Artigos de revistas sobre o tema "Stochastic calculus via regularization"
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Platen, Eckhard, e Rolando Rebolledo. "Pricing via anticipative stochastic calculus". Advances in Applied Probability 26, n.º 4 (dezembro de 1994): 1006–21. http://dx.doi.org/10.2307/1427902.
Texto completo da fontePlaten, Eckhard, e Rolando Rebolledo. "Pricing via anticipative stochastic calculus". Advances in Applied Probability 26, n.º 04 (dezembro de 1994): 1006–21. http://dx.doi.org/10.1017/s0001867800026732.
Texto completo da fonteAtsuji, A. "Nevanlinna Theory via Stochastic Calculus". Journal of Functional Analysis 132, n.º 2 (setembro de 1995): 473–510. http://dx.doi.org/10.1006/jfan.1995.1112.
Texto completo da fonteCohen, Paula, Robin Hudson, K. Parthasarathy e 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 completo da fonteCosso, Andrea, e 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 (dezembro de 2016): 1650024. http://dx.doi.org/10.1142/s0219025716500247.
Texto completo da fonteBarchielli, A., e 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 completo da fonteOLIVERA, CHRISTIAN. "STOCHASTIC INTEGRATION WITH RESPECT TO THE CYLINDRICAL WIENER PROCESS VIA REGULARIZATION". Infinite Dimensional Analysis, Quantum Probability and Related Topics 16, n.º 03 (setembro de 2013): 1350024. http://dx.doi.org/10.1142/s0219025713500240.
Texto completo da fonteMeyer-Brandis, Thilo, Bernt Øksendal e Xun Yu Zhou. "A mean-field stochastic maximum principle via Malliavin calculus". Stochastics 84, n.º 5-6 (10 de fevereiro de 2012): 643–66. http://dx.doi.org/10.1080/17442508.2011.651619.
Texto completo da fontePamen, O. Menoukeu, F. Proske e 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 completo da fonteFlandoli, Franco, e Ciprian A. Tudor. "Brownian and fractional Brownian stochastic currents via Malliavin calculus". Journal of Functional Analysis 258, n.º 1 (janeiro de 2010): 279–306. http://dx.doi.org/10.1016/j.jfa.2009.05.001.
Texto completo da fonteMcIver, Annabelle, e Carroll Morgan. "A Novel Stochastic Game Via the Quantitative μ-calculus". Electronic Notes in Theoretical Computer Science 153, n.º 2 (maio de 2006): 195–212. http://dx.doi.org/10.1016/j.entcs.2005.10.039.
Texto completo da fonteLuo, Chao, Li Yu e Jun Zheng. "Extending Stochastic Network Calculus to Loss Analysis". Scientific World Journal 2013 (2013): 1–8. http://dx.doi.org/10.1155/2013/918565.
Texto completo da fonteHUANG, JUAN, HONG CHEN e LUOQING LI. "LEAST SQUARE REGRESSION WITH COEFFICIENT REGULARIZATION BY GRADIENT DESCENT". International Journal of Wavelets, Multiresolution and Information Processing 10, n.º 01 (janeiro de 2012): 1250005. http://dx.doi.org/10.1142/s021969131100447x.
Texto completo da fonteZong, Gaofeng. "Nash Equilibrium of Stochastic Partial Differential Game with Partial Information via Malliavin Calculus". Complexity 2023 (26 de outubro de 2023): 1–29. http://dx.doi.org/10.1155/2023/8803764.
Texto completo da fonteFeng, Qi, e Wuchen Li. "Entropy Dissipation for Degenerate Stochastic Differential Equations via Sub-Riemannian Density Manifold". Entropy 25, n.º 5 (11 de maio de 2023): 786. http://dx.doi.org/10.3390/e25050786.
Texto completo da fonteSivasankar, Sivajiganesan, e Ramalingam Udhayakumar. "Hilfer Fractional Neutral Stochastic Volterra Integro-Differential Inclusions via Almost Sectorial Operators". Mathematics 10, n.º 12 (15 de junho de 2022): 2074. http://dx.doi.org/10.3390/math10122074.
Texto completo da fonteWang, Yan, Aimin Song, Lei Wang e Jie Sun. "Maximum principle via Malliavin calculus for regular-singular stochastic differential games". Optimization Letters 12, n.º 6 (28 de fevereiro de 2017): 1301–14. http://dx.doi.org/10.1007/s11590-017-1120-2.
Texto completo da fonteAscione, Giacomo, e Enrica Pirozzi. "Generalized Fractional Calculus for Gompertz-Type Models". Mathematics 9, n.º 17 (2 de setembro de 2021): 2140. http://dx.doi.org/10.3390/math9172140.
Texto completo da fonteAlhojilan, Yazid, e Hamdy M. Ahmed. "New Results Concerning Approximate Controllability of Conformable Fractional Noninstantaneous Impulsive Stochastic Evolution Equations via Poisson Jumps". Mathematics 11, n.º 5 (22 de fevereiro de 2023): 1093. http://dx.doi.org/10.3390/math11051093.
