Results 41 to 50 of about 657,906 (289)
Optimal Portfolios for Different Anticipating Integrals under Insider Information
Mathematics, 2020 We consider the non-adapted version of a simple problem of portfolio optimization in a financial market that results from the presence of insider information. We analyze it via anticipating stochastic calculus and compare the results obtained by means of
Carlos Escudero, Sandra Ranilla-Cortina
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On a Stochastic Integral Equation [PDF]
Proceedings of the Japan Academy, 1946 Not ...
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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, alongside of the Da Prato and Zabczyk theory of stochastic integrals with respect to Hilbert-space-valued Wiener processes and some other approaches to stochastic integration, and we explore the links between these theories. We then show how each theory can be used
Dalang, Robert C. +1 more
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Mittag–Leffler Fractional Stochastic Integrals and Processes with Applications
MathematicsWe study Mittag–Leffler (ML) fractional integrals involved in the solution processes of a system of coupled fractional stochastic differential equations.
Enrica Pirozzi
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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 +2 more
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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,
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Stochastic integrals in Riemann manifolds [PDF]
, 1976 Stochastic integrals are constructed with values in a compact Riemann manifold from a continuous martingale integrator that is given in the tangent space of the initial point of the stochastic integral and from a stochastic tensor field of linear ...
Duncan, T.E
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From mice to humans—divergent strategies for intestinal homeostasis and regeneration
FEBS Letters, EarlyView.Recent advances such as organoid genome editing, xenotransplantation, imaging, and whole‐genome sequencing have enabled direct studies of human intestinal stem cells (ISCs). These studies reveal species‐specific features, including slower ISC proliferation, distinct injury responses, slower somatic mutation accumulation in humans, and an inverse ...
Keiko Ishikawa +2 more
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Stochastic integrals and their expectations [PDF]
, 2005 This article explains how the Itovsn3 package can be extended to add various properties and rules for ItoIntegral, which represents a stochastic or Itô integral.
Kendall, W. S.
core
Design and analysis strategies for robust microbiome ageing research
FEBS Letters, EarlyView.The gut microbiome changes with age and associates with age‐related morbidity and mortality, establishing it as a potential biomarker and intervention target for ageing. Realising this potential requires methodological rigour, yet distinguishing biological signals from methodological artefacts remains challenging across cohorts. This review provides an
Mark Olenik +5 more
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