Results 261 to 265 of about 12,069 (265)

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
openaire   +1 more source

An Extension of the Stochastic Integral

Annals of Probability, 1982
Marc A Berger
exaly  

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

1996
openaire   +1 more source

Mean-square approximation of iterated Ito and Stratonovich stochastic integrals of multiplicities 1 to 6 from the Taylor-Ito and Taylor-Stratonovich expansions using Legendre polynomials. arXiv:1801.00231v14 [math.PR], 2021, 79 pp. Section 6 is extended.

2021
openaire   +1 more source

Integrated mission reliability modeling for multistate manufacturing systems considering heterogeneous feedstocks based on extended stochastic flow manufacturing network

Reliability Engineering & System Safety
Jinyong Yao, Zhanfei Gao, Yihai He, Chong Peng   +3 more
openaire   +1 more source