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Discrete Stochastic Integration
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. …”
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Discrete Stochastic Integration
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. …”
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Iterated stochastic integrals and random velocity fluctuations
Published 2023-12-01Subjects: “…Stochastic integral…”
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Republished: Dynamics of Stochastic Integrate-and-Fire Networks
Published 2023-12-01Get full text
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RETRACTED: Dynamics of Stochastic Integrate-and-Fire Networks
Published 2022-10-01Get full text
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Stochastic Integration H∞ Filter for Rapid Transfer Alignment of INS
Published 2017-11-01Subjects: Get full text
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On approximation of stochastic integral equations driven by continuous p-semimartingales
Published 2001-12-01Get full text
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On approximation of stochastic integrals with respect to a fractional Brownian motion
Published 2005-12-01Subjects: Get full text
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A New Fuzzy Stochastic Integrated Model for Evaluation and Selection of Suppliers
Published 2023-11-01Get full text
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Spectral Representations of Iterated Stochastic Integrals and Their Application for Modeling Nonlinear Stochastic Dynamics
Published 2023-09-01Subjects: “…iterated Itô stochastic integral…”
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Modified Block-Pulse Functions Scheme for Solve of Two-Dimensional Stochastic Integral Equations
Published 2020-04-01Subjects: Get full text
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The Existence and Averaging Principle for a Class of Fractional Hadamard Itô–Doob Stochastic Integral Equations
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. …”
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Retraction: Dynamics of Stochastic Integrate-and-Fire Networks [Phys. Rev. X 12, 041007 (2022)]
Published 2023-06-01Get full text
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Large deviations for the stochastic functional integral equation with nonlocal condition
Published 2024-01-01Subjects: Get full text
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Parameter Estimation of the Stochastic Primary Nucleation Kinetics by Stochastic Integrals Using Focused-Beam Reflectance Measurements
Published 2020-05-01“…In the simulation, stochastic integrals of the population and mass balance equations were solved. …”
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On Traces of Linear Operators with Symmetrized Volterra-Type Kernels
Published 2023-09-01Subjects: “…iterated Stratonovich stochastic integral…”
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On Wick calculus and its relationship with stochastic integration on spaces of regular test functions in the Lévy white noise analysis
Published 2022-06-01Subjects: Get full text
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