Cylindrical Stochastic Integral
M. Métivier, J. Pellaumail (1976)
Publications mathématiques et informatique de Rennes
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M. Métivier, J. Pellaumail (1976)
Publications mathématiques et informatique de Rennes
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Michał Kisielewicz (1999)
Discussiones Mathematicae, Differential Inclusions, Control and Optimization
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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.
J. Gani (1966-1967)
Publications mathématiques et informatique de Rennes
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M. Métivier, J. Pellaumail (1977)
Publications mathématiques et informatique de Rennes
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Michał Kisielewicz (1997)
Discussiones Mathematicae, Differential Inclusions, Control and Optimization
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The definition and some existence theorems for stochastic differential inclusions depending only on selections theorems are given.
Sridharan, V., Kalyani, T.V. (2005)
APPS. Applied Sciences
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Fabio Bagarello (2006)
Banach Center Publications
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Artstein, Zvi, Wets, Roger J.B. (1995)
Journal of Convex Analysis
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Z. Ivković, J. Vukmirović (1976)
Matematički Vesnik
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Marcin Kamiński (2015)
International Journal of Applied Mathematics and Computer Science
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The main aim is to present recent developments in applications of symbolic computing in probabilistic and stochastic analysis, and this is done using the example of the well-known MAPLE system. The key theoretical methods discussed are (i) analytical derivations, (ii) the classical Monte-Carlo simulation approach, (iii) the stochastic perturbation technique, as well as (iv) some semi-analytical approaches. It is demonstrated in particular how to engage the basic symbolic tools implemented...
Dorogovtsev, Andrej A. (1995)
Journal of Applied Mathematics and Stochastic Analysis
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Ivo Vrkoč (1969)
Czechoslovak Mathematical Journal
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