Literatura académica sobre el tema "Stochastic calculus via regularization"
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Artículos de revistas sobre el tema "Stochastic calculus via regularization"
Platen, Eckhard y Rolando Rebolledo. "Pricing via anticipative stochastic calculus". Advances in Applied Probability 26, n.º 4 (diciembre de 1994): 1006–21. http://dx.doi.org/10.2307/1427902.
Texto completoPlaten, Eckhard y Rolando Rebolledo. "Pricing via anticipative stochastic calculus". Advances in Applied Probability 26, n.º 04 (diciembre de 1994): 1006–21. http://dx.doi.org/10.1017/s0001867800026732.
Texto completoAtsuji, A. "Nevanlinna Theory via Stochastic Calculus". Journal of Functional Analysis 132, n.º 2 (septiembre de 1995): 473–510. http://dx.doi.org/10.1006/jfan.1995.1112.
Texto completoCohen, Paula, Robin Hudson, K. Parthasarathy y Sylvia Pulmannová. "Hall's transformation via quantum stochastic calculus". Banach Center Publications 43, n.º 1 (1998): 147–55. http://dx.doi.org/10.4064/-43-1-147-155.
Texto completoCosso, Andrea y Francesco Russo. "Functional Itô versus Banach space stochastic calculus and strict solutions of semilinear path-dependent equations". Infinite Dimensional Analysis, Quantum Probability and Related Topics 19, n.º 04 (diciembre de 2016): 1650024. http://dx.doi.org/10.1142/s0219025716500247.
Texto completoBarchielli, A. y A. S. Holevo. "Constructing quantum measurement processes via classical stochastic calculus". Stochastic Processes and their Applications 58, n.º 2 (agosto de 1995): 293–317. http://dx.doi.org/10.1016/0304-4149(95)00011-u.
Texto completoOLIVERA, CHRISTIAN. "STOCHASTIC INTEGRATION WITH RESPECT TO THE CYLINDRICAL WIENER PROCESS VIA REGULARIZATION". Infinite Dimensional Analysis, Quantum Probability and Related Topics 16, n.º 03 (septiembre de 2013): 1350024. http://dx.doi.org/10.1142/s0219025713500240.
Texto completoMeyer-Brandis, Thilo, Bernt Øksendal y Xun Yu Zhou. "A mean-field stochastic maximum principle via Malliavin calculus". Stochastics 84, n.º 5-6 (10 de febrero de 2012): 643–66. http://dx.doi.org/10.1080/17442508.2011.651619.
Texto completoPamen, O. Menoukeu, F. Proske y H. Binti Salleh. "Stochastic Differential Games in Insider Markets via Malliavin Calculus". Journal of Optimization Theory and Applications 160, n.º 1 (19 de abril de 2013): 302–43. http://dx.doi.org/10.1007/s10957-013-0310-z.
Texto completoFlandoli, Franco y Ciprian A. Tudor. "Brownian and fractional Brownian stochastic currents via Malliavin calculus". Journal of Functional Analysis 258, n.º 1 (enero de 2010): 279–306. http://dx.doi.org/10.1016/j.jfa.2009.05.001.
Texto completoTesis sobre el tema "Stochastic calculus via regularization"
Di, Girolami Cristina. "Infinite dimensional stochastic calculus via regularization with financial perspectives". Paris 13, 2010. http://www.theses.fr/2010PA132007.
Texto completoThis thesis develops some aspects of stochastic calculus via regularization to Banach valued processes. An original concept of -quadratic variation is introduced, where is a subspace of the dual of a tensor product B B where B is the values space of some process X process. Particular interest is devoted to the case when B is the space of real continuous functions defined on [-, 0], > 0. Itô formulae and stability of finite -quadratic variation processes are established. Attention is deserved to a finite real quadratic variation (for instance Dirichlet, weak Dirichlet) process X. The C [ -, 0] -valued process X(. ) defined by Xt(y)= Xt+y, where y∈[-, 0], is called window process. Let T > 0. If X is a finite quadratic variation process such that [X]t = t and h = H (XT(. )) où H : C([ -T, 0]) ℝ is L2([ -T, 0]-smooth or H non smooth but finitely based it is possible to represent h as a sum of a real H0 plus a forward integral of type ∫0T d – X où H0 et are explicitly given. This representation result will be strictly linked with a function u : [0,T] x C([ -T; 0]) ℝ which in general solves an infinite dimensional partial differential equation with the property H0 = u(0, X0(. )), t = D° u(t,Xt(. )):= Dut,Xt(. ))({0}). This decomposition generalizes important aspects of Clark-Ocone formula which is true when X is the standard Brownian motion W. The financial perspective of this work is related to hedging theory of path dependent options without semimartingales
DI, GIROLAMI CRISTINA. "Infinite dimensional stochastic calculus via regularization with financial motivations". Doctoral thesis, Luiss Guido Carli, 2010. http://hdl.handle.net/11385/200841.
