Results 11 to 20 of about 26,100 (268)
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
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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
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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
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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
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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
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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.
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Set-Valued Stochastic Equation with Set-Valued Square Integrable Martingale
ITM Web of Conferences, 2017 In this paper, we shall introduce the stochastic integral of a stochastic process with respect to set-valued square integrable martingale. Then we shall give the Aumann integral measurable theorem, and give the set-valued stochastic Lebesgue integral and
Li Jun-Gang, Zheng Shi-Qing
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Mathematics, 2021 It is well known that Stochastic equations had many useful applications in describing numerous events and problems of real world, and the nonlocal integral condition is important in physics, finance and engineering.
Ahmed M. A. El-Sayed, Hoda A. Fouad
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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
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A note on Kurzweil-Henstock's anticipating non-stochastic integral [PDF]
Mathematica BohemicaMotivated by the study of anticipating stochastic integrals using Kurzweil-Henstock approach, we use anticipating interval-point pairs (with the tag as the right-end point of the interval) in studying non-stochastic integral, which we call the Kurzweil ...
Yu Xin Ng, Tin Lam Toh
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