This result is applied to stochastic parabolic equation perturbed by a fractional white noise.
General results are applied to stochastic hyperbolic equations perturbed by subordinated Wiener process.
Recently, the inequality technique was applied to stochastic differential systems [6 11], impulsive differential systems [12 21], and impulsive stochastic differential systems [22], thus some new results have been obtained.
The results yield a unified framework which is applied to stochastic generalized porous media equations, stochastic generalized reaction diffusion equations and stochastic generalized degenerated p-Laplace equations.
Note that the path-integral methods used in this section were originally introduced within the context of stochastic processes by Martin Siggia Rose [60], and have previously been applied to stochastic neural networks by Sompolinsky et al. [61, 62] and Buice et al. [17, 20].
The authors in [15, 16] considered weak, complete, and exact controllability of semilinear stochastic systems and stochastic functional differential in Hilbert spaces, and the obtained results therein can be applied to the stochastic systems with kinds of delays.
The CICT can be applied to any stochastic evacuation model to determine parameter convergence.
Numerous numerical methods can be applied to solve stochastic differential equations like Monte Carlo simulation method, finite elements and finite differences [2, 3].
Hence the results in Theorems 3.3 and 3.4 can be applied to the stochastic equations (1.1 - 1.2 1.1 - 1.21) for the Mandell fluids provided that the assumptions (HYP 1)–(HYP 4) hold.
