Results 291 to 300 of about 34,146 (315)

A stochastic integral arising in discounting continuous cash flows and certain transformed characteristic functions

Applied Mathematics Letters, 2000
T Artikis
exaly  

New approach to optimal control of stochastic Volterra integral equations

Stochastics, 2019
Nacira Agram, Bernt Øksendal
exaly  

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

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

Stochastic Integrals

1990
Heinrich von Weizsäcker, Gerhard Winkler   +1 more
openaire   +1 more source

Strong superconvergence of the Euler–Maruyama method for linear stochastic Volterra integral equations

Journal of Computational and Applied Mathematics, 2017
Hui Liang, Zhanwen Yang
exaly  

Stratonovich-type integral with respect to a general stochastic measure

Stochastics, 2016
V N Radchenko
exaly  

Adapted solution of a backward stochastic nonlinear Volterra integral equation

Stochastic Analysis and Applications, 2002
exaly  

Stochastic Integration

2014
Gopinath Kallianpur, P. Sundar
openaire   +1 more source

Stochastic integrals

2012
openaire   +1 more source

Stochastic Integration

2000
Gopinath Kallianpur, Rajeeva L. Karandikar   +1 more
openaire   +1 more source