Results 21 to 30 of about 2,215,169 (319)

Gibbs measures with double stochastic integrals on a path space [PDF]

, 2007
We investigate Gibbs measures relative to Brownian motion in the case when the interaction energy is given by a double stochastic integral. In the case when the double stochastic integral is originating from the Pauli-Fierz model in nonrelativistic ...
Betz, Volker, Hiroshima, Fumio
core   +4 more sources

Linear Volterra backward stochastic integral equations

Stochastic Processes and their Applications, 2019
We present an explicit solution triplet ( Y , Z , K ) to the backward stochastic Volterra integral equation (BSVIE) of linear type, driven by a Brownian motion and a compensated Poisson random measure.
Yaozhong Hu, B. Øksendal
semanticscholar   +1 more source

Kajian Integral Lintasan Levy dalam Mekanika Kuantum Fraksional untuk Membentuk Persamaan Schrodinger Fraksional

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

Pathwise solvability of stochastic integral equations with generalized drift and non-smooth dispersion functions [PDF]

, 2016
We study one-dimensional stochastic integral equations with non-smooth dispersion coefficients, and with drift components that are not restricted to be absolutely continuous with respect to Lebesgue measure.
Karatzas, Ioannis, Ruf, Johannes
core   +1 more source

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
doaj   +1 more source

On a Coupled System of Random and Stochastic Nonlinear Differential Equations with Coupled Nonlocal Random and Stochastic Nonlinear Integral Conditions

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
doaj   +1 more source

Stochastic Integral Equations for Walsh Semimartingales [PDF]

, 2015
We construct planar semimartingales that include the Walsh Brownian motion as a special case, and derive Harrison-Shepp-type equations and a change-of-variable formula in the spirit of Freidlin-Sheu for these so-called "Walsh semimartingales". We examine
Tomoyuki Ichiba, I. Karatzas, V. Prokaj, Minghan Yan   +3 more
semanticscholar   +1 more source

Integral fluctuation theorems for stochastic resetting systems. [PDF]

Physical Review E, 2017
We study the stochastic thermodynamics of resetting systems. Violation of microreversibility means that the well-known derivations of fluctuations theorems break down for dynamics with resetting.
Arnab K. Pal, Saar Rahav
semanticscholar   +1 more source

Path-integral formalism for stochastic resetting: Exactly solved examples and shortcuts to confinement. [PDF]

Physical Review E, 2017
We study the dynamics of overdamped Brownian particles diffusing in conservative force fields and undergoing stochastic resetting to a given location at a generic space-dependent rate of resetting.
É. Roldán, Shamik Gupta
semanticscholar   +1 more source

A note on Kurzweil-Henstock's anticipating non-stochastic integral [PDF]

Mathematica Bohemica
Motivated 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
doaj   +1 more source