Given an unstable hybrid stochastic differential equation (SDDE, also known as an SDDE
with Markovian switching), can we design a delay feedback control to make the controlled …

This article deals with the Fitzhugh–Nagumo equation in the presence of stochastic function.
A numerical scheme has been developed for the solution of such equations which preserves …

We propose and investigate a market model for power prices, including most basic features
exhibited by previous models and taking into account self-exciting properties. The model …

In the present work we formally extend the theory of port-Hamiltonian systems to include
random perturbations. In particular, suitably choosing the space of flow and effort variables …

In this paper, approximate solutions for stochastic Fitzhugh–Nagumo partial differential
equations are obtained using two‐dimensional shifted Legendre polynomial (2DSLP) …

We consider the optimal control problem for stochastic differential equations (SDEs) with
random coefficients under the recursive-type objective functional captured by the backward …

We consider the control of semilinear stochastic partial differential equations (SPDEs) via
deterministic controls. In the case of multiplicative noise, existence of optimal controls and …

In this work, we study early warning signs for stochastic partial differential equations
(SPDEs), where the linearisation around a steady state is characterised by continuous …

We present a numerical algorithm that allows the approximation of optimal controls for
stochastic reaction–diffusion equations with additive noise by first reducing the problem to …

Based on the standard Fitzhugh–Nagumo model for myocardial cell excitations and
electrical activities, the effect of electromagnetic induction is considered and through which …