Found 7,257 Documents (Results 1–100)

100
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The mixed Novikov-Kazamaki type condition for the uniform integrability of the general stochastic exponential. (English)Zbl 07567419

MSC:  60G44 60H05
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An improved characterisation of regular generalised functions of white noise and an application to singular SPDEs. (English)Zbl 07563045

MSC:  60H15 60G20 60H05
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Singular control of stochastic Volterra integral equations. (English)Zbl 07562291

MSC:  60H05 60H20 60J75 93E20 91G80 91B70
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Stochastic averaging principle for mixed stochastic differential equations. (English)Zbl 07559809

MSC:  26A42 26A33 60H05
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Stability of three species symbiosis model with delay and stochastic perturbations. (English)Zbl 07556628

MSC:  92-XX 34N05 26A42
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Stability of numerical solution to pantograph stochastic functional differential equations. (English)Zbl 07555057

MSC:  60H20 60H05
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On operator fractional Lévy motion: integral representations and time-reversibility. (English)Zbl 07549540

MSC:  60G22 60G51 60H05
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Boundedness and concentration of random singular integrals defined by wavelet summability kernels. (English)Zbl 07545054

MSC:  42B20 42C40 60-XX
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Amplitude equations for SPDEs driven by fractional additive noise with small Hurst parameter. (English)Zbl 07544516

MSC:  60G22 60H05 60H15
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A stochastic calculus for Rosenblatt processes. (English)Zbl 07544404

MSC:  60H05 60H07 60G22
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Skorohod and Stratonovich integrals for controlled processes. (English)Zbl 07544390

MSC:  60G15 60H05 60H10
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Square-mean inertial manifolds for stochastic differential equations. (English)Zbl 07537012

MSC:  60H10 60H05
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On local path behavior of surgailis multifractional processes. (English)Zbl 07534477

MSC:  60G22 60G17 60H05
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Log-concavity and log-convexity of moments of averages of i.i.d. random variables. (English)Zbl 07532802

MSC:  05A20 60E15 26D15
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Gronwall-type moment inequalities for a stochastic process. (English)Zbl 07531398

MSC:  60G07 60G46 60H05
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Quantitative correlation inequalities via extremal power series. (English)Zbl 07529636

MSC:  60E15 28A35 05A20
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Fractional stochastic differential equations. Applications to Covid-19 modeling. (English)Zbl 07529457

Industrial and Applied Mathematics. Singapore: Springer (ISBN 978-981-19-0728-9/hbk; 978-981-19-0729-6/ebook). xv, 540 p. (2022).
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Schrödinger’s equation as a consequence of the central limit theorem without assuming prior physical laws. (English)Zbl 07528501

MSC:  81Pxx 00Axx 60-XX
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Hölder continuous regularity of stochastic convolutions with distributed delay. (English)Zbl 07528126

MSC:  60H15 60G15 60H05
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On the approximation and simulation of iterated stochastic integrals and the corresponding Lévy areas in terms of a multidimensional Brownian motion. (English)Zbl 07517485

MSC:  60H05 60H35
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Normal approximation when a chaos grade is greater than two. (English)Zbl 07512048

MSC:  60F05 60H05 60J35
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Fourth moment bound and stationary Gaussian processes with positive correlation. (English)Zbl 1485.60026

MSC:  60F05 60G15 60H07
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Special functions of fractional calculus. Applications to diffusion and random search processes (to appear). (English)Zbl 07502796

Singapore: World Scientific (ISBN 978-981-12-5294-5/hbk). 250 p. (2022).
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Analog of the Kolmogorov equations for one-dimensional stochastic differential equations controlled by fractional Brownian motion with Hurst exponent $$H\in (0,1)$$. (English. Russian original)Zbl 07495295

Differ. Equ. 58, No. 1, 9-14 (2022); translation from Differ. Uravn. 58, No. 1, 11-16 (2022).
MSC:  60H10 60H05 60G22
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Stationary distribution and extinction of stochastic coronavirus (COVID-19) epidemic model. (English)Zbl 1486.92241

MSC:  92D30 60H30 26A33
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On the lack of semimartingale property. (English)Zbl 07485077

MSC:  60H05 60J65 60J55
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Exponential tightness of a family of Skorohod integrals. (English)Zbl 07481557

MSC:  60H05 60H07
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Chebyshev-Hermite polynomials and distributions of polynomials in Gaussian random variables. (English. Russian original)Zbl 07481226

Theory Probab. Appl. 66, No. 4, 550-569 (2022); translation from Teor. Veroyatn. Primen. 66, No. 4, 693-717 (2021).
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Long time behavior of stochastic McKean-Vlasov equations. (English)Zbl 07479010

MSC:  60H30 60H05 60H10
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A first course in stochastic calculus. (English)Zbl 07478426

Pure and Applied Undergraduate Texts 53. Providence, RI: American Mathematical Society (AMS) (ISBN 978-1-4704-6488-2/pbk; 978-1-4704-6778-4/ebook). xv, 270 p. (2022).

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Stochastic integration with respect to fractional processes in Banach spaces. (English)Zbl 07474682

MSC:  60G22 60H05
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Integration with respect to Hölder rough paths of order greater than 1/4: an approach via fractional calculus. (English)Zbl 07473275

MSC:  60L20 60H05 26A33
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Wasserstein distance estimates for stochastic integrals by forward-backward stochastic calculus. (English)Zbl 07464232

MSC:  60H05 60H10 60G57 60G44 60J60 60J75
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Identification of continuous-time fractional models from noisy input and output signals. (English)Zbl 1480.93432

Naifar, Omar (ed.) et al., Fractional order systems – control theory and applications. Fundamentals and applications. Cham: Springer. Stud. Syst. Decis. Control 364, 181-216 (2022).
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An informal introduction to stochastic calculus with applications. 2nd edition. (English)Zbl 1477.60001

Singapore: World Scientific (ISBN 978-981-12-4709-5/hbk; 978-981-12-4756-9/pbk; 978-981-12-4711-8/ebook). xvii, 491 p. (2022).
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A quadratic identity in the shuffle algebra and an alternative proof for de Bruijn’s formula. (English)Zbl 1483.17023

MSC:  17D99 60H05 05A05
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Stochastic interest rate modeling with fixed income derivative pricing. 3rd edition. (English)Zbl 07291794

Advanced Series on Statistical Science & Applied Probability 22. Singapore: World Scientific (ISBN 978-981-12-2660-1/hbk; 978-981-12-2662-5/ebook). xvii, 354 p. (2022).
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Asymptotic behaviour on the linear self-interacting diffusion driven by $$\alpha$$-stable motion. (English)Zbl 07554018

MSC:  60G52 60H05 60H10
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