A multifractional option pricing formula.

Authors: Araneda, Axel A.¹, axelaraneda@mail.muni.cz

Source: Fluctuation & Noise Letters; Dec2024, Vol. 23 Issue 6, p1-11, 11p

Finitely additive functions in measure theory and applications

Authors: Daniel Alpay, Palle Jorgensen

Source: Opuscula Mathematica, Vol 44, Iss 3, Pp 323-339 (2024)

Subject Terms: hilbert space, reproducing kernels, probability space, gaussian fields, transforms, covariance, itô integration, itô calculus, generalized brownian motion, Applied mathematics. Quantitative methods, T57-57.97

File Description: electronic resource

Relation: https://www.opuscula.agh.edu.pl/vol44/3/art/opuscula_math_4416.pdf; https://doaj.org/toc/1232-9274

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Asymptotic stability in probability of a square root stochastic process

Authors: Khalifa, Tahar, Barbata, Asma, Zasadzinski, Michel, Ali, Harouna Souley

Source: 2016 IEEE 55th Conference on Decision and Control (CDC) Decision and Control (CDC), 2016 IEEE 55th Conference on. :5379-5383 Dec, 2016

Relation: 2016 IEEE 55th Conference on Decision and Control (CDC)

Bifurcation studies, chaotic pattern, phase diagrams and multiple optical solitons for the (2+1)-dimensional stochastic coupled nonlinear Schrödinger system with multiplicative white noise via Itô calculus

Authors: Lu Tang

Source: Results in Physics, Vol 52, Iss , Pp 106765- (2023)

Subject Terms: Stochastic coupled nonlinear Schrödinger system, Chaotic behavior, Itô calculus, Dark and bright solitons, Physics, QC1-999

File Description: electronic resource

Relation: http://www.sciencedirect.com/science/article/pii/S2211379723005582; https://doaj.org/toc/2211-3797

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Dispersive optical solitons in magneto-optic waveguides for perturbed stochastic NLSE with generalized anti-cubic law nonlinearity and spatio-temporal dispersion having multiplicative white noise

Authors: Zayed, Elsayed M.E. ^a, Alngar, Mohamed E.M. ^{b, ⁎}, Shohib, Reham M.A. ^c

Source: In Optik December 2022 271

Construction of special soliton solutions to the stochastic Riccati equation

Authors: Navickas Zenonas, Timofejeva Inga, Telksnys Tadas, Marcinkevicius Romas, Ragulskis Minvydas

Source: Open Mathematics, Vol 20, Iss 1, Pp 829-844 (2022)

Subject Terms: stochastic differential equation, analytical solution, itô calculus, 60h10, 35r60, Mathematics, QA1-939

File Description: electronic resource

Relation: https://doaj.org/toc/2391-5455

Access URL: https://doaj.org/article/f93a8cec3f1f432bb35cc6da1d5c4e8e

ℌ∞ control for singular stochastic systems

Authors: Barbata, Asma, Zasadzinski, Michel, Souley Ali, Harouna, Messaoud, Hassani

Source: 2013 European Control Conference (ECC) Control Conference (ECC), 2013 European. :105-110 Jul, 2013

Relation: 2013 European Control Conference (ECC)

Pointwise Relations Between Information and Estimation in Gaussian Noise

Authors: Venkat, K., Weissman, T.

Source: IEEE Transactions on Information Theory IEEE Trans. Inform. Theory Information Theory, IEEE Transactions on. 58(10):6264-6281 Oct, 2012

Reset noise reduction in capacitive sensors

Authors: Fowler, B., Godfrey, M.D., Mims, S.

Source: IEEE Transactions on Circuits and Systems I: Regular Papers IEEE Trans. Circuits Syst. I Circuits and Systems I: Regular Papers, IEEE Transactions on. 53(8):1658-1669 Aug, 2006

A WEAK VERSION OF PATH-DEPENDENT FUNCTIONAL ITÔ CALCULUS

Authors: Leão, Dorival, Ohashi, Alberto, Simas, Alexandre B.

