Results 11 to 20 of about 15,183 (310)
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
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Известия Иркутского государственного университета: Серия "Математика", 2021 The article considers second-order system of linear stochastic partial differential equations of hyperbolic type with Goursat boundary conditions. Earlier, in a number of papers, representations of the solution Goursat problem for linear stochastic ...
K.B. Mansimov, R.O. Mastaliyev
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Some Probability Characteristics of the Solution of Stochastic Fredholm Integral Equation Contains a Joint Gamma Process [PDF]
Engineering and Technology Journal, 2014 In this paper, some probability characteristics functions (probability density and spectral density) are derived depending upon the smallest variance of the stochastic solution of supposing stochastic linear Fredholm integral equation of the second kind ...
Mohammad W. Muflih +2 more
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Triviality of the 2D stochastic Allen-Cahn equation [PDF]
, 2012 We consider the stochastic Allen-Cahn equation driven by mollified space-time white noise. We show that, as the mollifier is removed, the solutions converge weakly to 0, independently of the initial condition.
H. Weber +8 more
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Exact and Fast Numerical Algorithms for the Stochastic Wave Equation [PDF]
, 2003 On the basis of integral representations we propose fast numerical methods to solve the Cauchy problem for the stochastic wave equation without boundaries and with the Dirichlet boundary conditions.
Martin, A. +9 more
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Controllability of nonlinear stochastic neutral fractional dynamical systems
Nonlinear Analysis, 2017 In this paper, we obtain an equivalent nonlinear integral equation to the stochastic neutral fractional system with bounded operator. Using the integral equation, the sufficient conditions for ensuring the complete controllability of the stochastic ...
Mabel Lizzy Rajendran +2 more
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Karpatsʹkì Matematičnì Publìkacìï, 2022 We deal with spaces of regular test functions in the Lévy white noise analysis, which are constructed using Lytvynov's generalization of a chaotic representation property.
N.A. Kachanovsky
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Stochastic integral equations for Walsh semimartingales [PDF]
Annales de l'Institut Henri Poincaré, Probabilités et Statistiques, 2018 39 ...
Ichiba, Tomoyuki +3 more
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Generalized stochastic integrals and equations [PDF]
Transactions of the American Mathematical Society, 1970 1. Introduction. In his fundamental memoir [7] K. Ito introduced an important class of stochastic differential equations which are now known as Ito equations. These equations are based on his definitions of stochastic integrals with respect to Brownian motion and random measures with independent values.
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Stochastic Integral Equations without Probability [PDF]
Bernoulli, 2000 L. C. Young has constructed an extension of the Riemann-Stieltjes integral \(\int_a^b f dh\), where the functions \(f,h:[a,b]\to{\mathbb R}\) have finite \(p\)-variation and finite \(q\)-variation, respectively, with \(p^{-1}+q^{-1}>1\). Motivated by the fact that certain stochastic processes which are not semimartingales may have a bounded \(p ...
Thomas Mikosch +2 more
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