Results 71 to 80 of about 330,073 (232)

Integral-Partial Differential Equations of Isaacs' Type Related to Stochastic Differential Games with Jumps [PDF]

, 2010
Rainer Buckdahn, Ying Hu, Juan Li
openalex   +1 more source

Optimized stochastic approach for integral equations [PDF]

Annals of computer science and information systems, 2021
Venelin Todorov, Ivan Dimov, Stefka Fidanova, Rayna Georgieva   +3 more
doaj   +1 more source

Operators of stochastic differentiation on spaces of nonregular generalized functions of Levy white noise analysis

Karpatsʹkì Matematičnì Publìkacìï, 2016
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.
N.A. Kachanovsky
doaj   +1 more source

Integrability conditions for space–time stochastic integrals: Theory and applications [PDF]

, 2015
Carsten Chong, Claudia Klüppelberg
openalex   +1 more source

Weak convergence of stochastic integrals with respect to the state occupation measure of a Markov chain

, 2021
H. M. Jansen
openalex   +2 more sources

Triangular Function Method is Adopted to Solve Nonlinear Stochastic It o^–Volterra Integral Equations

Discrete Dynamics in Nature and Society
This article presents the numerical solutions of nonlinear stochastic It o^–Volterra integral equations by using the basis function method under the global Lipschitz condition.
Guo Jiang, Dan Chen, Fugang Liu
doaj   +1 more source

SPDIEs and BSDEs Driven by Lévy Processes and Countable Brownian Motions

Journal of Function Spaces, 2016
The paper is devoted to solving a new class of backward stochastic differential equations driven by Lévy process and countable Brownian motions. We prove the existence and uniqueness of the solutions to the backward stochastic differential equations by ...
Pengju Duan
doaj   +1 more source

Weak Convergence of Stochastic Integrals on Skorokhod Space in Skorokhod's J1 and M1 Topologies [PDF]

, 2023
Andreas Søjmark, Fabrice Wunderlich
openalex   +1 more source

Integration Order Replacement Technique for Iterated Ito Stochastic Integrals and Iterated Stochastic Integrals With Respect to Martingales [PDF]

, 2018
Dmitriy F. Kuznetsov
openalex   +1 more source

Sample path properties of multidimensional integral with respect to stochastic measure

Modern Stochastics: Theory and Applications
The integral with respect to a multidimensional stochastic measure, assuming only its σ-additivity in probability, is studied. The continuity and differentiability of realizations of the integral are established.
Boris Manikin, Vadym Radchenko
doaj   +1 more source