Results 1 to 10 of about 33 (33)

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
doaj   +1 more source

An extension of the stochastic sewing lemma and applications to fractional stochastic calculus

Forum of Mathematics, Sigma
We 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
doaj   +1 more source

Multiple G-Stratonovich integral in G-expectation space

Open Mathematics
The 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 Mathematics
In 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, Klewinghaus D, Arras P, Carrara SC, Harwardt J, Krah S, Yanakieva D, Toleikis L, Smider VV, Kolmar H, Zielonka S.   +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, Pekar L, Arras P, Krah S, Valldorf B, Kolmar H, Zielonka S.   +6 more
europepmc   +1 more source

A financial market with singular drift and no arbitrage. [PDF]

Math Financ Econ, 2021
Agram N, Øksendal B.
europepmc   +1 more source

Path integral control of a stochastic multi-risk SIR pandemic model. [PDF]

Theory Biosci, 2023
Pramanik P.
europepmc   +1 more source

Power variation of multiple fractional integrals

Open Mathematics, 2007
Tudor Constantin, Tudor Maria
doaj   +1 more source

A stochastic Fubini theorem: BSDE method. [PDF]

J Inequal Appl, 2017
Wang Y.
europepmc   +1 more source