Results 261 to 270 of about 15,183 (310)
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Abstract stochastic integral equation involving a vector generalized Stochastic integral
Mathematical Notes, 1991See the review in Zbl 0729.60044.
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On a stochastic integral equation of the Volterra type
Mathematical Systems Theory, 1969Chris P Tsokos
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On an integral equation for the free-boundary of stochastic, irreversible investment problems
Annals of Applied Probability, 2015 Ferrari G. On an integral equation for the free-boundary of stochastic, irreversible investment problems. The Annals of Applied Probability. 2015;25(1):150-176.In this paper, we derive a new handy integral equation for the freeboundary of infinite time ...
Giorgio Ferrari
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A Stochastic Integral Equation
SIAM Journal on Applied Mathematics, 1970We investigate a stochastic integral equation of the form $x'(s) = y'(s) + \int_0^\alpha {K(s,t)dx(t)} $, where $y( s )$ is a process with orthogonal increments on the interval $T_\alpha = [0,\alpha ]$ and $K(s,t)$ is a continuous Fredholm or Volterra kernel on $T_\alpha \times T_\alpha $.
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Numerical integration of stochastic differential equations
Journal of Statistical Physics, 1988zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Greiner, A. +2 more
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1998
In this chapter we first present some random fixed point theorems for random operators. These results rely on classical continuation methods; in particular on the idea of an essential map. In section 11.3 our fixed point theory will then be applied to obtain a general existence principle for stochastic integral equations of Volterra type.
Donal O’Regan, Maria Meehan
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In this chapter we first present some random fixed point theorems for random operators. These results rely on classical continuation methods; in particular on the idea of an essential map. In section 11.3 our fixed point theory will then be applied to obtain a general existence principle for stochastic integral equations of Volterra type.
Donal O’Regan, Maria Meehan
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Stochastic Integrals and Stochastic Differential Equations
1985Roughly speaking, stochastic differential equations are differential equations driven by Gaussian white noise. Here, we are using the term “stochastic differential equations” in a restricted sense and not merely to denote differential equations with some probabilistic aspects. The importance of.
Eugene Wong, Bruce Hajek
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Stochastic product integration and stochastic equations
1987A standard method in deterministic product (or multiplicative) integration for integrating measures (or w.r.t measures) is to exploit Radon-Nikodym property. This technique does not extend to stochastic product integration w.r.t semimartingales. We introduce in this article a multiplicative operator functional (MOF) method to define stochastic product ...
L. Hazareesingh, D. Kannan
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On Solutions of Integral Equations with an Extended Stochastic Integral
Theory of Probability & Its Applications, 1996The article is devoted to the integral equations of the second kind with the extended (Skorokhod) stochastic integral. It is proved, that in some cases the generalized solution in the Hida sense can be considered as a usual random process without finite second moment.
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