Texto completo da fonteKendall, David G. "The Mardia–Dryden shape distribution for triangles: a stochastic calculus approach". Journal of Applied Probability 28, n.º 1 (março de 1991): 225–30. http://dx.doi.org/10.2307/3214753.
Texto completo da fonteKendall, David G. "The Mardia–Dryden shape distribution for triangles: a stochastic calculus approach". Journal of Applied Probability 28, n.º 01 (março de 1991): 225–30. http://dx.doi.org/10.1017/s0021900200039553.
Texto completo da fonteChoi, Young-Seok. "Subband Adaptive Filtering withl1-Norm Constraint for Sparse System Identification". Mathematical Problems in Engineering 2013 (2013): 1–7. http://dx.doi.org/10.1155/2013/601623.
Texto completo da fonteYilmaz, Bilgi. "Computation of option greeks under hybrid stochastic volatility models via Malliavin calculus". Modern Stochastics: Theory and Applications 5, n.º 2 (2018): 145–65. http://dx.doi.org/10.15559/18-vmsta100.
Texto completo da fonteDarses, Sebastien, e Emmanuel Lépinette-Denis. "Parabolic Schemes for Quasi-Linear Parabolic and Hyperbolic PDEs via Stochastic Calculus". Stochastic Analysis and Applications 30, n.º 1 (janeiro de 2012): 67–99. http://dx.doi.org/10.1080/07362994.2012.628914.
Texto completo da fonteSivasankar, Sivajiganesan, e Ramalingam Udhayakumar. "New Outcomes Regarding the Existence of Hilfer Fractional Stochastic Differential Systems via Almost Sectorial Operators". Fractal and Fractional 6, n.º 9 (16 de setembro de 2022): 522. http://dx.doi.org/10.3390/fractalfract6090522.
Texto completo da fonteKadiev, Ramazan, e Arcady Ponosov. "Input-to-State Stability of Linear Stochastic Functional Differential Equations". Journal of Function Spaces 2016 (2016): 1–12. http://dx.doi.org/10.1155/2016/8901563.
Texto completo da fonteFinardi, E. C., R. D. Lobato, V. L. de Matos, C. Sagastizábal e A. Tomasgard. "Stochastic hydro-thermal unit commitment via multi-level scenario trees and bundle regularization". Optimization and Engineering 21, n.º 2 (3 de julho de 2019): 393–426. http://dx.doi.org/10.1007/s11081-019-09448-z.
Texto completo da fonteWang, Xiaobo, Xuefei Wu, Zhe Nie e Zengxian Yan. "The pth Moment Exponential Synchronization of Drive-Response Memristor Neural Networks Subject to Stochastic Perturbations". Complexity 2023 (18 de julho de 2023): 1–10. http://dx.doi.org/10.1155/2023/1335184.
Texto completo da fonteSivasankar, Sivajiganesan, Ramalingam Udhayakumar e Venkatesan Muthukumaran. "A new conversation on the existence of Hilfer fractional stochastic Volterra–Fredholm integro-differential inclusions via almost sectorial operators". Nonlinear Analysis: Modelling and Control 28 (22 de fevereiro de 2023): 1–20. http://dx.doi.org/10.15388/namc.2023.28.31450.
Texto completo da fonteAhmed, Hamdy. "Total controllability for noninstantaneous impulsive conformable fractional evolution system with nonlinear noise and nonlocal conditions". Filomat 37, n.º 16 (2023): 5287–99. http://dx.doi.org/10.2298/fil2316287a.
Texto completo da fonteKloeden, Peter E., e Arnulf Jentzen. "Pathwise convergent higher order numerical schemes for random ordinary differential equations". Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences 463, n.º 2087 (21 de agosto de 2007): 2929–44. http://dx.doi.org/10.1098/rspa.2007.0055.
Texto completo da fonteO, Akeju Adeyemi, e Ayoola E. O. "A Malliavin Calculus Computation of the Greeks Theta and Vega of Asian Option and Best of Asset Option". International Journal of Latest Technology in Engineering, Management & Applied Science XII, n.º X (2023): 41–54. http://dx.doi.org/10.51583/ijltemas.2023.121006.
Texto completo da fonteJohnson, Murugesan, e Velusamy Vijayakumar. "An Investigation on the Optimal Control for Hilfer Fractional Neutral Stochastic Integrodifferential Systems with Infinite Delay". Fractal and Fractional 6, n.º 10 (11 de outubro de 2022): 583. http://dx.doi.org/10.3390/fractalfract6100583.
Texto completo da fonteMELCHER, TAI. "MALLIAVIN CALCULUS FOR LIE GROUP-VALUED WIENER FUNCTIONS". Infinite Dimensional Analysis, Quantum Probability and Related Topics 12, n.º 01 (março de 2009): 67–89. http://dx.doi.org/10.1142/s0219025709003537.
