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math.DS2017
Large deviation principle for dynamical systems coupled with diffusion-transmutation processes
Getachew K. Befekadu
In this paper, we introduce a mathematical apparatus that is relevant for understanding a dynamical system with small random perturbations and coupled with the so-called transmutat…
math.OC2017
On the stochastic decision problems with backward stochastic viability property
Getachew K. Befekadu
In this paper, we consider a stochastic decision problem for a system governed by a stochastic differential equation, in which an optimal decision is made in such a way to minimize…