Results 131 to 140 of about 195,324 (154)

THE EXTENDED STOCHASTIC INTEGRAL IN LINEAR SPACES WITH DIFFERENTIABLE MEASURES AND RELATED TOPICS

Bulletin of the London Mathematical Society, 1998
openaire   +1 more source

Numerical solution of stochastic Volterra integral equations by a stochastic operational matrix based on block pulse functions

Mathematical and Computer Modelling, 2012
Morteza Khodabin
exaly  

Robust $\mathscr{H}_{\infty }$ Control for Stochastic T–S Fuzzy Systems via Integral Sliding-Mode Approach

IEEE Transactions on Fuzzy Systems, 2014
Qing Gao, Gang Feng, Lu Liu
exaly  

A wavelet-based computational method for solving stochastic Itô–Volterra integral equations

Journal of Computational Physics, 2015
Fakhrodin Mohammadi
exaly  

Backward stochastic differential equations and integral-partial differential equations

Stochastic and Stochastics Reports, 1997
Rainer Buckdahn
exaly  

EXTENDED VECTOR STOCHASTIC INTEGRAL IN SOBOLEV SPACES OF WIENER FUNCTIONALS

1990
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A computational method for solving stochastic Itô–Volterra integral equations based on stochastic operational matrix for generalized hat basis functions

Journal of Computational Physics, 2014
Mohammad Hossein Heydari, Carlo Cattani
exaly  

Extended vector stochastic integral in Sobolev spaces of Wiener functionals

1996
openaire   +1 more source

On a new set-valued stochastic integral with respect to semimartingales and its applications

Journal of Mathematical Analysis and Applications, 2013
Marek T Malinowski
exaly  

Expansion of iterated Ito stochastic integrals of arbitrary multiplicity based on generalized multiple Fourier series converging in the mean. arXiv:1712.09746v12 [math.PR], 2021, 79 pp. Secton 9 is extended.

2021
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