Literatura académica sobre el tema "Discretization of stochastic integrals"
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Artículos de revistas sobre el tema "Discretization of stochastic integrals"
Fukasawa, Masaaki. "Efficient discretization of stochastic integrals". Finance and Stochastics 18, n.º 1 (4 de octubre de 2013): 175–208. http://dx.doi.org/10.1007/s00780-013-0215-6.
Texto completoFukasawa, Masaaki. "Discretization error of stochastic integrals". Annals of Applied Probability 21, n.º 4 (agosto de 2011): 1436–65. http://dx.doi.org/10.1214/10-aap730.
Texto completoGobet, Emmanuel y Uladzislau Stazhynski. "Model-adaptive optimal discretization of stochastic integrals". Stochastics 91, n.º 3 (29 de octubre de 2018): 321–51. http://dx.doi.org/10.1080/17442508.2018.1539087.
Texto completoMARAZZINA, DANIELE, OLEG REICHMANN y CHRISTOPH SCHWAB. "hp-DGFEM FOR KOLMOGOROV–FOKKER–PLANCK EQUATIONS OF MULTIVARIATE LÉVY PROCESSES". Mathematical Models and Methods in Applied Sciences 22, n.º 01 (enero de 2012): 1150005. http://dx.doi.org/10.1142/s0218202512005897.
Texto completoZhou, Li-kai y Zhong-gen Su. "Discretization error of irregular sampling approximations of stochastic integrals". Applied Mathematics-A Journal of Chinese Universities 31, n.º 3 (26 de agosto de 2016): 296–306. http://dx.doi.org/10.1007/s11766-016-3426-8.
Texto completoGobet, Emmanuel y Uladzislau Stazhynski. "Optimal discretization of stochastic integrals driven by general Brownian semimartingale". Annales de l'Institut Henri Poincaré, Probabilités et Statistiques 54, n.º 3 (agosto de 2018): 1556–82. http://dx.doi.org/10.1214/17-aihp848.
Texto completoKloeden, P. E., E. Platen, H. Schurz y M. Sørensen. "On effects of discretization on estimators of drift parameters for diffusion processes". Journal of Applied Probability 33, n.º 4 (diciembre de 1996): 1061–76. http://dx.doi.org/10.2307/3214986.
Texto completoKloeden, P. E., E. Platen, H. Schurz y M. Sørensen. "On effects of discretization on estimators of drift parameters for diffusion processes". Journal of Applied Probability 33, n.º 04 (diciembre de 1996): 1061–76. http://dx.doi.org/10.1017/s0021900200100488.
Texto completoSalmhofer, Manfred. "Functional Integral and Stochastic Representations for Ensembles of Identical Bosons on a Lattice". Communications in Mathematical Physics 385, n.º 2 (11 de marzo de 2021): 1163–211. http://dx.doi.org/10.1007/s00220-021-04010-4.
Texto completoTynda, Aleksandr, Samad Noeiaghdam y Denis Sidorov. "Polynomial Spline Collocation Method for Solving Weakly Regular Volterra Integral Equations of the First Kind". Bulletin of Irkutsk State University. Series Mathematics 39 (2022): 62–79. http://dx.doi.org/10.26516/1997-7670.2022.39.62.
Texto completoTesis sobre el tema "Discretization of stochastic integrals"
Pokalyuk, Stanislav [Verfasser] y Christian [Akademischer Betreuer] Bender. "Discretization of backward stochastic Volterra integral equations / Stanislav Pokalyuk. Betreuer: Christian Bender". Saarbrücken : Saarländische Universitäts- und Landesbibliothek, 2012. http://d-nb.info/1052338488/34.
Texto completoPei, Yuchen. "Robinson-Schensted algorithms and quantum stochastic double product integrals". Thesis, University of Warwick, 2015. http://wrap.warwick.ac.uk/74169/.
Texto completoBrooks, Martin George. "Quantum spectral stochastic integrals and levy flows in Fock space". Thesis, Nottingham Trent University, 1998. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.266915.
Texto completoSONG, YUKUN SONG. "Stochastic Integrals with Respect to Tempered $\alpha$-Stable Levy Process". Case Western Reserve University School of Graduate Studies / OhioLINK, 2018. http://rave.ohiolink.edu/etdc/view?acc_num=case1501506513936836.
Texto completoGross, Joshua. "An exploration of stochastic models". Kansas State University, 2014. http://hdl.handle.net/2097/17656.
Texto completoDepartment of Mathematics
Nathan Albin
The term stochastic is defined as having a random probability distribution or pattern that may be analyzed statistically but may not be predicted precisely. A stochastic model attempts to estimate outcomes while allowing a random variation in one or more inputs over time. These models are used across a number of fields from gene expression in biology, to stock, asset, and insurance analysis in finance. In this thesis, we will build up the basic probability theory required to make an ``optimal estimate", as well as construct the stochastic integral. This information will then allow us to introduce stochastic differential equations, along with our overall model. We will conclude with the "optimal estimator", the Kalman Filter, along with an example of its application.
