Results 231 to 240 of about 26,100 (268)

Set-valued stochastic integral equations driven by martingales

Journal of Mathematical Analysis and Applications, 2012
Marek T Malinowski, Mariusz Michta
exaly  

The Stochastic Integral

2023
Rabi Bhattacharya, Edward Waymire
openaire   +1 more source

Numerical solution of stochastic Volterra integral equations by a stochastic operational matrix based on block pulse functions

Mathematical and Computer Modelling, 2012
Morteza Khodabin, Khosrow Maleknejad
exaly  

A wavelet-based computational method for solving stochastic Itô–Volterra integral equations

Journal of Computational Physics, 2015
Fakhrodin Mohammadi
exaly  

On the Problem of Stochastic Integral Representations of Functionals of the Brownian Motion. I

Theory of Probability and Its Applications, 2004
M Yor, A N Shiryaev
exaly  

Numerical approach for solving stochastic Volterra–Fredholm integral equations by stochastic operational matrix

Computers and Mathematics With Applications, 2012
Morteza Khodabin, Khosrow Maleknejad
exaly  

A numerical method for solving m-dimensional stochastic Itô–Volterra integral equations by stochastic operational matrix

Computers and Mathematics With Applications, 2012
Morteza Khodabin, Khosrow Maleknejad
exaly  

Universal Fuzzy Integral Sliding-Mode Controllers for Stochastic Nonlinear Systems

IEEE Transactions on Cybernetics, 2014
Qing Gao, Gang Feng, Lu Liu
exaly  

Numerical solution of nonlinear stochastic Itô – Volterra integral equation driven by fractional Brownian motion

Engineering Computations, 2020
S Saha Ray
exaly  

Optimal Control Problems of Forward-Backward Stochastic Volterra Integral Equations with Closed Control Regions

SIAM Journal on Control and Optimization, 2017
Haisen Zhang, Tianxiao Wang
exaly