Results 211 to 220 of about 196,185 (255)

Finite Element Approximation of Lyapunov Equations Related to Parabolic Stochastic PDEs. [PDF]

Appl Math Optim
Andersson A, Lang A, Petersson A, Schroer L.   +3 more
europepmc   +1 more source

Design of a fractional-order sliding mode controller for lane- keeping in autonomous driving. [PDF]

Sci Rep
Wu W, Huang S, Qin J, Yang H, Xu C.
europepmc   +1 more source

Interval-aware optimal control of PMSG-based wind energy conversion systems via piecewise Chebyshev inclusion. [PDF]

Sci Rep
Razmjooy N.
europepmc   +1 more source

Effects of Multiplicative Noise in Bistable Dynamical Systems. [PDF]

Entropy (Basel)
Quintanilha Valente SC, da Costa Lima Bruni R, González Arenas Z, Barci DG.   +3 more
europepmc   +1 more source

High-performance temperature regulation of nonlinear CSTRs via a hybrid stellar oscillation optimizer and differential evolution-based PID-F control. [PDF]

Sci Rep
Ekinci S, Turkeri C, Gokalp I, Li Y, Li D.   +4 more
europepmc   +1 more source

Extended backward stochastic Volterra integral equations and their applications to time-inconsistent stochastic recursive control problems

Extended backward stochastic Volterra integral equations and their applications to time-inconsistent stochastic recursive control problems
openaire  

On Solutions of Integral Equations with an Extended Stochastic Integral

Theory of Probability and Its Applications, 1996
The article is devoted to the integral equations of the second kind with the extended (Skorokhod) stochastic integral. It is proved, that in some cases the generalized solution in the Hida sense can be considered as a usual random process without finite second moment.
A. A. Dorogovtsev
exaly   +4 more sources

Itô Formula for an Extended Stochastic Integral with Nonanticipating Kernel

Theory of Probability and Its Applications, 1995
Soit \(\Omega = C_0 ([0,1])\), \(P\) la mesure de Wiener et \(\mathfrak F\) la tribu des boréliens de \(\Omega\) complétée pour \(P\), \((W_t)_{t \in [0,1]}\) un mouvement brownien réel standard. Si \(F \in \mathbb{L}^2 (\Omega)\), on peut développer \(F\) en série d'intégrales itérées \(F = \sum^\infty_{k = 0} I_k (f_k)\).
N. V. Norin
exaly   +4 more sources

Extended Thorin classes and stochastic integrals

Lithuanian Mathematical Journal, 2007
Extended Thorin classes T ϰ (R d ), ϰ > 0, of infinitely divisible probability laws on R d are defined and analytically characterized in [6]. Using general results from [8] and [9], in this paper, we derive a stochastic integral representation of these classes.
B. Grigelionis
exaly   +3 more sources