Jones, Matthew O. "Spatial Service Systems Modelled as Stochastic Integrals of Marked Point Processes". Diss., Georgia Institute of Technology, 2005. http://hdl.handle.net/1853/7174.
Texto completoKuwada, Kazumasa. "On large deviations for current-valued processes induced from stochastic line integrals". 京都大学 (Kyoto University), 2004. http://hdl.handle.net/2433/147585.
Texto completoLeoff, Elisabeth [Verfasser]. "Stochastic Filtering in Regime-Switching Models: Econometric Properties, Discretization and Convergence / Elisabeth Leoff". München : Verlag Dr. Hut, 2017. http://d-nb.info/1126297348/34.
Texto completoGeiss, Stefan. "On quantitative approximation of stochastic integrals with respect to the geometric Brownian motion". SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, 1999. http://epub.wu.ac.at/1774/1/document.pdf.
Texto completoSeries: Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science"
Yeadon, Cyrus. "Approximating solutions of backward doubly stochastic differential equations with measurable coefficients using a time discretization scheme". Thesis, Loughborough University, 2015. https://dspace.lboro.ac.uk/2134/20643.
Texto completoLibros sobre el tema "Discretization of stochastic integrals"
von Weizsäcker, Heinrich y Gerhard Winkler. Stochastic Integrals. Wiesbaden: Vieweg+Teubner Verlag, 1990. http://dx.doi.org/10.1007/978-3-663-13923-2.
Texto completoE, Protter Philip y SpringerLink (Online service), eds. Discretization of Processes. Berlin, Heidelberg: Springer-Verlag Berlin Heidelberg, 2012.
Buscar texto completoWeizsäcker, Heinrich Von. Stochastic integrals: An introduction. Braunschweig: F. Vieweg, 1990.
Buscar texto completoInstytut Matematyczny (Polska Akademia Nauk), ed. Bilinear random integrals. Warszawa: Państwowe Wydawn. Naukowe, 1987.
Buscar texto completoKisielewicz, Michał. Set-Valued Stochastic Integrals and Applications. Cham: Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-40329-4.
Texto completoBell, Denis. The Malliavin calculus. Harlow: Longman Scientific and Technical, 1987.
Buscar texto completoMedvegyev, Peter. Stochastic integration theory. New York: Oxford University Press, 2007.
Buscar texto completoKuznet︠s︡ov, D. F. Strong approximation of multiple Ito and Stratonovich stochastic integrals: Multple Fourier series approach. Saint-Peterburg: Politechnical University Publishing House, 2011.
Buscar texto completoKoning, A. J. Stochastic integrals and goodness-of-fit tests. Amsterdam, The Netherlands: Centrum voor Wiskunde en Informatica, 1993.
Buscar texto completoCapítulos de libros sobre el tema "Discretization of stochastic integrals"
Dacunha-Castelle, Didier y Marie Duflo. "Stochastic Integrals". En Probability and Statistics, 331–88. New York, NY: Springer New York, 1986. http://dx.doi.org/10.1007/978-1-4612-4870-5_9.
Texto completoKunita, Hiroshi. "Stochastic Integrals". En Stochastic Flows and Jump-Diffusions, 45–75. Singapore: Springer Singapore, 2019. http://dx.doi.org/10.1007/978-981-13-3801-4_2.
Texto completoStepanov, Sergey S. "Stochastic Integrals". En Stochastic World, 109–34. Heidelberg: Springer International Publishing, 2013. http://dx.doi.org/10.1007/978-3-319-00071-8_5.
Texto completoCuculescu, I. y A. G. Oprea. "Stochastic Integrals". En Noncommutative Probability, 160–233. Dordrecht: Springer Netherlands, 1994. http://dx.doi.org/10.1007/978-94-015-8374-9_5.
Texto completoGrigoriu, Mircea. "Stochastic Integrals". En Springer Series in Reliability Engineering, 129–54. London: Springer London, 2012. http://dx.doi.org/10.1007/978-1-4471-2327-9_4.
Texto completoGlasserman, Paul. "Discretization Methods". En Stochastic Modelling and Applied Probability, 339–76. New York, NY: Springer New York, 2004. http://dx.doi.org/10.1007/978-0-387-21617-1_6.
Texto completoKwapień, Stanisław y Wojbor A. Woyczyński. "Multiple Stochastic Integrals". En Random Series and Stochastic Integrals: Single and Multiple, 277–305. Boston, MA: Birkhäuser Boston, 1992. http://dx.doi.org/10.1007/978-1-4612-0425-1_11.
