Showing 21 - 40 results of 153 for search '"stochastic integral"', query time: 0.33s Refine Results
  1. 21

    Third cumulant stein approximation for Poisson stochastic integrals by Privault, Nicolas

    Published 2021
    “…We derive Edgeworth-type expansions for Poisson stochastic integrals, based on cumulant operators defined by the Malliavin calculus. …”
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    Journal Article
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    Estimating the Hurst index of the solution of a stochastic integral equation by Kęstutis Kubilius, Dmitrij Melichov

    Published 2009-12-01
    “…Let X(t) be a solution of a stochastic integral equation driven by fractional Brownian motion BH and let V2n (X, 2) = \sumn-1 k=1(\delta k2X)2 be the second order quadratic variation, where \delta k2X = X (k+1/N) − 2X (k/ n) +X (k−1/n). …”
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    Article
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    Stochastic integrated model-based protocol for volume-controlled ventilation setting by Jay Wing Wai Lee, Yeong Shiong Chiew, Xin Wang, Mohd Basri Mat Nor, J. Geoffrey Chase, Thomas Desaive

    Published 2022-02-01
    “…This study presents the Stochastic integrated VENT (SiVENT) protocol which combines model-based approaches of the VENT protocol from previous works, with stochastic modelling to take the variation of patient respiratory elastance over time into consideration. …”
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    Article
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    Solvability of functional stochastic integral equations via Darbo’s fixed point theorem by Amar Deep, Syed Abbas, Bhupander Singh, M.R. Alharthi, Kottakkaran Sooppy Nisar

    Published 2021-12-01
    “…Using the techniques of Darbo’s fixed-point theorem associated with measures of noncompactness, we investigate the existence results for functional stochastic integral equations in Banach Algebra, which are useful in many real-life problems, such as applied mathematics, physics, and economics problems. …”
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    Article
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    Set-valued and fuzzy stochastic integral equations driven by semimartingales under Osgood condition by Malinowski Marek T.

    Published 2015-01-01
    Subjects: “…set-valued stochastic integral equation…”
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    Article
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    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. …”
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    Article
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