Existence of solutions of nonlinear stochastic Volterra Fredholm integral equations of mixed type.

Balachandran, K.; Kim, J.-H.

Displaying similar documents to “Existence of solutions of nonlinear stochastic Volterra Fredholm integral equations of mixed type.”

On solutions of general nonlinear stochastic integral equations.

Balachandran, K., Kim, J.-H. (2006)

Journal of Applied Mathematics and Stochastic Analysis

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Extension of stochastic dominance theory to random variables

Chi-Kwong Li, Wing-Keung Wong (2010)

RAIRO - Operations Research

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In this paper, we develop some stochastic dominance theorems for the location and scale family and linear combinations of random variables and for risk lovers as well as risk averters that extend results in Hadar and Russell (1971) and Tesfatsion (1976). The results are discussed and applied to decision-making.

Modelling Real World Using Stochastic Processes and Filtration

Peter Jaeger (2016)

Formalized Mathematics

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First we give an implementation in Mizar [2] basic important definitions of stochastic finance, i.e. filtration ([9], pp. 183 and 185), adapted stochastic process ([9], p. 185) and predictable stochastic process ([6], p. 224). Second we give some concrete formalization and verification to real world examples. In article [8] we started to define random variables for a similar presentation to the book [6]. Here we continue this study. Next we define the stochastic process. For further...

Cylindrical Stochastic Integral

M. Métivier, J. Pellaumail (1976)

Publications mathématiques et informatique de Rennes

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