Results 241 to 250 of about 12,069 (265)

Extended vector stochastic integral in Sobolev spaces of Wiener functionals

1996
exaly   +2 more sources

The time-dependent j-flux method for stochastic simulations of multistage bimolecular photoinduced electron transfer within the extended integral encounter theory

AIP Conference Proceedings, 2018
Serguei V Feskov
exaly   +2 more sources

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
openaire   +1 more source

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
openaire   +1 more source

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.
openaire   +1 more source

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.
openaire   +3 more sources

Extending the Gillespie’s Stochastic Simulation Algorithm for Integrating Discrete-Event and Multi-Agent Based Simulation

2016
Whereas Multi-Agent Based Simulation MABS is emerging as a reference approach for complex system simulation, the event-driven approach of Discrete-Event Simulation DES is the most used approach in the simulation mainstream. In this paper we elaborate on two intuitions: i event-based systems and multi-agent systems are amenable of a coherent ...
MONTAGNA, SARA, OMICINI, ANDREA, PIANINI, DANILO   +2 more
openaire   +3 more sources

AN EXTENDED STOCHASTIC INTEGRAL AND A WICK CALCULUS ON PARAMETRIZED KONDRATIEV-TYPE SPACES OF MEIXNER WHITE NOISE

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;
openaire   +2 more sources

Integral Expansion often Reducing to the Density Gradient Expansion, Extended to Nonmarkov Stochastic Processes. Consequent Stochastic Equation for Quantum Mechanics more Refined than Schrodinger’s.

1990
An integral expansion is obtained which reduces under explicitly given conditions to the density gradient expansion for the number density p(r,t) of stochastic particles. Explicit coefficients in terms of moments are calculated up to and including the fourth order, corresponding to the super- Burnett approximation.
G. Cavalleri, G. Mauri
openaire   +1 more source

On Extended Stochastic Intervals

Theory of Probability & Its Applications, 1976
openaire   +2 more sources