Results 241 to 250 of about 329,029 (283)

On an Identity for Stochastic Integrals

Theory of Probability & Its Applications, 1973
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The Stochastic Integral

2017
Let \(B = (\varOmega,\mathcal{F},(\mathcal{F}_{t})_{t},(B_{t})_{t},\mathrm{P})\) be a (continuous) standard Brownian motion fixed once and for all: the aim of this chapter is to give a meaning to expressions of the form \(\displaystyle{ \int _{0}^{T}X_{ s}(\omega )\,dB_{s}(\omega ) }\) where the integrand (X s )0 ≤ s ≤ T is a process enjoying certain ...
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Stochastic Integrals and Stochastic Functional Equations

SIAM Journal on Applied Mathematics, 1969
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Stochastic Integrals

Abstract This chapter has five sections and is concerned with the distribution of the ‘mean deviation’ components of the covariance described in Chapter 4. Section 1 shows how these terms can be rearranged in a useful manner, as the sums of products of an independent process and a moving average process whose weights are particular ...
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On a new set-valued stochastic integral with respect to semimartingales and its applications

Journal of Mathematical Analysis and Applications, 2013
Marek T Malinowski
exaly  

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

Journal of Computational Physics, 2015
Fakhrodin Mohammadi
exaly  

Universal Fuzzy Integral Sliding-Mode Controllers for Stochastic Nonlinear Systems

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

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

Mathematical and Computer Modelling, 2012
K Maleknejad, M Khodabin
exaly  

Set-valued stochastic integral equations driven by martingales

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

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

Computers and Mathematics With Applications, 2012
M Khodabin, K Maleknejad
exaly