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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Balachandran, K., Kim, J.-H. (2006)
Journal of Applied Mathematics and Stochastic Analysis
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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.
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...
M. Métivier, J. Pellaumail (1976)
Publications mathématiques et informatique de Rennes
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Diana Stoica, Mihail Megan (2012)
Czechoslovak Mathematical Journal
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In this paper we study a general concept of nonuniform exponential dichotomy in mean square for stochastic skew-evolution semiflows in Hilbert spaces. We obtain a variant for the stochastic case of some well-known results, of the deterministic case, due to R. Datko: Uniform asymptotic stability of evolutionary processes in a Banach space, SIAM J. Math. Anal., 3(1972), 428–445. Our approach is based on the extension of some techniques used in the deterministic case for the study of asymptotic...