Results 31 to 40 of about 105,333 (289)

Asymptotic stability of stochastic differential equations driven by Lévy noise [PDF]

, 2009
Using key tools such as Ito's formula for general semimartingales, Kunita's moment estimates for Levy-type stochastic integrals, and the exponential martingale inequality, we find conditions under which the solutions to the stochastic differential ...
David Applebaum, Michailina Siakalli, Cont, Øksendal, Mao, Hardy, Mao, Burkill, Mao, Mao   +9 more
core   +1 more source

On the generalized riemann integral and stochastic integral [PDF]

Journal of the Australian Mathematical Society, 1976
In Lee (submitted), the GW-integral (the generalized Riemann integral using Wiener measure) is defined. The object of this article is to define stochastic integral in the set up given in Lee (submitted). We also investigate the connection between the stochastic integral defined with the Legesgue counter part, the Paley-Wiener-Zygmund integral in Paley,
openaire   +2 more sources

The non-Markovian stochastic Schrodinger equation for open systems [PDF]

, 1997
We present the non-Markovian generalization of the widely used stochastic Schrodinger equation. Our result allows to describe open quantum systems in terms of stochastic state vectors rather than density operators, without approximation.
Caldeira, Carmichael, Diósi, Diósi, Diósi, Feynman, Ghirardi, Gisin, Gisin, Goetsch, Grabert, Hu, Imamoglu, Klauder, Kleinert, Lajos Diósi, Plenio, Spiller, Strunz, Viola, Walter T. Strunz, Weiss   +21 more
core   +3 more sources

Integration with Stochastic Point Processes [PDF]

ACM Transactions on Graphics, 2016
We present a novel comprehensive approach for studying error in integral estimation with point distributions based on point process statistics. We derive exact formulae for bias and variance of integral estimates in terms of the spatial or spectral characteristics of integrands and first- and-second order product density measures of general point ...
openaire   +2 more sources

Stochastic Calculus for Markov Processes Associated with Non-symmetric Dirichlet Forms

, 2011
Nakao's stochastic integrals for continuous additive functionals of zero energy are extended from the symmetric Dirichlet forms setting to the non-symmetric Dirichlet forms setting.
Chen, Chuan-Zhong, Ma, Li, Sun, Wei
core   +1 more source

Mittag–Leffler Fractional Stochastic Integrals and Processes with Applications

Mathematics
We study Mittag–Leffler (ML) fractional integrals involved in the solution processes of a system of coupled fractional stochastic differential equations.
Enrica Pirozzi
doaj   +1 more source

Strong Law of Large Numbers for Solutions of Non-Autonomous Stochastic Differential Equations

Наукові вісті Національного технічного університету України "Київський політехнічний інститут", 2017
Background. Asymptotic behavior at infinity of non-autonomous stochastic differential equation solutions is studied in the paper.  Objective. The aim of the work is to find sufficient conditions for the strong law of large numbers for a random process ...
Oleg I. Klesov, Ilona I. Sirenka, Olena A. Tymoshenko   +2 more
doaj   +1 more source

An extension of Wiener integration with the use of operator theory

, 2009
With the use of tensor product of Hilbert space, and a diagonalization procedure from operator theory, we derive an approximation formula for a general class of stochastic integrals.
Ash R. B., Dirac P. A. M., Dostanić M., Hudson R. L., Jorgensen P. E. T., Karhunen K., Kuo H. -H., Loève M., Myung-Sin Song, Palle E. T. Jorgensen   +9 more
core   +1 more source

AAA+ protein unfoldases—the Moirai of the proteome

FEBS Letters, EarlyView.
AAA+ unfoldases are essential molecular motors that power protein degradation and disaggregation. This review integrates recent cryo‐electron microscopy (cryo‐EM) structures and single‐molecule biophysical data to reconcile competing models of substrate translocation.
Stavros Azinas, Marta Carroni
wiley   +1 more source

Markov Property and Operads

Entropy, 2004
We define heat kernel measure on punctured spheres. The random field which is got by this procedure is not Gaussian. We define a stochastic line bundle on the loop space, such that the punctured sphere corresponds to a generalized parallel transport on ...
Rémi Léandre
doaj   +1 more source