An oscillation of the solution for a nonlinear second-order stochastic differential equation

Iryna Komashynska; Mohammed Al-Smadi; Ali Ateiwi; Ayed Al E.Damat

An oscillation of the solution for a nonlinear second-order stochastic differential equation

Iryna Komashynska
, Mohammed Al-Smadi
, Ali Ateiwi
, Ayed Al E.Damat

University of Jordan
Al-Balqa Applied University
Al-Hussein Bin Talal University

Research output: Contribution to journal › Article › peer-review

5 Scopus citations

Abstract

In this paper, we study the oscillatory properties for asymptotic behaviors of solutions of a class of nonlinear second-order stochastic Itô equations. Meanwhile, we investigate existence of zeros of its solutions with probability 1.

Original language	English
Pages (from-to)	860-868
Number of pages	9
Journal	Journal of Computational Analysis and Applications
Volume	20
Issue number	5
State	Published - 2016
Externally published	Yes

Keywords

Itô integral
Oscillation
Stochastic differential equations
Wiener process
Zeros of solutions

Cite this

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title = "An oscillation of the solution for a nonlinear second-order stochastic differential equation",

abstract = "In this paper, we study the oscillatory properties for asymptotic behaviors of solutions of a class of nonlinear second-order stochastic It{\^o} equations. Meanwhile, we investigate existence of zeros of its solutions with probability 1.",

keywords = "It{\^o} integral, Oscillation, Stochastic differential equations, Wiener process, Zeros of solutions",

author = "Iryna Komashynska and Mohammed Al-Smadi and Ali Ateiwi and \{Al E.Damat\}, Ayed",

year = "2016",

language = "English",

volume = "20",

pages = "860--868",

journal = "Journal of Computational Analysis and Applications",

issn = "1521-1398",

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T1 - An oscillation of the solution for a nonlinear second-order stochastic differential equation

AU - Komashynska, Iryna

AU - Al-Smadi, Mohammed

AU - Ateiwi, Ali

AU - Al E.Damat, Ayed

PY - 2016

Y1 - 2016

N2 - In this paper, we study the oscillatory properties for asymptotic behaviors of solutions of a class of nonlinear second-order stochastic Itô equations. Meanwhile, we investigate existence of zeros of its solutions with probability 1.

AB - In this paper, we study the oscillatory properties for asymptotic behaviors of solutions of a class of nonlinear second-order stochastic Itô equations. Meanwhile, we investigate existence of zeros of its solutions with probability 1.

KW - Itô integral

KW - Oscillation

KW - Stochastic differential equations

KW - Wiener process

KW - Zeros of solutions

UR - https://www.scopus.com/pages/publications/85014709649

M3 - Article

AN - SCOPUS:85014709649

SN - 1521-1398

VL - 20

SP - 860

EP - 868

JO - Journal of Computational Analysis and Applications

JF - Journal of Computational Analysis and Applications

IS - 5

ER -

An oscillation of the solution for a nonlinear second-order stochastic differential equation

Abstract

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