Results 11 to 20 of about 34,146 (315)
Set-Valued Stochastic Lebesque Integral and Representation Theorems [PDF]
International Journal of Computational Intelligence Systems, 2008 In this paper, we shall firstly illustrate why we should introduce set-valued stochastic integrals, and then we shall discuss some properties of set-valued stochastic processes and the relation between a set-valued stochastic process and its selection ...
Jungang Li, Shoumei Li
doaj +1 more source
On the complexity of stochastic integration [PDF]
Mathematics of Computation, 2000 We study the complexity of approximating stochastic integrals with error ε \varepsilon
Grzegorz W. Wasilkowski +1 more
openaire +2 more sources
Aumann Type Set-valued Lebesgue Integral and Representation Theorem [PDF]
International Journal of Computational Intelligence Systems, 2009 n this paper, we shall firstly illustrate why we should discuss the Aumann type set-valued Lebesgue integral of a set-valued stochastic process with respect to time t under the condition that the set-valued stochastic process takes nonempty compact ...
Jungang Li, Shoumei Li
doaj +1 more source
Karpatsʹkì Matematičnì Publìkacìï, 2022 We deal with spaces of regular test functions in the Lévy white noise analysis, which are constructed using Lytvynov's generalization of a chaotic representation property.
N.A. Kachanovsky
doaj +1 more source
Directional Stochastic Orders with an Application to Financial Mathematics
Mathematics, 2021 Relevant integral stochastic orders share a common mathematical model, they are defined by generators which are made up of increasing functions on appropriate directions. Motivated by the aim to provide a unified study of those orders, we introduce a new
María Concepción López-Díaz +2 more
doaj +1 more source
Backward stochastic variational inequalities driven by multidimensional fractional Brownian motion [PDF]
Opuscula Mathematica, 2018 We study the existence and uniqueness of the backward stochastic variational inequalities driven by \(m\)-dimensional fractional Brownian motion with Hurst parameters \(H_k\) (\(k=1,\ldots m\)) greater than \(1/2\).
Dariusz Borkowski +1 more
doaj +1 more source
Stochastic Integrals: A Combinatorial Approach [PDF]
The Annals of Probability, 1997 A unified combinatorial definition of multiple stochastic integrals is given in the setting of random measures. The notion of stochastic sequence of binomial type is introduced as a generalization of special polynomial sequences appearing commonly in stochastic integration including Hermite, Poisson-Charlier and Kravchuk polynomials.
Rota, Gian-Carlo, Wallstrom, Timothy C.
openaire +3 more sources
How to differentiate a quantum stochastic cocycle. [PDF]
, 2010 Two new approaches to the infinitesimal characterisation of quantum stochastic cocycles are reviewed. The first concerns mapping cocycles on an operator space and demonstrates the role of H\"older continuity; the second concerns contraction operator ...
Lindsay, J Martin +2 more
core +1 more source
Risenologi, 2020 The implementation of Lévy path integral generated by Lévy stochastic process on fractional Schrödinger equation has been investigated in the framework of fractional quantum mechanics.
Chandra Halim, M. Farchani Rosyid
doaj +1 more source
Stochastic Lie Group Integrators [PDF]
SIAM Journal on Scientific Computing, 2008 We present Lie group integrators for nonlinear stochastic differential equations with non-commutative vector fields whose solution evolves on a smooth finite dimensional manifold. Given a Lie group action that generates transport along the manifold, we pull back the stochastic flow on the manifold to the Lie group via the action, and subsequently pull ...
Simon J. A. Malham, Anke Wiese
openaire +2 more sources