Xicheng Zhang, STOCHASTIC DIFFERENTIAL EQUATIONS WITH SOBOLEV DIFFUSION AND SINGULAR DRIFT AND APPLICATIONS, The Annals of Applied Probability, Vol. 26, No. 5 (October 2016), pp. 2697-2732 ...

We develop a fast stochastic Galerkin method for an optimal control problem governed by a random space-fractional diffusion equation with deterministic constrained control. Optimal control problems ...

Stochastic Processes and Anomalous Diffusion Publication Trend The graph below shows the total number of publications each year in Stochastic Processes and Anomalous Diffusion.

Stochastic modelling of reaction–diffusion systems has emerged as a crucial framework for understanding the complex interplay between chemical reactions and molecular diffusion in biological ...