Texto completoKisielewicz, Michał. "Aumann Stochastic Integrals". En Set-Valued Stochastic Integrals and Applications, 107–39. Cham: Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-40329-4_4.
Texto completoTudor, Ciprian. "Multiple Stochastic Integrals". En SpringerBriefs in Probability and Mathematical Statistics, 1–24. Cham: Springer Nature Switzerland, 2023. http://dx.doi.org/10.1007/978-3-031-33772-7_1.
Texto completoHassler, Uwe. "Ito Integrals". En Stochastic Processes and Calculus, 213–37. Cham: Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-23428-1_10.
Texto completoActas de conferencias sobre el tema "Discretization of stochastic integrals"
Rao, B. N., C. O. Arun y M. S. Siva Kumar. "Stochastic Meshfree Method for Computational Fracture Mechanics". En ASME 2007 Pressure Vessels and Piping Conference. ASMEDC, 2007. http://dx.doi.org/10.1115/pvp2007-26794.
Texto completoJoseph Spring, William, Timothy Ralph y Ping Koy Lam. "Multidimensional Quantum Stochastic Integrals". En QUANTUM COMMUNICATION, MEASUREMENT AND COMPUTING (QCMC): The Tenth International Conference. AIP, 2011. http://dx.doi.org/10.1063/1.3630154.
Texto completoZhang, Jinping. "Interval-valued Stochastic Processes and Stochastic Integrals". En Second International Conference on Innovative Computing, Informatio and Control (ICICIC 2007). IEEE, 2007. http://dx.doi.org/10.1109/icicic.2007.365.
Texto completoCarpio-Bernido, M. Victoria, Christopher C. Bernido, Christopher C. Bernido y M. Victoria Carpio-Bernido. "White Noise Path Integrals in Stochastic Neurodynamics". En STOCHASTIC AND QUANTUM DYNAMICS OF BIOMOLECULAR SYSTEMS: Proceedings of the 5th Jagna International Workshop. AIP, 2008. http://dx.doi.org/10.1063/1.2956763.
Texto completoHUDSON, R. L. "MULTIPLICATIVE PROPERTIES OF DOUBLE STOCHASTIC PRODUCT INTEGRALS." En Proceedings of the Conference. WORLD SCIENTIFIC, 2003. http://dx.doi.org/10.1142/9789812704290_0010.
Texto completoSPRING, W. J. y I. F. WILDE. "QUASI-FREE FERMION PLANAR QUANTUM STOCHASTIC INTEGRALS". En Proceedings of the Conference. WORLD SCIENTIFIC, 2003. http://dx.doi.org/10.1142/9789812704290_0017.
Texto completoSPRING, W. J. "QUASI-FREE STOCHASTIC INTEGRALS AND MARTINGALE REPRESENTATION". En Proceedings of the 28th Conference. WORLD SCIENTIFIC, 2008. http://dx.doi.org/10.1142/9789812835277_0019.
Texto completoBudak, Hüseyin, Mehmet Zeki Sarikaya y Zoubir Dahmani. "Chebyshev type inequalities for generalized stochastic fractional integrals". En II. INTERNATIONAL CONFERENCE ON ADVANCES IN NATURAL AND APPLIED SCIENCES: ICANAS 2017. Author(s), 2017. http://dx.doi.org/10.1063/1.4981655.
Texto completoPrasanth, Ravi K. "Analysis of stochastic hybrid systems using path integrals". En AeroSense 2003, editado por Ivan Kadar. SPIE, 2003. http://dx.doi.org/10.1117/12.487038.
Texto completoMeenakshi, T. y B. N. Rao. "On Comparison of Various Formulations for Evaluation of Dynamic SIFs in FGMs". En ASME 2006 Pressure Vessels and Piping/ICPVT-11 Conference. ASMEDC, 2006. http://dx.doi.org/10.1115/pvp2006-icpvt-11-93755.
Texto completoInformes sobre el tema "Discretization of stochastic integrals"
Hudson, W. N. Stochastic Integrals and Processes with Independent Increments. Fort Belvoir, VA: Defense Technical Information Center, marzo de 1985. http://dx.doi.org/10.21236/ada158939.
Texto completoBenhenni, Karim y Stamatis Cambanis. Sampling Designs for Estimating Integrals of Stochastic rocesses Using Quadratic Mean Derivatives. Fort Belvoir, VA: Defense Technical Information Center, abril de 1990. http://dx.doi.org/10.21236/ada225961.
Texto completoChen, X., J. M. Connors y C. H. Tong. A flexible method to calculate the distributions of discretization errors in operator-split codes with stochastic noise in problem data. Office of Scientific and Technical Information (OSTI), enero de 2014. http://dx.doi.org/10.2172/1119920.
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