Results 51 to 60 of about 214,123 (281)

Interconnection between Wick multiplication and integration on spaces of nonregular generalized functions in the Lévy white noise analysis

open access: yesKarpatsʹkì Matematičnì Publìkacìï, 2019
We deal with spaces of nonregular generalized functions in the Lévy white noise analysis, which are constructed using Lytvynov's generalization of a chaotic representation property.
N.A. Kachanovsky, T.O. Kachanovska
doaj   +1 more source

Zero-sum linear quadratic stochastic integral games and BSVIEs [PDF]

open access: yes, 2010
This paper formulates and studies a linear quadratic (LQ for short) game problem governed by linear stochastic Volterra integral equation. Sufficient and necessary condition of the existence of saddle points for this problem are derived. As a consequence
Shi, Yufeng, Wang, Tianxiao
core  

Cubature Method for Stochastic Volterra Integral Equations

open access: yesSIAM Journal on Financial Mathematics, 2023
In this paper, we introduce the cubature formula for Stochastic Volterra Integral Equations. We first derive the stochastic Taylor expansion in this setting, by utilizing a functional Itô formula, and provide its tail estimates. We then introduce the cubature measure for such equations, and construct it explicitly in some special cases, including a ...
Qi Feng, Jianfeng Zhang
openaire   +3 more sources

All‐in‐One Analog AI Hardware: On‐Chip Training and Inference with Conductive‐Metal‐Oxide/HfOx ReRAM Devices

open access: yesAdvanced Functional Materials, EarlyView.
An all‐in‐one analog AI accelerator is presented, enabling on‐chip training, weight retention, and long‐term inference acceleration. It leverages a BEOL‐integrated CMO/HfOx ReRAM array with low‐voltage operation (<1.5 V), multi‐bit capability over 32 states, low programming noise (10 nS), and near‐ideal weight transfer.
Donato Francesco Falcone   +11 more
wiley   +1 more source

Numerical Solution of Weakly Singular Ito-Volterra Integral Equations via Operational Matrix Method based on Euler Polynomials

open access: yesپژوهش‌های ریاضی, 2018
Introduction Many problems which appear in different sciences such as physics, engineering, biology, applied mathematics and different branches can be modeled by using deterministic integral equations.
Farshid Mirzaee, Nasrin Samadyar;
doaj  

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

open access: yesDiscrete 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

Numerical Solution of Nonlinear Backward Stochastic Volterra Integral Equations

open access: yesAxioms, 2023
This work uses the collocation approximation method to solve a specific type of backward stochastic Volterra integral equations (BSVIEs). Using Newton’s method, BSVIEs can be solved using block pulse functions and the corresponding stochastic operational
Mahvish Samar   +2 more
doaj   +1 more source

On maximal inequalities for purely discontinuous martingales in infinite dimensions

open access: yes, 2013
The purpose of this paper is to give a survey of a class of maximal inequalities for purely discontinuous martingales, as well as for stochastic integral and convolutions with respect to Poisson measures, in infinite dimensional spaces.
Marinelli, Carlo, Röckner, Michael
core   +1 more source

Spike Variations for Stochastic Volterra Integral Equations

open access: yesSIAM Journal on Control and Optimization, 2023
41 ...
Wang, Tianxiao, Yong, Jiongmin
openaire   +3 more sources

Slight Truncation Changes in Iron Oxide Nanocubes Strongly Affect Their Magnetic Properties

open access: yesAdvanced Functional Materials, EarlyView.
Subtle variations in nanoparticle morphology can lead to significant changes in functional properties. An automated shape‐fitting method captures minor differences in corner truncation between iron oxide nanocubes of similar sizes synthesized under identical conditions, revealing pronounced disparities in their magnetic and hyperthermia behavior ...
Kingsley Poon   +7 more
wiley   +1 more source

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