Generalized BDSDEs driven by fractional Brownian motion
Nonautonomous Dynamical Systems, 2023 This article deals with a class of generalized backward doubly stochastic differential equations driven by fractional Brownian motion with the Hurst parameter HH greater than 1/2.
Aidara Sadibou +2 more
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A Fourier Analysis Based New Look at Integration
Annales Mathematicae Silesianae, 2023 We approach the problem of integration for rough integrands and integrators, typically representing trajectories of stochastic processes possessing only some Hölder regularity of possibly low order, in the framework of para-control calculus.
Imkeller Peter, Perkowski Nicolas
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Nonautonomous Dynamical Systems, 2018 This paper focuses on a nonlinear second-order stochastic evolution equations driven by a fractional Brownian motion (fBm) with Poisson jumps and which is dependent upon a family of probability measures.
McKibben Mark A., Webster Micah
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An extension of the stochastic sewing lemma and applications to fractional stochastic calculus
Forum of Mathematics, SigmaWe give an extension of Lê’s stochastic sewing lemma. The stochastic sewing lemma proves convergence in $L_m$ of Riemann type sums $\sum _{[s,t] \in \pi } A_{s,t}$ for an adapted two-parameter stochastic process A, under certain conditions ...
Toyomu Matsuda, Nicolas Perkowski
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Multiple G-Stratonovich integral in G-expectation space
Open MathematicsThe Stratonovich integral represents a fundamental concept in stochastic calculus. In this article, we first propose a novel approach inspired by the multidimensional G-Itô formula, establishing a multiple G-Stratonovich integral within the G-expectation
Fei Shaojin
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On the weak convergence of multiparameter stochastic integrals
Open MathematicsIn this paper we provide sufficient conditions for sequences of stochastic processes of the form ∫ [0,t] f n(u)θ n(u)du, to weakly converge, in the space of continuous functions over a closed interval, to integrals with respect to the Brownian motion, ∫ [
Bardina Xavier, Boukfal Salim
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Milking the Cow: Cattle-Derived Chimeric Ultralong CDR-H3 Antibodies and Their Engineered CDR-H3-Only Knobbody Counterparts Targeting Epidermal Growth Factor Receptor Elicit Potent NK Cell-Mediated Cytotoxicity. [PDF]
Front Immunol, 2021 Pekar L +10 more
europepmc +1 more source
Grabbing the Bull by Both Horns: Bovine Ultralong CDR-H3 Paratopes Enable Engineering of 'Almost Natural' Common Light Chain Bispecific Antibodies Suitable For Effector Cell Redirection. [PDF]
Front Immunol, 2021 Klewinghaus D +6 more
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A financial market with singular drift and no arbitrage. [PDF]
Math Financ Econ, 2021 Agram N, Øksendal B.
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Path integral control of a stochastic multi-risk SIR pandemic model. [PDF]
Theory Biosci, 2023 Pramanik P.
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