Results 221 to 230 of about 214,123 (281)

A Stochastic Integral Equation

SIAM Journal on Applied Mathematics, 1970
We 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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Stochastic Integral Equations

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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Numerical integration of stochastic differential equations

Journal of Statistical Physics, 1988
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Greiner, A.   +2 more
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Stochastic product integration and stochastic equations

1987
A 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
openaire   +1 more source

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