Existence of solutions of nonlinear stochastic Volterra Fredholm integral equations of mixed type.
Balachandran, K., Kim, J.-H. (2010)
International Journal of Mathematics and Mathematical Sciences
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Displaying similar documents to “On solutions of general nonlinear stochastic integral equations.”
Existence of solutions of nonlinear stochastic Volterra Fredholm integral equations of mixed type.
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...
Introduction to the Theory of the It-type Stochastic Integrals and Stochastic Differential Equations
Svetlana Janković (1998)
Zbornik Radova
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An approach to the stochastic calculus in the non-Gaussian case.
Dorogovtsev, Andrej A. (1995)
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.