Results 1 to 10 of about 7,361 (311)
On generalized stochastic fractional integrals and related inequalities
Modern Stochastics: Theory and Applications, 2018 The generalized mean-square fractional integrals ${\mathcal{J}_{\rho ,\lambda ,u+;\omega }^{\sigma }}$ and ${\mathcal{J}_{\rho ,\lambda ,v-;\omega }^{\sigma }}$ of the stochastic process X are introduced.
Hüseyin Budak, Mehmet Zeki Sarikaya
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Stochastic integrals for spde’s: A comparison
Expositiones Mathematicae, 2011 We present the Walsh theory of stochastic integrals with respect to martingale measures, and various extensions of this theory, alongside of the Da Prato and Zabczyk theory of stochastic integrals with respect to Hilbert-space-valued Wiener processes ...
Robert C. Dalang +3 more
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, 2005 This little book is a brilliant introduction to an important boundary field between the theory of probability and differential equations. -E. B. Dynkin, Mathematical Reviews This well-written book has been used for many years to learn about stochastic ...
McKean, Henry P
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Optimization of the mean-square approximation procedures for iterated Stratonovich stochastic integrals of multiplicities 1 to 3 with respect to components of the multi-dimensional Wiener process based on Multiple Fourier–Legendre series [PDF]
MATEC Web of Conferences, 2022 The article is devoted to approximation of iterated Ito and Stratonovich stochastic integrals of multiplicities 1 to 3 by the method of multiple Fourier–Legendre series.
Kuznetsov Dmitriy, Kuznetsov Mikhail
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Mathematics, 2023 Spectral representations of iterated Itô and Stratonovich stochastic integrals of arbitrary multiplicity, including integrals from Taylor–Itô and Taylor–Stratonovich expansions, are obtained by the spectral method.
Konstantin Rybakov
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On relation between one multiple and a corresponding one-dimensional integral with applications [PDF]
Yugoslav Journal of Operations Research, 2018 For a given finite positive measure on an interval I ⊆ R, a multiple stochastic integral of a Volterra kernel with respect to a product of a corresponding Gaussian orthogonal stochastic measure is introduced.
Bajić Tatjana
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On Convergence to Stochastic Integrals [PDF]
Journal of Theoretical Probability, 2015 20pages
Lin, Zhengyan, Wang, Hanchao
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Set-Valued Stochastic Lebesque Integral and Representation Theorems [PDF]
International Journal of Computational Intelligence Systems, 2008 In this paper, we shall firstly illustrate why we should introduce set-valued stochastic integrals, and then we shall discuss some properties of set-valued stochastic processes and the relation between a set-valued stochastic process and its selection ...
Jungang Li, Shoumei Li
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Studying Some Stochastic Differential Equations with trigonometric terms with Application
Zanco Journal of Pure and Applied Sciences, 2022 In this paper we look at several (trigonometric) stochastic differential equations, we find the general form for such nonlinear stochastic differential equation by using the I'to formula.
Abdulghafoor Jasim Salim , Ali A. Asmael
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Spectral representation of stochastic integration operators [PDF]
MATEC Web of Conferences, 2022 The spectral representation for stochastic integration operators with respect to the Wiener process is proposed in the form of a composition of spectral characteristics used in the spectral form of mathematical description for control systems.
Rybakov Konstantin
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