Results 231 to 240 of about 12,069 (265)

Motion of Quantum Particles in Terms of Probabilities of Paths. [PDF]

Entropy (Basel)
Santos E.
europepmc   +1 more source

Identification and quantification of irreversibility in stochastic systems.

Phys Chem Chem Phys
Ghosal A, Bisker G.
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
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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   +3 more sources

Stochastic stability and extended dissipativity analysis for delayed neural networks with markovian jump via novel integral inequality

Journal of the Franklin Institute, 2022
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Yingying Liu, Lianglin Xiong, Haiyang Zhang   +2 more
exaly   +2 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 \(F = \sum^\infty_{k = 0} I_k (f_k)\).
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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.
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Stochastic stability and extended dissipativity analysis for uncertain neutral systems with semi‐Markovian jumping parameters via novel free matrix–based integral inequality

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 ...
Lianglin Xiong, Jinde Cao, Haiyang Zhang   +2 more
exaly   +2 more sources

Stochastic integral representation theorem for quantum semimartingales

Journal of Functional Analysis, 2003
The quantum stochastic integral of Itô type formulated by Hudson and Parthasarathy is extended to a wider class of adapted quantum stochastic processes on Boson Fock space.
Un Çig Ji
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Extended stochastic integral in Wiener space

1996
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