Works about STOCHASTIC integrals

Results: 561

First-Order Weak Balanced Schemes for Stochastic Differential Equations.

Published in:

Methodology & Computing in Applied Probability, 2020, v. 22, n. 2, p. 833, doi. 10.1007/s11009-019-09733-5

By:

Mardones, H. A.;
Mora, C. M.

Publication type:

Article

Strong Convergence of the Euler-Maruyama Method for Nonlinear Stochastic Convolution Itô-Volterra Integral Equations with Constant Delay.

Published in:

Methodology & Computing in Applied Probability, 2020, v. 22, n. 1, p. 223, doi. 10.1007/s11009-019-09702-y

By:

Ma, Shu Fang;
Gao, Jian Fang;
Yang, Zhan Wen

Publication type:

Article

Transition Law-based Simulation of Generalized Inverse Gaussian Ornstein-Uhlenbeck Processes.

Published in:

Methodology & Computing in Applied Probability, 2011, v. 13, n. 3, p. 619, doi. 10.1007/s11009-010-9179-6

By:

Zhang, Shibin

Publication type:

Article

Exact Simulation of IG-OU Processes.

Published in:

Methodology & Computing in Applied Probability, 2008, v. 10, n. 3, p. 337, doi. 10.1007/s11009-007-9056-0

By:

Shibin Zhang;
Xinsheng Zhang

Publication type:

Article

Small and Large Scale Asymptotics of some Lévy Stochastic Integrals.

Published in:

Methodology & Computing in Applied Probability, 2008, v. 10, n. 2, p. 299, doi. 10.1007/s11009-007-9052-4

By:

Pipiras, Vladas;
Taqqu, Murad S.

Publication type:

Article

An Approximation Scheme for Diffusion Processes Based on an Antisymmetric Calculus over Wiener Space.

Published in:

Asia-Pacific Financial Markets, 2015, v. 22, n. 2, p. 185, doi. 10.1007/s10690-014-9199-2

By:

Yoshikawa, Kazuhiro

Publication type:

Article

Annihilation-Derivative, Creation-Derivative and Representation of Quantum Martingales.

Published in:

Communications in Mathematical Physics, 2009, v. 286, n. 2, p. 751, doi. 10.1007/s00220-008-0702-3

By:

Un Cig Ji;
Obata, Nobuaki

Publication type:

Article

Stochastic analysis of the variability of groundwater flow fields in heterogeneous confined aquifers of variable thickness.

Published in:

Stochastic Environmental Research & Risk Assessment, 2022, v. 36, n. 9, p. 2503, doi. 10.1007/s00477-021-02125-7

By:

Chang, Ching-Min;
Ni, Chuen-Fa;
Li, We-Ci;
Lin, Chi-Ping;
Lee, I-Hsian

Publication type:

Article

On the existence of an equivalent supermartingale density for a fork-convex family of stochastic processes.

Published in:

Mathematical Notes, 2010, v. 87, n. 3/4, p. 556, doi. 10.1134/S0001434610030338

By:

Rokhlin, D.

Publication type:

Article

Programmed Control with Probability 1 for Stochastic Dynamical Systems.

Published in:

Journal of Mathematical Sciences, 2020, v. 248, n. 1, p. 67, doi. 10.1007/s10958-020-04856-4

By:

Karachanskaya, E. V.

Publication type:

Article

Bernoulli 泛函空间中广义计数算子的表示.

Published in:

Journal of Zhejiang University (Science Edition), 2022, v. 49, n. 3, p. 316, doi. 10.3785/j.issn.1008-9497.2022.03.008

By:

周玉兰;
陈嘉;
孔华芳;
薛蕊;
程秀强

Publication type:

Article

Development of a stochastic simulation model to assess the potential economic benefits associated with investments in precision dairy farming technologies.

Published in:

Journal of Animal Science, 2006, v. 84, p. 281

By:

Bewley, J. M.;
Boehlje, M. D.;
Gray, A. W.;
Kenyon, S. J.;
Eicher, S. D.;
Schutz, M. M.

Publication type:

Article

A maximal inequality for pth power of stochastic convolution integrals.

