Results 11 to 20 of about 3,048,635 (228)

Quantum stochastic calculus with maximal operator domains. [PDF]

open access: yes, 2004
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
core   +4 more sources

Quantum stochastic convolution cocycles II [PDF]

open access: yes, 2008
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
core   +4 more sources

How to differentiate a quantum stochastic cocycle. [PDF]

open access: yes, 2010
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
core   +5 more sources

Extended Kalman filtering with stochastic nonlinearities and multiple missing measurements [PDF]

open access: yes, 2012
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
core   +1 more source

On extended stochastic integrals with respect to Lévy processes

open access: yesKarpatsʹkì 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   +1 more source

H∞ performance for load frequency control systems with random delays

open access: yesSystems 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
doaj   +1 more source

Nonlinear equations with global differential and integral operators: Existence, uniqueness with application to epidemiology

open access: yesResults 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
doaj   +1 more source

Set-valued and fuzzy stochastic integral equations driven by semimartingales under Osgood condition

open access: yesOpen 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.
doaj   +1 more source

Limiting Approach to Generalized Gamma Bessel Model via Fractional Calculus and Its Applications in Various Disciplines

open access: yesAxioms, 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
doaj   +1 more source

Comparison theorem of one-dimensional stochastic hybrid delay systems [PDF]

open access: yes, 2008
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
core   +4 more sources

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