Rumor diffusion model with spatio-temporal diffusion and uncertainty of behavior decision in complex social networks

L Zhu, Y Wang - Physica A: Statistical Mechanics and its Applications, 2018‏ - Elsevier
In this paper, a rumor diffusion model with uncertainty of human behavior under spatio-
temporal diffusion framework is established. Take physical significance of spatial diffusion …

Optimal control for the stochastic Fitzhugh-Nagumo model with recovery variable

F Cordoni, L Di Persio - arxiv preprint arxiv:1705.10227, 2017‏ - arxiv.org
In the present paper we derive the existence and uniqueness of a solution for the optimal
control problem determined by a stochastic FitzHugh-Nagumo equation with recovery …

On the stochastic Allen-Cahn equation on networks with multiplicative noise

M Kovács, E Sikolya - arxiv preprint arxiv:2011.11359, 2020‏ - arxiv.org
We consider a system of stochastic Allen-Cahn equations on a finite network represented by
a finite graph. On each edge in the graph a multiplicative Gaussian noise driven stochastic …

[HTML][HTML] On the strong Feller property for stochastic delay differential equations with singular drift

S Bachmann - Stochastic Processes and their Applications, 2020‏ - Elsevier
In this paper, we prove the strong Feller property for stochastic delay (or functional)
differential equations with singular drift. We extend an approach of Maslowski and Seidler to …

Spatial sampled-data control for stochastic reaction-diffusion systems

KN Wu, YZ Wang, Z Wang - Journal of the Franklin Institute, 2020‏ - Elsevier
This paper considers the control problems for stochastic reaction-diffusion systems (SRDSs)
with a spatial sampled-data (SSD) controller. The SSD controller engenders spatial discrete …

[HTML][HTML] Singular optimal controls of stochastic recursive systems and Hamilton–Jacobi–Bellman inequality

L Zhang - Journal of Differential Equations, 2019‏ - Elsevier
In this paper, we study the optimal singular controls for stochastic recursive systems, in
which the control has two components: the regular control, and the singular control. Under …

A maximum principle for a stochastic control problem with multiple random terminal times

F Cordoni, L Di Persio - arxiv preprint arxiv:1801.07216, 2018‏ - arxiv.org
In the present paper we derive, via a backward induction technique, and ad hoc maximum
principle for an optimal control problem with multiple random terminal times. Therefore we …

A nonlinear Kolmogorov equation for stochastic functional delay differential equations with jumps

F Cordoni, L Di Persio, I Oliva - Nonlinear Differential Equations and …, 2017‏ - Springer
We consider a stochastic functional delay differential equation, namely an equation whose
evolution depends on its past history as well as on its present state, driven by a pure …

Optimal control of the fitzhugh–nagumo stochastic model with nonlinear diffusion

F Cordoni, LD Persio - Applied Mathematics & Optimization, 2021‏ - Springer
We consider the existence and first order conditions of optimality for a stochastic optimal
control problem inspired by the celebrated FitzHugh–Nagumo model, with nonlinear …

Stochastic reaction–diffusion equations on networks

M Kovács, E Sikolya - Journal of Evolution Equations, 2021‏ - Springer
We consider stochastic reaction–diffusion equations on a finite network represented by a
finite graph. On each edge in the graph, a multiplicative cylindrical Gaussian noise-driven …