Published in:

Journal of Inequalities & Applications, 2016, v. 2016, n. 1, p. 1, doi. 10.1186/s13660-016-1094-0

By:

Salavati, Erfan;
Zangeneh, Bijan

Publication type:

Article

FISHERY REGULATION WITH HARVEST UNCERTAINTY.

Published in:

International Economic Review, 1985, v. 26, n. 3, p. 731, doi. 10.2307/2526717

By:

Mirman, Leonard J.;
Spulber, Daniel F.

Publication type:

Article

Exponential Inequality of Marked Point Processes.

Published in:

Mathematics (2227-7390), 2023, v. 11, n. 4, p. 881, doi. 10.3390/math11040881

By:

Li, Chen;
Song, Yuping

Publication type:

Article

On De la Peña Type Inequalities for Point Processes.

Published in:

Mathematics (2227-7390), 2022, v. 10, n. 12, p. 2114, doi. 10.3390/math10122114

By:

Liu, Naiqi;
Ulyanov, Vladimir V.;
Wang, Hanchao

Publication type:

Article

Fourth Cumulant Bound of Multivariate Normal Approximation on General Functionals of Gaussian Fields.

Published in:

Mathematics (2227-7390), 2022, v. 10, n. 8, p. N.PAG, doi. 10.3390/math10081352

By:

Kim, Yoon-Tae;
Park, Hyun-Suk

Publication type:

Article

"A Bias Recognized Is a Bias Sterilized": The Effects of a Bias in Forecast Evaluation.

Published in:

Mathematics (2227-7390), 2022, v. 10, n. 2, p. 171, doi. 10.3390/math10020171

By:

Hardy, Nicolas

Publication type:

Article

On a Coupled System of Stochastic It o ^ -Differential and the Arbitrary (Fractional) Order Differential Equations with Nonlocal Random and Stochastic Integral Conditions.

Published in:

Mathematics (2227-7390), 2021, v. 9, n. 20, p. 2571, doi. 10.3390/math9202571

By:

El-Sayed, A. M. A.;
Fouad, Hoda A.

Publication type:

Article

On a Coupled System of Random and Stochastic Nonlinear Differential Equations with Coupled Nonlocal Random and Stochastic Nonlinear Integral Conditions.

Published in:

Mathematics (2227-7390), 2021, v. 9, n. 17, p. 2111, doi. 10.3390/math9172111

By:

El-Sayed, Ahmed M. A.;
Fouad, Hoda A.

Publication type:

Article

Directional Stochastic Orders with an Application to Financial Mathematics.

Published in:

Mathematics (2227-7390), 2021, v. 9, n. 4, p. 380, doi. 10.3390/math9040380

By:

López-Díaz, María Concepción;
López-Díaz, Miguel;
Martínez-Fernández, Sergio;
Crescenzo, Antonio Di

Publication type:

Article

Approximating Correlation Matrices Using Stochastic Lie Group Methods.

Published in:

Mathematics (2227-7390), 2021, v. 9, n. 1, p. 94, doi. 10.3390/math9010094

By:

Muniz, Michelle;
Ehrhardt, Matthias;
Günther, Michael

Publication type:

Article

Optimal Portfolios for Different Anticipating Integrals under Insider Information.

Published in:

Mathematics (2227-7390), 2021, v. 9, n. 1, p. 75, doi. 10.3390/math9010075

By:

Escudero, Carlos;
Ranilla-Cortina, Sandra

Publication type:

Article

On the Entropy of Fractionally Integrated Gauss–Markov Processes.

Published in:

Mathematics (2227-7390), 2020, v. 8, n. 11, p. 2031, doi. 10.3390/math8112031

By:

Abundo, Mario;
Pirozzi, Enrica

Publication type:

Article

A Novel Fractional Delay Proportional–Integral Multi-Resonant-Type Repetitive Control Based on a Farrow-Structure Filter for Grid-Tied Inverters.

Published in:

Electronics (2079-9292), 2023, v. 12, n. 19, p. 4010, doi. 10.3390/electronics12194010

By:

Liang, Fen;
Lee, Ho-Joon;
Zhao, Qiangsong

Publication type:

Article

Inventory Model for Defective and Deteriorating Items With Two Production Rates, Stochastic Demand, and Payment Delay Within A Finite Horizon.

