Results 31 to 40 of about 330,073 (232)
On Hermite-Hadamard type inequalities for n-polynomial convex stochastic processes
AIMS Mathematics, 2021 In this note, our purpose is to introduce the concept of n-polynomial convex stochastic processes and study some of their algebraic properties. We establish new refinements for integral version of Hölder and power mean inequality.
Haoliang Fu +4 more
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Stratonovich-type integral with respect to a general stochastic measure
, 2016 Let $\mu$ be a general stochastic measure, where we assume for $\mu$ only $\sigma$-additivity in probability and continuity of paths. We prove that the symmetric integral $\int_{[0,T]}f(\mu_t, t)\circ\,{\rm d}\mu_t$ is well defined.
Radchenko, Vadym
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Open Mathematics, 2022 The Picard iteration method is used to study the existence and uniqueness of solutions for the stochastic Volterra-Levin equation with variable delays. Several sufficient conditions are specified to ensure that the equation has a unique solution.
Jin Shoubo
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Some generalised integral inequalities for bidimensional preinvex stochastic processes
Cumhuriyet Science Journal, 2020 In this study, we generalized some integral inequalitiesfor bidimensional preinvex stochastic processes. For this reason, we usedmean-square integrable preinvex stochastic processes on the real line and on thecoordinates, respectively.
Nurgül Okur
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A Fourier Analysis Based New Look at Integration
Annales Mathematicae Silesianae, 2023 We approach the problem of integration for rough integrands and integrators, typically representing trajectories of stochastic processes possessing only some Hölder regularity of possibly low order, in the framework of para-control calculus.
Imkeller Peter, Perkowski Nicolas
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Zero-sum linear quadratic stochastic integral games and BSVIEs [PDF]
, 2010 This paper formulates and studies a linear quadratic (LQ for short) game problem governed by linear stochastic Volterra integral equation. Sufficient and necessary condition of the existence of saddle points for this problem are derived. As a consequence
Shi, Yufeng, Wang, Tianxiao
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CLT for an iterated integral with respect to fBm with H > 1/2
, 2012 We construct an iterated stochastic integral with fractional Brownian motion with H > 1/2. The first integrand is a deterministic function, and each successive integral is with respect to an independent fBm.
Harnett, Daniel, Nualart, David
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Existence and Phase Structure of Random Inverse Limit Measures
MathematicsAnalogous to Kolmogorov’s theorem for the existence of stochastic processes describing random functions, we consider theorems for the existence of stochastic processes describing random measures as limits of inverse measure systems. Specifically, given a
B. J. K. Kleijn
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Optimal Control Problems of Forward-Backward Stochastic Volterra Integral Equations [PDF]
, 2014 Optimal control problems of forward-backward stochastic Volterra integral equations (FBSVIEs in short) are formulated and studied. A general duality principle is established for linear backward stochastic integral equation and linear stochastic Fredholm ...
Shi, Yufeng +2 more
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The 𝒮-Transform of Sub-fBm and an Application to a Class of Linear Subfractional BSDEs
Advances in Mathematical Physics, 2013 Let SH be a subfractional Brownian motion with index ...
Zhi Wang, Litan Yan
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