684-3_1
https://doi.org/10.1007/978-3-319-45684-3_1
Autor:
T. E. Govindan
Publikováno v:
Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications ISBN: 9783319456829
In this chapter, we consider Yosida approximations of various classes of stochastic differential equations with Poisson jumps.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::48c31e401b6df1ec3fd803fdbb490a7b
https://doi.org/10.1007/978-3-319-45684-3_4
https://doi.org/10.1007/978-3-319-45684-3_4