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Found 2,481 Documents (Results 1–100)

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Mean-square approximation of iterated Ito and Stratonovich stochastic integrals: method of generalized multiple Fourier series. Application to numerical integration of Ito SDEs and semilinear SPDEs. (English) Zbl 07510840

MSC:  60-XX 65-XX
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Models of stochastic dynamics of development of industrial enterprises with lagging internal and external investments. (Russian. English summary) Zbl 07499970

MSC:  60H10
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Quadratic-exponential functionals of Gaussian quantum processes. (English) Zbl 07484156

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Local time and local reflection of the Wiener process. (English) Zbl 1483.60119

Karapetyants, Alexey N. (ed.) et al., Operator theory and harmonic analysis. OTHA 2020, Part II – probability-analytical models, methods and applications. Based on the international conference on modern methods, problems and applications of operator theory and harmonic analysis. Cham: Springer. Springer Proc. Math. Stat. 358, 233-242 (2021).
MSC:  60J65 60J55
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Minimization of the entropy for a mixture of standard and fractional Brownian motions. (English. Ukrainian original) Zbl 1466.60078

Theory Probab. Math. Stat. 101, 193-215 (2020); translation from Teor. Jmovirn. Mat. Stat. 101, 169-188 (2019).
MSC:  60G22
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Stochastic optimal control of a descriptor system. (English. Russian original) Zbl 1454.93296

Cybern. Syst. Anal. 56, No. 2, 204-212 (2020); translation from Kibern. Sist. Anal. 2020, No. 2, 42-52 (2020).
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Stochastic Itô-Volterra backward equations in Banach spaces. (English) Zbl 1454.60086

Grecksch, Wilfried (ed.) et al., Infinite dimensional and finite dimensional stochastic equations and applications in physics. Hackensack, NJ: World Scientific. 61-113 (2020).
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