Fuzzy differential equations (FDEs) extend classical differential equations by incorporating uncertainty through fuzzy numbers. This mathematical framework is particularly valuable for modelling ...
The subject of this article is a class of measure-valued Markov processes. A typical example is super-Brownian motion. The Laplacian Δ plays a fundamental role in the theory of Brownian motion. For ...
Delay differential equations (DDEs) extend classical ordinary differential equations by incorporating dependencies on past states. This inclusion of time delays is critical for accurately modelling ...
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