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Abstract stochastic integral equation involving a vector generalized Stochastic integral
Mathematical Notes of the Academy of Sciences of the USSR, 1991See the review in Zbl 0729.60044.
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Manipulating Stochastic Differential Equations and Stochastic Integrals
2015Many of the calculations of derivative security pricing involve formal manipulations of stochastic differential equations and stochastic integrals. This chapter derives those that are most frequently used. We also consider transformation of correlated Wiener processes to uncorrelated Wiener processes for higher dimensional stochastic differential ...
Carl Chiarella +2 more
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Equations for stochastic path integrals
Mathematical Proceedings of the Cambridge Philosophical Society, 1961Apart from the study of the integralwhere {X(u)} is a stationary Gaussian process with autocorrelation function ρ(t), by Kac and Siegert(1), most stochastic functionals of the general typehave been considered for {X(u)} either additive or Markovian (see, for example, (2), (3)), and in the Markovian case only for diffusion-type processes (Darling and ...
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Stochastic Integrals and Stochastic Functional Equations
SIAM Journal on Applied Mathematics, 1969openaire +1 more source
On Itô’s Stochastic Integral Equations
Theory of Probability & Its Applications, 1969openaire +1 more source
Improved ϑ-methods for stochastic Volterra integral equations
Communications in Nonlinear Science and Numerical Simulation, 2021Dajana Conte +2 more
exaly
On a stochastic integral equation of the fredholm type
Zeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete, 1972Padgett, W. J., Tsokos, Chris P.
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A wavelet-based computational method for solving stochastic Itô–Volterra integral equations
Journal of Computational Physics, 2015Fakhrodin Mohammadi
exaly