Published in:

Malaysian Journal of Mathematical Sciences, 2025, v. 19, n. 1, p. 147, doi. 10.47836/mjms.19.1.08

By:

Budania, M.;
Mishra, N. K.

Publication type:

Article

Hermite-Hadamard Inequalities Type Using Fractional Integrals for MT-convex Stochastic Process.

Published in:

Malaysian Journal of Mathematical Sciences, 2023, v. 17, n. 3, p. 473, doi. 10.47836/mjms.17.3.14

By:

Rholam, O.;
Barmaki, M.;
Gretete, D.

Publication type:

Article

Convergence Theorems for the Itô-Henstock Integrable Operator-Valued Stochastic Process.

Published in:

Malaysian Journal of Mathematical Sciences, 2020, v. 14, n. 3, p. 565

By:

Labendia, M. A.;
Benitez, J. V.

Publication type:

Article

ADVANCED STOCHASTIC METHODS FOR MULTIDIMENSIONAL INTEGRALS AND APPLICATIONS.

Published in:

Journal Scientific & Applied Research, 2021, n. 20, p. 19

By:

Todorov, Venelin;
Dzhurov, Valerij;
Dimitrov, Yuri;
Tzvetkov, Ilian

Publication type:

Article

A COMPARISON OF SEVERAL STOCHASTIC TECHNIQUES FOR COMPUTATION OF MULTIDIMENSIONAL INTEGRALS.

Published in:

Journal Scientific & Applied Research, 2021, n. 20, p. 11

By:

Todorov, Venelin;
Dzhurov, Valerij;
Tzvetkov, Ilian

Publication type:

Article

ipmr : Flexible implementation of Integral Projection Models in R.

Published in:

Methods in Ecology & Evolution, 2021, v. 12, n. 10, p. 1826, doi. 10.1111/2041-210X.13683

By:

Levin, Sam C.;
Childs, Dylan Z.;
Compagnoni, Aldo;
Evers, Sanne;
Knight, Tiffany M.;
Salguero‐Gómez, Roberto

Publication type:

Article

Stochastic bifurcation and density function analysis of a stochastic logistic equation with distributed delay and strong kernel.

Published in:

International Journal of Biomathematics, 2023, v. 16, n. 3, p. 1, doi. 10.1142/S1793524522500851

By:

Zhang, Xiaofeng;
Yuan, Rong

Publication type:

Article

New variable martingale Hardy spaces.

Published in:

Proceedings of the Royal Society of Edinburgh: Section A: Mathematics, 2022, v. 152, n. 2, p. 450, doi. 10.1017/prm.2021.17

By:

Jiao, Yong;
Zeng, Dan;
Zhou, Dejian

Publication type:

Article

Study on the Surface Subsidence Trend of Fill Mining in Underground Mines With Different Mining Depths.

Published in:

Advances in Civil Engineering, 2024, v. 2024, p. 1, doi. 10.1155/2024/4407757

By:

Qiu, Xianyang;
He, Xiangrui;
Cao, Rihong;
Qiu, Hongjie;
Shi, Xiuzhi;
Gou, Yonggang;
Li, Xiaoyuan;
Zhi, Wei;
Dede, Tayfun

Publication type:

Article

Analysis on the stochastic evolution process of low-carbon transformation for supplier groups in construction supply chain.

Published in:

PLoS ONE, 2022, v. 17, n. 3, p. 1, doi. 10.1371/journal.pone.0264579

By:

Yang, Yaohong;
Dai, Jing;
Zeng, Yi;
Liu, Ying

Publication type:

Article

Least squares estimation for the Ornstein–Uhlenbeck process with small Hermite noise.

Published in:

Statistical Papers, 2024, v. 65, n. 7, p. 4745, doi. 10.1007/s00362-024-01579-5

By:

Araya, Héctor;
Torres, Soledad;
Tudor, Ciprian A.

Publication type:

Article

A Stratonovich integral for anticipating processes.

Published in:

Mathematical Methods in the Applied Sciences, 2025, v. 48, n. 7, p. 7695, doi. 10.1002/mma.9272

By:

Jornet, Marc

Publication type:

Article

Balancing Polynomial for Solution Nonlinear Stochastic Itô–Volterra Integral Equations.

