Results 1 to 10 of about 11,536 (223)
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
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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.
Yurij M Berezansky +2 more
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Extended Stochastic Integral and Wick Calculus on Spaces of Regular Generalized Functions Connected with Gamma Measure [PDF]
Ukrainian Mathematical Journal, 2005 We introduce and study an extended stochastic integral, a Wick product, and Wick versions of holomorphic functions on Kondrat'ev-type spaces of regular generalized functions. These spaces are connected with the Gamma measure on a certain generalization of the Schwartz distribution space \(S'\).
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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
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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 +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 +3 more
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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 +2 more
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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 +2 more
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