Displaying similar documents to “Some limit theorems for one type of stochastic integro-differential equations.”

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...

Tightness of Continuous Stochastic Processes

Michał Kisielewicz (2006)

Discussiones Mathematicae Probability and Statistics

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Some sufficient conditins for tightness of continuous stochastic processes is given. It is verified that in the classical tightness sufficient conditions for continuous stochastic processes it is possible to take a continuous nondecreasing stochastic process instead of a deterministic function one.

SPDEs with pseudodifferential generators: the existence of a density

Samy Tindel (2000)

Applicationes Mathematicae

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We consider the equation du(t,x)=Lu(t,x)+b(u(t,x))dtdx+σ(u(t,x))dW(t,x) where t belongs to a real interval [0,T], x belongs to an open (not necessarily bounded) domain 𝒪 , and L is a pseudodifferential operator. We show that under sufficient smoothness and nondegeneracy conditions on L, the law of the solution u(t,x) at a fixed point ( t , x ) ∈ [ 0 , T ] × 𝒪 is absolutely continuous with respect to the Lebesgue measure.

Almost Higher Order Stochastic Dominance

Cuizhen Niu, Xu Guo (2014)

RAIRO - Operations Research - Recherche Opérationnelle

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In this paper, we develop the concept of almost stochastic dominance for higher order preferences and investigate the related properties of this concept.

Stochastic differential inclusions

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.