Source: The Annals of Probability, 2018 Nov 01. 46(6), 3399-3441.

Access URL: https://www.jstor.org/stable/26529276

Issues in stochastic ocean modeling.

Authors: Penland, Cecile¹, cecile.penland@noaa.gov, Navarra, Antonio²

Source: Journal of Marine Research; Nov2017, Vol. 75 Issue 6, p815-837, 23p

Dispersive Optical Solitons to Stochastic Resonant NLSE with Both Spatio-Temporal and Inter-Modal Dispersions Having Multiplicative White Noise

Authors: Elsayed M. E. Zayed, Mohamed E. M. Alngar, Reham M. A. Shohib

Source: Mathematics, Vol 10, Iss 17, p 3197 (2022)

Subject Terms: stochastic, itô calculus, multiplicative noise, solitons, Mathematics, QA1-939

File Description: electronic resource

Relation: https://www.mdpi.com/2227-7390/10/17/3197; https://doaj.org/toc/2227-7390

Access URL: https://doaj.org/article/ee09ced5a0ec4e8596817a7b908cb433

Phase noise characterization of oscillators through Ito calculus.

Authors: Jahanbakht, Sajad¹, Farzaneh, Forouhar²

Source: International Journal of Circuit Theory & Applications; Nov2015, Vol. 43 Issue 11, p1581-1596, 16p

Stochastic Dynamics of Tumor-Immune System: A Numerical Approach

Authors: Nurgül Gökgöz

Source: Results in Nonlinear Analysis, Vol 2, Iss 1, Pp 1-6 (2019)

Subject Terms: itô calculus, stochastic model, markov chain, euler-maruyama method, tumor-immune system, Analysis, QA299.6-433

File Description: electronic resource

Relation: https://dergipark.org.tr/en/download/article-file/655817; https://doaj.org/toc/2636-7556

Access URL: https://doaj.org/article/f06d1437ced8465488c82d02f04c0644

State and Control Path-Dependent Stochastic Zero-Sum Differential Games: Viscosity Solutions of Path-Dependent Hamilton–Jacobi–Isaacs Equations

Authors: Jun Moon

Source: Mathematics, Vol 10, Iss 10, p 1766 (2022)

Subject Terms: stochastic zero-sum differential games, state and control path-dependent partial differential equations, functional Itô calculus, viscosity solutions, dynamic programming principles, Mathematics, QA1-939

File Description: electronic resource

Relation: https://www.mdpi.com/2227-7390/10/10/1766; https://doaj.org/toc/2227-7390

Access URL: https://doaj.org/article/1484a9f956854ef7822aae6500ef111f

Intrinsic stochastic differential equations as jets

Authors: Armstrong, J., Brigo, D.

Source: Proceedings: Mathematical, Physical and Engineering Sciences, 2018 Feb . 474(2210), 1-28.

Access URL: https://www.jstor.org/stable/26582108

Quantum Stochastic Calculus with Maximal Operator Domains

Authors: Attal, Stéphane, Lindsay, J. Martin

Source: The Annals of Probability, 2004 Jan 01. 32(1), 488-529.

Access URL: https://www.jstor.org/stable/3481567

An analysis of the exponential stability of linear stochastic neutral delay systems.

Authors: Li, Zhao‐Yan¹, Lin, Zongli², Zhou, Bin³

Source: International Journal of Robust & Nonlinear Control; Feb2015, Vol. 25 Issue 3, p321-338, 18p

A Diffusion Model for Bookstein Triangle Shape

Authors: Kendall, Wilfrid S.

Source: Advances in Applied Probability, 1998 Jun 01. 30(2), 317-334.

Access URL: https://www.jstor.org/stable/1427970

Extension and Application of Ito's Formula Under G-Framework.

Authors: BO ZHANG¹, JING XU², KANNAN, D.³, kannan@uga.edu

Source: Stochastic Analysis & Applications; Mar/Apr2010, Vol. 28 Issue 2, p322-349, 28p