Results 211 to 220 of about 26,100 (268)

Discrete stochastic maximal regularity. [PDF]

Math Ann
Evangelopoulos-Ntemiris F, Veraar M.
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High-Contrast Random Composites: Homogenisation Framework and Spectral Convergence. [PDF]

Commun Math Phys
Cherdantsev M, Cherednichenko K, Velčić I.   +2 more
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Fractional-order stochastic delayed neural networks with impulses: mean square finite-time contractive synchronization. [PDF]

Sci Rep
Palanisamy G, Kandasamy U, Rihan FA, Ben Said S.   +3 more
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Trajectory-based computational analysis of the quantum-classical transition in asymmetrically coupled spin-boson models. [PDF]

Comput Struct Biotechnol J
Uthailiang T, Issarakul P, Boonchui S.
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Stochastic analysis of compact stars under composite polytropes. [PDF]

Sci Rep
Nouh MI, El-Essawy SH, Foda MM, Aboueisha MS.   +3 more
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On Stochastic Integration and Differentiation

Acta Applicandae Mathematica, 1999
This short note presents a method to identify the integrands \((\varphi_j)_{j=1}^n\) for a martingale \(\xi_t=\sum_{j=1}^n\int_0^t\varphi_j d\eta^j_t\), \((\eta^j)_{j=1}^n\) being independent Brownian motions, in a measurable way. The quintessence of the method is an \(L^2\)-limit of certain approximations to the quadratic covariation between \(\xi ...
Di Nunno, G., Rozanov, Yu. A.
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Stochastic Integration Filter

IEEE Transactions on Automatic Control, 2013
The technical note deals with state estimation of nonlinear stochastic dynamic systems. Traditional filters providing local estimates of the state, such as the extended Kalman filter, unscented Kalman filter, or the cubature Kalman filter, are based on computationally efficient but approximate integral evaluations.
Jindrich Duník, Ondrej Straka, Miroslav Simandl   +2 more
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Stochastic integration with respect to a stochastic integral

Stochastic Analysis and Applications, 1997
In this paper we prove first the property of integration with respect to a measure defined by density,h(fm) = (hf)mor a measure mand functions f,h, taking values in Banach spaces. Then we use this result to prove the similar “associativity” property of the stochastic integralL.(K-X)= (LK) Xfor processes X,K,Ltaking values in Banach ...
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A Stochastic Integral Equation

SIAM Journal on Applied Mathematics, 1970
We investigate a stochastic integral equation of the form $x'(s) = y'(s) + \int_0^\alpha {K(s,t)dx(t)} $, where $y( s )$ is a process with orthogonal increments on the interval $T_\alpha = [0,\alpha ]$ and $K(s,t)$ is a continuous Fredholm or Volterra kernel on $T_\alpha \times T_\alpha $.
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