Results 1 to 10 of about 195,324 (154)

On extended stochastic integrals with respect to Lévy processes

Karpatsʹkì Matematičnì Publìkacìï, 2013
Let $L$ be a Levy process on $[0,+\infty)$. In particular cases, when $L$ is a Wiener or Poisson process, any square integrable random variable can be decomposed in a series of repeated stochastic integrals from nonrandom functions with respect to $L ...
N.A. Kachanovsky
doaj   +2 more sources

On Wick calculus and its relationship with stochastic integration on spaces of regular test functions in the Lévy white noise analysis

Karpatsʹkì Matematičnì Publìkacìï, 2022
We deal with spaces of regular test functions in the Lévy white noise analysis, which are constructed using Lytvynov's generalization of a chaotic representation property.
N.A. Kachanovsky
doaj   +1 more source

T-cell Receptor Is a Threshold Detector: Sub- and Supra-Threshold Stochastic Resonance in TCR-MHC Clusters on the Cell Surface

Entropy, 2022
Stochastic resonance in clusters of major histocompatibility molecules is extended by a more detailed description of adaptive thresholding and by applying the notion of suprathreshold stochastic resonance as a stochastically quantizing encoder of ...
László Bene, Miklós Bagdány, László Damjanovich   +2 more
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ESO‐based output‐feedback regulation control of nonlinear systems with SiISS inverse dynamics

IET Control Theory & Applications, 2022
This paper considers the output‐feedback controller for a class of stochastic cascade nonlinear systems with stochastic integral input‐to‐state stable inverse dynamics, unknown control coefficients, and matching disturbances.
Chunxiao Wang, Yang Gao, Yuliang Sun, Yuqiang Wu   +3 more
doaj   +1 more source

A generalization of an extended stochastic integral [PDF]

Ukrainian Mathematical Journal, 2007
We propose a generalization of an extended stochastic integral to the case of integration with respect to a broad class of random processes. In particular, we obtain conditions for the coincidence of the considered integral with the classical Ito stochastic integral.
Albeverio, S., Berezansky, Yu.M., Tesko, V.A.   +2 more
openaire   +2 more sources

Al'brekht's Method in Infinite Dimensions [PDF]

, 2020
In 1961 E. G. Albrekht presented a method for the optimal stabilization of smooth, nonlinear, finite dimensional, continuous time control systems.
Krener, AJ
core   +3 more sources

Hermite-Hadamard, Jensen, and Fractional Integral Inequalities for Generalized P-Convex Stochastic Processes

Journal of Mathematics, 2021
The stochastic process is one of the important branches of probability theory which deals with probabilistic models that evolve over time. It starts with probability postulates and includes a captivating arrangement of conclusions from those postulates ...
Fangfang Ma, Waqas Nazeer, Mamoona Ghafoor   +2 more
doaj   +1 more source

Application of a Novel Multi-Agent Optimization Algorithm Based on PID Controllers in Stochastic Control Problems

Mathematics, 2023
The article considers the problem of finding the optimal on average control of the trajectories of continuous stochastic systems with incomplete feedback.
Andrei Panteleev, Maria Karane
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Generalisation of fractional Cox–Ingersoll–Ross process

Results in Applied Mathematics, 2022
In this paper, we define a generalised fractional Cox–Ingersoll–Ross process (Xt)t≥0as a square of singular stochastic differential equation with respect to fractional Brownian motion with Hurst parameter H∈(0,1)taking the form dZt=f(t,Zt)Zt−1dt+σdWtH/2,
Marc Mukendi Mpanda, Safari Mukeru, Mmboniseni Mulaudzi   +2 more
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Interconnection between Wick multiplication and integration on spaces of nonregular generalized functions in the Lévy white noise analysis

Karpatsʹkì Matematičnì Publìkacìï, 2019
We deal with spaces of nonregular generalized functions in the Lévy white noise analysis, which are constructed using Lytvynov's generalization of a chaotic representation property.
N.A. Kachanovsky, T.O. Kachanovska
doaj   +1 more source