Results 11 to 20 of about 3,048,635 (228)
Quantum stochastic calculus with maximal operator domains. [PDF]
Quantum stochastic calculus is extended in a new formulation in which its stochastic integrals achieve their natural and maximal domains. Operator adaptedness, conditional expectations and stochastic integrals are all defined simply in terms of the ...
Lindsay, J. Martin, Attal, Stéphane
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Quantum stochastic convolution cocycles II [PDF]
Schurmann's theory of quantum Levy processes, and more generally the theory of quantum stochastic convolution cocycles, is extended to the topological context of compact quantum groups and operator space coalgebras.
Skalski, Adam G., Lindsay, J. Martin
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How to differentiate a quantum stochastic cocycle. [PDF]
Two new approaches to the infinitesimal characterisation of quantum stochastic cocycles are reviewed. The first concerns mapping cocycles on an operator space and demonstrates the role of H\"older continuity; the second concerns contraction operator ...
Lindsay, J. Martin
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Extended Kalman filtering with stochastic nonlinearities and multiple missing measurements [PDF]
Copyright @ 2012 ElsevierIn this paper, the extended Kalman filtering problem is investigated for a class of nonlinear systems with multiple missing measurements over a finite horizon.
Wang, Z, Stergioulas, LK, Hu, J, Gao, H
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On extended stochastic integrals with respect to Lévy processes
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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H∞ performance for load frequency control systems with random delays
This paper investigates the problem of $ {H_\infty } $ performance analysis for PI-type load frequency control (LFC) of power systems with random delays.
Nan Wang, Wei Qian, Xiaozhuo Xu
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Very recently, the concept of instantaneous change was extended with the aim to accommodate prediction of more complex real world problems that could not be predicted or depicted by the existing rate of change.
Abdon Atangana, Seda İğret Araz
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Set-valued and fuzzy stochastic integral equations driven by semimartingales under Osgood condition
We analyze the set-valued stochastic integral equations driven by continuous semimartingales and prove the existence and uniqueness of solutions to such equations in the framework of the hyperspace of nonempty, bounded, convex and closed subsets of the ...
Malinowski Marek T.
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The essentials of fractional calculus according to different approaches that can be useful for our applications in the theory of probability and stochastic processes are established.
Nicy Sebastian
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Comparison theorem of one-dimensional stochastic hybrid delay systems [PDF]
The comparison theorem of stochastic differential equations has been investigated by many authors. However, little research is available on the comparison theorem of stochastic hybrid systems, which is the topic of this paper.
Yuan, Chenggui +6 more
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