Results 11 to 20 of about 11,536 (223)
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
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Karpatsʹkì Matematičnì Publìkacìï, 2014 The operators of stochastic differentiation, which are closely related with the extended Skorohod stochastic integral and with the Hida stochastic derivative, play an important role in the classical (Gaussian) white noise analysis.
M.M. Dyriv, N.A. Kachanovsky
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APLIKASI INTEGRAL DALAM BIDANG EKONOMI DAN FINANSIAL
E-Jurnal Matematika, 2020 The characteristics of a function are usually investigated by looking at the continuity of the function. But what happens if a function does not have continuous properties?
LUH PUTU IDA HARINI, KARTIKA SARI
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Karpatsʹkì Matematičnì Publìkacìï, 2016 The operators of stochastic differentiation, which are closely related with the extended Skorohod stochastic integral and with the Hida stochastic derivative, play an important role in the classical (Gaussian) white noise analysis.
N.A. Kachanovsky
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H∞ performance for load frequency control systems with random delays
Systems Science & Control Engineering, 2021 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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Results in Physics, 2021 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
Open Mathematics, 2015 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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Axioms, 2015 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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Extended backward stochastic Volterra integral equations, Quasilinear parabolic equations, and Feynman–Kac formula [PDF]
Stochastics and Dynamics, 2020 This paper is concerned with the relationship between backward stochastic Volterra integral equations (BSVIEs, for short) and a kind of non-local quasilinear (and possibly degenerate) parabolic equations. As a natural extension of BSVIEs, the extended BSVIEs (EBSVIEs, for short) are introduced and investigated.
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Chemical Engineering Transactions, 2017 The paper focused on the implementation of hybrid Interval Type-2 (IT2) Fuzzy with Generic Model Control (GMC) for the nonlinear stochastic waste treatment process in the anaerobic digester. Development of the deterministic methane process model has been
M.F. Zanil, M.A. Hussain
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