Results 11 to 20 of about 4,079 (268)
On the complexity of stochastic integration [PDF]
Mathematics of Computation, 2000 We study the complexity of approximating stochastic integrals with error ε \varepsilon
Grzegorz W. Wasilkowski +1 more
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On approximation of stochastic integrals with respect to a fractional Brownian motion
Lietuvos Matematikos Rinkinys, 2005 There is not abstract.
Kęstutis Kubilius
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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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Fractional variational problems and particle in cell gyrokinetic simulations with fuzzy logic approach for tokamaks [PDF]
Nuclear Technology and Radiation Protection, 2009 In earlier Rastovic's papers [1] and [2], the effort was given to analyze the stochastic control of tokamaks. In this paper, the deterministic control of tokamak turbulence is investigated via fractional variational calculus, particle in cell simulations,
Rastović Danilo
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A Numerical Scheme for Harmonic Stochastic Oscillators Based on Asymptotic Expansions
Mathematics, 2022 In this work, we provide a numerical method for discretizing linear stochastic oscillators with high constant frequencies driven by a nonlinear time-varying force and a random force.
Carmela Scalone
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Aumann Type Set-valued Lebesgue Integral and Representation Theorem [PDF]
International Journal of Computational Intelligence Systems, 2009 n this paper, we shall firstly illustrate why we should discuss the Aumann type set-valued Lebesgue integral of a set-valued stochastic process with respect to time t under the condition that the set-valued stochastic process takes nonempty compact ...
Jungang Li, Shoumei Li
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Iterated stochastic integrals and random velocity fluctuations
International Journal of Mathematics for Industry, 2023 Iterated stochastic integrals of nonrandom integrands are constructed in the two-dimensional case. They are applied to the velocity fluctuations in a two-dimensional flow and mean kinetic energy of the velocity fluctuations is discussed.
Kouji Yamamuro
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An Extension of the Stochastic Integral
The Annals of Probability, 1982 Two related extensions of the stochastic integral are discussed. These extensions allow the integrand to anticipate the Brownian motion, and arise in the study of linear stochastic integral equations. The development is based on the homogeneous chaos expansion of the integrand.
Berger, Marc A., Mizel, Victor J.
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On extended stochastic integrals with respect to Lévy processes
Karpatsʹkì Matematičnì Publìkacìï, 2013 Let $L$ be a Levy process on $[0,+\infty)$. In particular cases, when $L$ is a Wiener or Poisson process, any square integrable random variable can be decomposed in a series of repeated stochastic integrals from nonrandom functions with respect to $L ...
N.A. Kachanovsky
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Stochastic Integrals: A Combinatorial Approach [PDF]
The Annals of Probability, 1997 A unified combinatorial definition of multiple stochastic integrals is given in the setting of random measures. The notion of stochastic sequence of binomial type is introduced as a generalization of special polynomial sequences appearing commonly in stochastic integration including Hermite, Poisson-Charlier and Kravchuk polynomials.
Rota, Gian-Carlo, Wallstrom, Timothy C.
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