Results 271 to 280 of about 7,361 (311)

Path integrals and stochastic calculus

Advances in Physics, 2022
Thibaut Arnoulx De Pirey, Leticia F Cugliandolo, Frédéric van Wijland   +2 more
exaly  

On an Identity for Stochastic Integrals

Theory of Probability & Its Applications, 1973
openaire   +1 more source

Stochastic Integrals and Stochastic Functional Equations

SIAM Journal on Applied Mathematics, 1969
openaire   +1 more source

The Stochastic Integral

2017
Let \(B = (\varOmega,\mathcal{F},(\mathcal{F}_{t})_{t},(B_{t})_{t},\mathrm{P})\) be a (continuous) standard Brownian motion fixed once and for all: the aim of this chapter is to give a meaning to expressions of the form \(\displaystyle{ \int _{0}^{T}X_{ s}(\omega )\,dB_{s}(\omega ) }\) where the integrand (X s )0 ≤ s ≤ T is a process enjoying certain ...
openaire   +1 more source

Stochastic Integrals

Abstract This chapter has five sections and is concerned with the distribution of the ‘mean deviation’ components of the covariance described in Chapter 4. Section 1 shows how these terms can be rearranged in a useful manner, as the sums of products of an independent process and a moving average process whose weights are particular ...
openaire   +1 more source

Central limit theorems for sequences of multiple stochastic integrals

Annals of Probability, 2005
David Nualart, Giovanni Peccati
exaly  

Stochastic and Multiple Wiener Integrals for Gaussian Processes

Annals of Probability, 1978
Stamatis Cambanis
exaly  

Multiple stochastic integrals with Mathematica

Mathematics and Computers in Simulation, 2009
Angel Tocino
exaly  

Generalized multiple stochastic integrals and the representation of wiener functionals

Stochastics, 1988
Nualart David
exaly  

Mean value theorems for stochastic integrals

Annals of Probability, 2001
N V Krylov
exaly