Results 51 to 60 of about 34,146 (315)

Comparison theorem of one-dimensional stochastic hybrid delay systems

, 2008
The comparison theorem of stochastic differential equations has been investigated by many authors. However, little research is available on the comparison theorem of stochastic hybrid systems, which is the topic of this paper.
Yuan, Chenggui, Yuan, C., Yang, Z., Mao, X., Chenggui Yuan, Mao, Xuerong, Yang, Zhe   +6 more
core   +1 more source

Stochastic dynamic equations on general time scales

Electronic Journal of Differential Equations, 2013
In this article, we construct stochastic integral and stochastic differential equations on general time scales. We call these equations stochastic dynamic equations.
Martin Bohner, Olexandr M. Stanzhytskyi, Anastasiia O. Bratochkina   +2 more
doaj  

A Comparison of Stochastic Integrals

The Annals of Probability, 1979
the existence of the star integral, we give a formula relating the two integrals. We show that the star integral is equal to the dot integral provided one takes a projection of the integrand onto the space of predictable processes before evaluating the dot integral.
openaire   +2 more sources

From tumor‐centric to ecosystem‐based hypotheses in brain tumor research and care

Molecular Oncology, EarlyView.
Primary brain tumors, whether in adults or children, present a major challenge because of their dramatic prognosis and the ongoing lack of efficient therapeutic approaches. In recent years, a shift has occurred from tumor‐centric concepts to a more holistic view of these tumors as dynamic ecosystems.
Julie Gavard, Flavie Bénard, Eva Billat, Margaux Le Guyon, Victoria Maltret, Laura Merlet, Chloé Astrid Walter, Tony Avril, Eric Chevet   +8 more
wiley   +1 more source

Extremal behavior of stochastic volatility models [PDF]

, 2005
Empirical volatility changes in time and exhibits tails, which are heavier than normal. Moreover, empirical volatility has - sometimes quite substantial - upwards jumps and clusters on high levels.
Lindner, Alexander M., Alexander Lindner, Vicky Fasen, Lindner, A., Claudia Klüppelberg, Fasen, V., Fasen, Vicky, Klüppelberg, Claudia   +7 more
core   +1 more source

Numerical solution of nonlinear stochastic Itô–Volterra integral equations based on Haar wavelets

Advances in Difference Equations, 2019
In this paper, an efficient numerical method is presented for solving nonlinear stochastic Itô–Volterra integral equations based on Haar wavelets.
Jieheng Wu, Guo Jiang, Xiaoyan Sang
doaj   +1 more source

On operators of stochastic differentiation on spaces of regular test and generalized functions of Lévy white noise analysis

Karpatsʹkì Matematičnì Publìkacìï, 2014
The operators of stochastic differentiation, which are closely related with the extended Skorohod stochastic integral and with the Hida stochastic derivative, play an important role in the classical (Gaussian) white noise analysis.
M.M. Dyriv, N.A. Kachanovsky
doaj   +1 more source

Small RNA pathways in mammalian oocytes

FEBS Open Bio, EarlyView.
Three distinct small RNA pathways operate in mammalian oocytes: RNAi interference (RNAi), the microRNA (miRNA) pathway, and the PIWI‐associated RNA (piRNA) pathway. These pathways use small RNAs to guide sequence‐specific repression and contribute to oocyte biology by targeting genes and mobile elements or appear insignificant since different ...
Petr Svoboda, Josef Pasulka
wiley   +1 more source

The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications

, 2008
This paper deals with a class of backward stochastic differential equations with Poisson jumps and with random terminal times. We prove the existence and uniqueness result of adapted solution for such a BSDE under the assumption of non-Lipschitzian ...
Mao, X., , NSF of Guangdong Province (Funder), Mao, Xuerong, Yin, J., NSF of Guangdong Province (Funder), Yin, Juliang   +5 more
core   +1 more source

Stochastic differential formula and solution of control problem

Міжнародний науково-технічний журнал "Проблеми керування та інформатики"
Exact solution of finite-dimensional linear stochastic differential system with control is derived. Its uniqueness up to stochastic modification is proved.
Карен Георгійович Дзюбенко
doaj   +1 more source