Results 221 to 230 of about 196,185 (255)
International Journal of Robust and Nonlinear Control, 2019 SummaryThis paper investigates the issues of stochastic stability and extended dissipativity analysis for uncertain neutral systems with semi‐Markovian jumping parameters. A new criterion about the stochastic stability and extended dissipativity of uncertain neutral systems with semi‐Markovian jumping parameters is obtained based on the new Lyapunov ...
Tao Wu, Lianglin Xiong, Jinde Cao
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Localization of the extended stochastic integral
Sbornik: Mathematics, 2006 A sufficient condition for the localization of the extended stochastic integral with respect to a Gaussian measure in an infinite-dimensional space is presented. In the finite-dimensional case, for a vector field? in the Sobolev class a condition ensuring the vanishing divergence of? at the zero set of the field itself is presented.
A. M. Gomilko, A. A. Dorogovtsev
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Journal of the Franklin Institute, 2021 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Yingying Liu +3 more
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Stochastic integral of Hitsuda–Skorokhod type on the extended Fock space
Ukrainian Mathematical Journal, 2009 We review some recent results related to stochastic integrals of the Hitsuda–Skorokhod type acting on the extended Fock space and its riggings.
N. A. Kachanovsky, V. A. Tesko
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Extended vector stochastic integral in Sobolev spaces of Wiener functionals
, 1996 exaly +3 more sources
An extended stochastic integral for non-Gaussian measures in locally convex spaces
Russian Mathematical Surveys, 1986 The logarithmic derivative of a measure along a vector (operator) field in a locally convex space is defined. The class of measures with square- integrable logarithmic derivative is described. The formula of Gauss- Ostrogradskij and the theorem of the image measure differentiability are formulated.
N. V. Norin
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On a certain property of paths of extended stochastic integrals
Siberian Mathematical Journal, 1993 The Skorokhod construction for an extended stochastic integral and derivative by using the multiple Itô integration is generalized to random variables and processes with infinite second moment. The standard result about the squared variation of Itô stochastic integrals is modified for this generalization.
A. A. Dorogovtsev
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Infinite Dimensional Analysis, Quantum Probability and Related Topics, 2008 Using a general approach that covers the cases of Gaussian, Poissonian, Gamma, Pascal and Meixner measures, we consider an extended stochastic integral and construct elements of a Wick calculus on parametrized Kondratiev-type spaces of generalized functions; consider the interconnection between the extended stochastic integration and the Wick calculus;
N. A. Kachanovsky
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