Results 211 to 220 of about 11,593 (227)

Randomized extended stochastic integrals with jumps

1996
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THE EXTENDED STOCHASTIC INTEGRAL IN LINEAR SPACES WITH DIFFERENTIABLE MEASURES AND RELATED TOPICS

Bulletin of the London Mathematical Society, 1998
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Performance analysis and extended dissipative controller design for Itô stochastic-delayed IT2 fuzzy models

International Journal of Systems Science, 2020
Shaosheng Zhou
exaly  

An Extension of the Stochastic Integral

Annals of Probability, 1982
Marc A Berger
exaly  

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  

The Extended Stochastic Integral in Linear Spaces with Differentiable Measures and Related Topics

1996
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A Safety Analysis Method With Correlation of States for Integrated Modular Avionics Systems Based on an Extended Generalized Stochastic Petri Net

2016
Rongbin Han, Shihai Wang
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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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Stochastic integral representation theorem for quantum semimartingales

Journal of Functional Analysis, 2003
Un Çig Ji
exaly  

Strong Approximation of Iterated Ito and Stratonovich Stochastic Integrals Based on Generalized Multiple Fourier Series. Application to Numerical Solution of Ito SDEs and Semilinear SPDEs (Extended Version). arXiv:2003.14184v16 [math.PR], 2021, 675 pp.

2021
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