Showing 1 - 20 results of 57 for search '"stochastic integral"', query time: 0.13s Refine Results
  1. 1

    Discrete Stochastic Integration by بشرى سليمان

    Published 2018-10-01
    “… We present in this article a game of chance (Saint Petersburg Paradox) and generalize it on a probability space as an example of a previsible (predictable) process, from which we get a discrete stochastic integration (DSI). Then we define a martingale  and present it as a good integrator of a discrete stochastic integration , which is called the martingale transform of  by  such that  is a previsible process. …”
    Get full text
    Article
  2. 2

    Discrete Stochastic Integration by Bushra Suliman

    Published 2018-10-01
    “… We present in this article a game of chance (Saint Petersburg Paradox) and generalize it on a probability space as an example of a previsible (predictable) process, from which we get a discrete stochastic integration (DSI). Then we define a martingale  and present it as a good integrator of a discrete stochastic integration , which is called the martingale transform of  by  such that  is a previsible process. …”
    Get full text
    Article
  3. 3

    Iterated stochastic integrals and random velocity fluctuations by Kouji Yamamuro

    Published 2023-12-01
    Subjects: “…Stochastic integral…”
    Get full text
    Article
  4. 4
  5. 5
  6. 6
  7. 7
  8. 8
  9. 9
  10. 10
  11. 11
  12. 12
  13. 13

    The Existence and Averaging Principle for a Class of Fractional Hadamard Itô–Doob Stochastic Integral Equations by Mohamed Rhaima, Lassaad Mchiri, Abdellatif Ben Makhlouf

    Published 2023-10-01
    “…In this paper, we investigate the existence and uniqueness properties pertaining to a class of fractional Hadamard Itô–Doob stochastic integral equations (FHIDSIE). Our study centers around the utilization of the Picard iteration technique (PIT), which not only establishes these fundamental properties but also unveils the remarkable averaging principle within FHIDSIE. …”
    Get full text
    Article
  14. 14
  15. 15
  16. 16

    Parameter Estimation of the Stochastic Primary Nucleation Kinetics by Stochastic Integrals Using Focused-Beam Reflectance Measurements by Joi Unno, Izumi Hirasawa

    Published 2020-05-01
    “…In the simulation, stochastic integrals of the population and mass balance equations were solved. …”
    Get full text
    Article
  17. 17

    On Traces of Linear Operators with Symmetrized Volterra-Type Kernels by Konstantin Rybakov

    Published 2023-09-01
    Subjects: “…iterated Stratonovich stochastic integral…”
    Get full text
    Article
  18. 18
  19. 19
  20. 20