Texto completo da fonteSivasankar, Sivajiganesan, Ramalingam Udhayakumar, Velmurugan Subramanian, Ghada AlNemer e Ahmed M. Elshenhab. "Existence of Hilfer Fractional Stochastic Differential Equations with Nonlocal Conditions and Delay via Almost Sectorial Operators". Mathematics 10, n.º 22 (21 de novembro de 2022): 4392. http://dx.doi.org/10.3390/math10224392.
Texto completo da fonteTsionas, Mike G. "Robust Bayesian Inference in Stochastic Frontier Models". Journal of Risk and Financial Management 12, n.º 4 (4 de dezembro de 2019): 183. http://dx.doi.org/10.3390/jrfm12040183.
Texto completo da fonteHan, Yuecai, Zheng Li e Chunyang Liu. "Option pricing under the fractional stochastic volatility model". ANZIAM Journal 63 (2 de outubro de 2021): 123–42. http://dx.doi.org/10.21914/anziamj.v63.15204.
Texto completo da fonteMezerdi, Brahim, e Samia Yakhlef. "A stochastic maximum principle for mixed regular-singular control problems via Malliavin calculus". Afrika Matematika 27, n.º 3-4 (24 de maio de 2015): 409–26. http://dx.doi.org/10.1007/s13370-015-0351-6.
Texto completo da fonteAlhojilan, Yazid, Hamdy M. Ahmed e Wafaa B. Rabie. "Stochastic Solitons in Birefringent Fibers for Biswas–Arshed Equation with Multiplicative White Noise via Itô Calculus by Modified Extended Mapping Method". Symmetry 15, n.º 1 (10 de janeiro de 2023): 207. http://dx.doi.org/10.3390/sym15010207.
Texto completo da fonteLiu, Yongchao, Huifu Xu e Gui-Hua Lin. "Stability Analysis of Two-Stage Stochastic Mathematical Programs with Complementarity Constraints via NLP Regularization". SIAM Journal on Optimization 21, n.º 3 (julho de 2011): 669–705. http://dx.doi.org/10.1137/100785685.
Texto completo da fonteLe, Huiling. "A stochastic calculus approach to the shape distribution induced by a complex normal model". Mathematical Proceedings of the Cambridge Philosophical Society 109, n.º 1 (janeiro de 1991): 221–28. http://dx.doi.org/10.1017/s0305004100069681.
Texto completo da fonteScarpa, Luca, e Ulisse Stefanelli. "Doubly nonlinear stochastic evolution equations". Mathematical Models and Methods in Applied Sciences 30, n.º 05 (maio de 2020): 991–1031. http://dx.doi.org/10.1142/s0218202520500219.
Texto completo da fonteCruzeiro, Ana Bela. "Stochastic Approaches to Deterministic Fluid Dynamics: A Selective Review". Water 12, n.º 3 (19 de março de 2020): 864. http://dx.doi.org/10.3390/w12030864.
Texto completo da fonteMoumen, Abdelkader, Ammar Alsinai, Ramsha Shafqat, Nafisa A. Albasheir, Mohammed Alhagyan, Ameni Gargouri e Mohammed M. A. Almazah. "Controllability of fractional stochastic evolution inclusion via Hilfer derivative of fixed point theory". AIMS Mathematics 8, n.º 9 (2023): 19892–912. http://dx.doi.org/10.3934/math.20231014.
Texto completo da fonteAssaad, Obayda, e Ciprian A. Tudor. "Wavelet analysis for the solution to the wave equation with fractional noise in time and white noise in space". ESAIM: Probability and Statistics 25 (2021): 220–57. http://dx.doi.org/10.1051/ps/2021009.
Texto completo da fonteAlpay, Daniel, e Palle Jorgensen. "Finitely additive functions in measure theory and applications". Opuscula Mathematica 44, n.º 3 (2024): 323–39. http://dx.doi.org/10.7494/opmath.2024.44.3.323.
Texto completo da fonteJohnson, Murugesan, e Velusamy Vijayakumar. "An Analysis on the Optimal Control for Fractional Stochastic Delay Integrodifferential Systems of Order 1 < γ < 2". Fractal and Fractional 7, n.º 4 (25 de março de 2023): 284. http://dx.doi.org/10.3390/fractalfract7040284.
Texto completo da fonteKhalil, M., C. A. Tudor e M. Zili. "Spatial variation for the solution to the stochastic linear wave equation driven by additive space-time white noise". Stochastics and Dynamics 18, n.º 05 (12 de setembro de 2018): 1850036. http://dx.doi.org/10.1142/s0219493718500363.
Texto completo da fonteLiu, Junfeng, e Ciprian A. Tudor. "Central limit theorem for the solution to the heat equation with moving time". Infinite Dimensional Analysis, Quantum Probability and Related Topics 19, n.º 01 (março de 2016): 1650005. http://dx.doi.org/10.1142/s0219025716500053.
Texto completo da fonteLei, Youming, e Yanyan Wang. "Period-Doubling Bifurcation of Stochastic Fractional-Order Duffing System via Chebyshev Polynomial Approximation". Shock and Vibration 2017 (2017): 1–12. http://dx.doi.org/10.1155/2017/4162363.
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