Introduction to Stochastic Field Theory
Francesco Guerra (1975)
Publications mathématiques et informatique de Rennes
Similarity:
Displaying similar documents to “Some extensions of Ito's formula”
Introduction to Stochastic Field Theory
The Banach fixed point method for Ito stochastic differential equations
T. Barth, A. U. Kussmaul (1981)
Annales scientifiques de l'Université de Clermont. Mathématiques
Similarity:
Cylindrical Stochastic Integral
M. Métivier, J. Pellaumail (1976)
Publications mathématiques et informatique de Rennes
Similarity:
Stochastic differential inclusions
Michał Kisielewicz (1997)
Discussiones Mathematicae, Differential Inclusions, Control and Optimization
Similarity:
The definition and some existence theorems for stochastic differential inclusions depending only on selections theorems are given.
Stochastic analysis of a three unit standby system.
Sridharan, V., Kalyani, T.V. (2005)
APPS. Applied Sciences
Similarity:
Introduction to the Theory of the It-type Stochastic Integrals and Stochastic Differential Equations
Svetlana Janković (1998)
Zbornik Radova
Similarity:
A Basic Course on General Stochastic Integration
M. Métivier, J. Pellaumail (1977)
Publications mathématiques et informatique de Rennes
Similarity:
On the General Stochastic Epidemic
J. Gani (1966-1967)
Publications mathématiques et informatique de Rennes
Similarity:
Consistency of minimizers and the SLLN for stochastic programs.
Artstein, Zvi, Wets, Roger J.B. (1995)
Journal of Convex Analysis
Similarity:
The stochastic limit in the analysis of some modified open BCS models
Fabio Bagarello (2006)
Banach Center Publications
Similarity:
Recent advances in ambit stochastics with a view towards tempo-spatial stochastic volatility/intermittency
Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart (2015)
Banach Center Publications
Similarity:
Ambit stochastics is the name for the theory and applications of ambit fields and ambit processes and constitutes a new research area in stochastics for tempo-spatial phenomena. This paper gives an overview of the main findings in ambit stochastics up to date and establishes new results on general properties of ambit fields. Moreover, it develops the concept of tempo-spatial stochastic volatility/intermittency within ambit fields. Various types of volatility modulation ranging from stochastic...
Stochastic differential inclusions
Michał Kisielewicz (1999)
Discussiones Mathematicae, Differential Inclusions, Control and Optimization
Similarity:
The definition and some existence theorems for stochastic differential inclusion dZₜ ∈ F(Zₜ)dXₜ, where F and X are set valued stochastic processes, are given.
Note on strong solutions of a stochastic inclusion.
Motyl, Jerzy (1995)
Journal of Applied Mathematics and Stochastic Analysis
Similarity:
Example of continuous second-order stochastic process with prescribed finite multiplicity
Z. Ivković, J. Vukmirović (1976)
Matematički Vesnik
Similarity:
Some applications of Girsanov's theorem to the theory of stochastic differential inclusions
Micha Kisielewicz (2003)
Discussiones Mathematicae, Differential Inclusions, Control and Optimization
Similarity:
The Girsanov's theorem is useful as well in the general theory of stochastic analysis as well in its applications. We show here that it can be also applied to the theory of stochastic differential inclusions. In particular, we obtain some special properties of sets of weak solutions to some type of these inclusions.