Published in:

Mathematical Methods in the Applied Sciences, 2025, v. 48, n. 5, p. 6230, doi. 10.1002/mma.10667

By:

Beyranvand, Zahra;
Lotfi, Taher

Publication type:

Article

Reconstructing a Random Source for a Stochastic Equation With Biharmonic Operator With Fractional White Noise.

Published in:

Mathematical Methods in the Applied Sciences, 2025, v. 48, n. 5, p. 5546, doi. 10.1002/mma.10618

By:

Feng, Xiaoli;
Chen, Chen;
Zhang, Yun;
Yao, Qiang

Publication type:

Article

Besicovitch almost automorphic solutions in finite‐dimensional distributions to stochastic semilinear differential equations driven by both Brownian and fractional Brownian motions.

Published in:

Mathematical Methods in the Applied Sciences, 2025, v. 48, n. 2, p. 1685, doi. 10.1002/mma.10403

By:

Li, Yongkun;
Bai, Zhicong

Publication type:

Article

Orthonormal discrete Legendre polynomials for stochastic distributed‐order time‐fractional fourth‐order delay sub‐diffusion equation.

Published in:

Mathematical Methods in the Applied Sciences, 2024, v. 47, n. 18, p. 14304, doi. 10.1002/mma.10273

By:

Heydari, M. H.;
Razzaghi, M.

Publication type:

Article

Application of flatlet oblique multiwavelets to solve the fractional stochastic integro‐differential equation using Galerkin method.

Published in:

Mathematical Methods in the Applied Sciences, 2024, v. 47, n. 11, p. 8342, doi. 10.1002/mma.10017

By:

Irandoust‐Pakchin, Safar;
Abdi‐Mazraeh, Somaiyeh;
Adel, Mohamed

Publication type:

Article

Almost Sure Exponential Stability of Nonlinear Stochastic Delayed Systems with Markovian Switching and Lévy Noises.

Published in:

IAENG International Journal of Applied Mathematics, 2019, v. 49, n. 3, p. 351

By:

Chao Wei

Publication type:

Article

Fractionally Integrated Moving Average Stable Processes With Long-Range Dependence.

Published in:

ALEA. Latin American Journal of Probability & Mathematical Statistics, 2022, v. 19, n. 1, p. 599, doi. 10.30757/ALEA.v19-23

By:

Feltes, G. L.;
Lopes, S. R. C.

Publication type:

Article

The Stein and Chen-Stein Methods for Functionals of Non-Symmetric Bernoulli Processes.

Published in:

ALEA. Latin American Journal of Probability & Mathematical Statistics, 2015, v. 12, p. 309

By:

Privault, Nicolas;
Torrisi, Giovanni Luca

Publication type:

Article

Simplified single-time stochastic maximum principle.

Published in:

Balkan Journal of Geometry & Its Applications, 2011, v. 16, n. 2, p. 155

By:

Udrişte, Constantin;
Damian, Virgil

Publication type:

Article

Data informed solution estimation for forward-backward stochastic differential equations.

Published in:

Analysis & Applications, 2021, v. 19, n. 3, p. 439, doi. 10.1142/S0219530520400102

By:

Bao, Feng;
Cao, Yanzhao;
Yong, Jiongmin

Publication type:

Article

Unified Moment-Based Modeling of Integrated Stochastic Processes.

Published in:

Operations Research, 2024, v. 72, n. 4, p. 1630, doi. 10.1287/opre.2022.2422

By:

Kyriakou, Ioannis;
Brignone, Riccardo;
Fusai, Gianluca

Publication type:

Article

AN APPROXIMATION SCHEME FOR STOCHASTIC INTEGER PROGRAMS ARISING IN CAPACITY EXPANSION.

Published in:

Operations Research, 2003, v. 51, n. 3, p. 461, doi. 10.1287/opre.51.3.461.14960

By:

Ahmed, Shabbir;
Sahinidis, Nikolaos V.

Publication type:

Article

STRUCTURAL PROPERTIES OF STOCHASTIC DYNAMIC PROGRAMS.

Published in:

Operations Research, 2002, v. 50, n. 5, p. 796, doi. 10.1287/opre.50.5.796.365

By:

Smith, James E.;
McCardle, Kevin M.

Publication type:

Article