Texto completoTeixeira, Nicácio De Messias Alan. "Stochastic Analysis of non-Markovian irregular phenomena". Electronic Thesis or Diss., Institut polytechnique de Paris, 2022. http://www.theses.fr/2022IPPAE006.
Texto completoThis thesis focuses on some particular stochastic analysis aspects of non-Markovian irregular phenomena. It formulates existence and uniqueness for some martingale problems involving two types of irregulat drifts perturbed by path-dependant functionals: the first one is related to the case which is the derivative of continuous function and it models irregular path-dependent media; the second one concerns the case when the drift is of Bessel type in low dimension. Finally the thesis also focuses on rough paths techniques and its relation with the stochastic calculus via regularization
Ashu, Tom A. Ashu. "Non-Smooth SDEs and Hyperbolic Lattice SPDEs Expansions via the Quadratic Covariation Differentiation Theory and Applications". Kent State University / OhioLINK, 2017. http://rave.ohiolink.edu/etdc/view?acc_num=kent1500334062680747.
Texto completoLibros sobre el tema "Stochastic calculus via regularization"
Russo, Francesco y Pierre Vallois. Stochastic Calculus via Regularizations. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-031-09446-0.
Texto completoVallois, Pierre y Francesco Russo. Stochastic Calculus Via Regularizations. Springer International Publishing AG, 2022.
Buscar texto completoGuionnet, Alice. Free probability. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780198797319.003.0003.
Texto completoCapítulos de libros sobre el tema "Stochastic calculus via regularization"
Russo, Francesco y Pierre Vallois. "Stochastic Integration via Regularization". En Stochastic Calculus via Regularizations, 113–64. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-031-09446-0_4.
Texto completoRusso, Francesco y Pierre Vallois. "Calculus via Regularization and Rough Paths". En Stochastic Calculus via Regularizations, 597–615. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-031-09446-0_17.
Texto completoRusso, Francesco y Pierre Vallois. "Elements of Wiener Analysis". En Stochastic Calculus via Regularizations, 333–71. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-031-09446-0_10.
Texto completoRusso, Francesco y Pierre Vallois. "Stochastic Calculus with n-Covariations". En Stochastic Calculus via Regularizations, 557–96. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-031-09446-0_16.
Texto completoRusso, Francesco y Pierre Vallois. "Stability of the Covariation and Itô’s Formula". En Stochastic Calculus via Regularizations, 199–232. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-031-09446-0_6.
Texto completoRusso, Francesco y Pierre Vallois. "Itô Integrals". En Stochastic Calculus via Regularizations, 165–98. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-031-09446-0_5.
Texto completoRusso, Francesco y Pierre Vallois. "Weak Dirichlet Processes". En Stochastic Calculus via Regularizations, 531–55. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-031-09446-0_15.
Texto completoRusso, Francesco y Pierre Vallois. "Itô SDEs with Non-Lipschitz Coefficients". En Stochastic Calculus via Regularizations, 445–89. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-031-09446-0_13.
Texto completoRusso, Francesco y Pierre Vallois. "Hermite Polynomials and Wiener Chaos Expansion". En Stochastic Calculus via Regularizations, 309–32. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-031-09446-0_9.
Texto completoRusso, Francesco y Pierre Vallois. "Change of Probability and Martingale Representation". En Stochastic Calculus via Regularizations, 233–57. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-031-09446-0_7.
Texto completoActas de conferencias sobre el tema "Stochastic calculus via regularization"
Zheng, Jun, Li Yu y Peng Yang. "Throughput analysis of cognitive radio networks via stochastic network calculus". En 2014 Sixth International Conference on Wireless Communications and Signal Processing (WCSP). IEEE, 2014. http://dx.doi.org/10.1109/wcsp.2014.6992170.
Texto completoLecca, P., C. Priami, C. Laudanna y G. Constantin. "Predicting cell adhesion probability via the biochemical stochastic π-calculus". En the 2004 ACM symposium. New York, New York, USA: ACM Press, 2004. http://dx.doi.org/10.1145/967900.967944.
Texto completoGuan, Yue, Qifan Zhang y Panagiotis Tsiotras. "Learning Nash Equilibria in Zero-Sum Stochastic Games via Entropy-Regularized Policy Approximation". En Thirtieth International Joint Conference on Artificial Intelligence {IJCAI-21}. California: International Joint Conferences on Artificial Intelligence Organization, 2021. http://dx.doi.org/10.24963/ijcai.2021/339.
Texto completoPriezzhev, Ivan, Dmitry Danko y Uwe Strecker. "New-Age Kolmogorov Full-Function Neural Network KNN Offers High-Fidelity Reservoir Predictions via Estimation of Core, Well Log, Map and Seismic Properties". En Abu Dhabi International Petroleum Exhibition & Conference. SPE, 2021. http://dx.doi.org/10.2118/207575-ms.
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