On Convergence to Stochastic Integrals [PDF]
Journal of Theoretical Probability, 2015 20pages
Lin, Zhengyan, Wang, Hanchao
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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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White noise based stochastic calculus associated with a class of Gaussian processes [PDF]
Opuscula Mathematica, 2012 Using the white noise space setting, we define and study stochastic integrals with respect to a class of stationary increment Gaussian processes. We focus mainly on continuous functions with values in the Kondratiev space of stochastic distributions ...
Daniel Alpay, Haim Attia, David Levanony
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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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Estimates for multiple stochastic integrals and stochastic Hamilton-Jacobi equations [PDF]
, 2004 We study stochastic Hamilton-Jacobi-Bellman equations and the corresponding Hamiltonian systems driven by jump-type Lévy processes. The main objective of the present paper is to show existence, uniqueness and a (locally in time) diffeomorphism ...
Kolokoltsov, V. N. (Vasiliĭ Nikitich) +10 more
core +1 more source
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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