A New Representation for Stochastic Integrals and Equations

Cited in

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On competitive Lotka-Volterra model in random environments
An approach via fractional analysis to non-linearity induced by coarse-graining in space
Optical projection equations for reduced-order modelling, estimation, and control of linear systems with multiplicative white noise
A review on stochastic differential equations for applications in hydrology
Random environments and stochastic calculus
The effects of random selection on gene frequency
Comments on: Exact and approximate state estimation for nonlinear dynamic systems
Path integration over closed loops and Gutzwiller's trace formula
Quantum stochastic differential equations for boson and fermion systems -- method of non-equilibrium thermo field dynamics.
On a nonlinear stochastic dynamic circuit using Stratonovich differential
Solving system of linear Stratonovich Volterra integral equations via modification of hat functions
Almost sure asymptotic stability of drift-implicit -methods for bilinear ordinary stochastic differential equations in R^1
Fractal dimension of random processes
Stochastic calculus in physics
Ito versus Stratonovich
The Riemann approach to stochastic integration using non-uniform meshes
Wong-Zakai approximations for stochastic differential equations
Explicit stochastic integral representations for historical functionals
Stochastic stability of damped Mathieu oscillator parametrically excited by a Gaussian noise
Asymptotic stochastic transformations for nonlinear quantum dynamical systems.
Vibrational dynamics of paramagnetic particles and processes of separation of granular materials
On Henstock method to Stratonovich integral with respect to continuous semimartingale
The dialectics archetypes/types (universal categorical constructions/concrete models) in the work of Alexander Grothendieck
`Analogies,' `interpretations,' `images,' `systems,' and `models': some remarks on the history of abstract representation in the sciences since the nineteenth century
Data-driven approximation of the Koopman generator: model reduction, system identification, and control
Equilibrium stochastic dynamics of a Brownian particle in inhomogeneous space: derivation of an alternative model
Application of underdamped Langevin dynamics simulations for the study of diffusion from a drug-eluting stent
Fluctuation relations for non-Markovian and heterogeneous temperature systems
Stochastic differential calculus for Gaussian and non-Gaussian noises: a critical review
Numerical treatment of stochastic delay differential equations: a global error bound
Global optimization with orthogonality constraints via stochastic diffusion on manifold
Symmetry of stochastic non-variational differential equations
Analysis of the equilibrium positions of nonlinear dynamical systems in the presence of coarse-graining disturbance in space
Application of operational matrices for solving system of linear Stratonovich Volterra integral equation
Lagrangian mechanics of fractional order, Hamilton-Jacobi fractional PDE and Taylor's series of nondifferentiable functions
Modeling fractional stochastic systems as non-random fractional dynamics driven by Brownian motions
Transformation invariant stochastic catastrophe theory
A note on the differential equations of conditional probability density functions
A survey of stability of stochastic systems
On the approximate moment equations of a nonlinear stochastic differential equation
Optimal drug administration for the control of certain cholesterol fats in the blood system
Bayesian identification of nonlinear systems
A nonrandom variational approach to stochastic linear quadratic Gaussian optimization involving fractional noises (FLQG)
Approximation solution of nonlinear Stratonovich Volterra integral equations by applying modification of hat functions
Synergism in order formation from unstable fluctuations
Optimal sequential detection of stimuli from multiunit recordings taken in densely populated brain regions
On stochastic modelling of linear circuits
Hidden symmetries and equilibrium properties of multiplicative white-noise stochastic processes
COMPUTING ANTICIPATORY PROPERTY IN STOCHASTIC DIFFERENTIAL SYSTEMS
Inflationary stochastic anomalies
Exhaustive study of the noise-induced phase transition in a stochastic model of self-catalyzed reactions
Integrated deterministic and stochastic simulation of electronic circuits: Application to large signal-noise analysis
A second-order Monte Carlo method for the solution of the Ito stochastic differential equation
Estimation of continuous-time MIMO linear dynamic models from sampled data by hybrid parametrization
Modeling and approximation of stochastic differential equations driven by semimartingales^†
The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding
scientific article; zbMATH DE number 45955 (Why is no real title available?)
Riemann integration on complex brownian paths
Stochastic competitive Lotka-Volterra ecosystems under partial observation: feedback controls for permanence and extinction
Stratonovich–Taylor expansion and numerical methods^∗
First passage time process of a standard brownian motion
On hybrid competitive Lotka-Volterra ecosystems
Remarks on Taylor Series Expansions and Conditional Expectations for Stratonovich SDEs with Complete V‐Commutativity
Truncated ITÔ-Taylor expansions
Intrinsic stochastic differential equations as jets
scientific article; zbMATH DE number 1380385 (Why is no real title available?)
Fluctuation-dissipation relation for systems with spatially varying friction
APPROXIMATION OF MAXIMUM LIKELIHOOD ESTIMATOR FOR DIFFUSION PROCESSES FROM DISCRETE OBSERVATIONS
The Kurzweil-Henstock theory of stochastic integration.
A nonuniformly integrable martingale bubble with a crash
A manifestly covariant theory of multifield stochastic inflation in phase space: solving the discretisation ambiguity in stochastic inflation
Heterogeneous diffusion with stochastic resetting
Generalization of Stokes–Einstein relation to coordinate dependent damping and diffusivity: an apparent conflict
A hybrid multiscale model for cancer invasion of the extracellular matrix
On the interpretation of Stratonovich calculus
ASYMPTOTIC BEHAVIOUR OF THE STOCHASTIC MAKI–THOMPSON MODEL WITH A FORGETTING MECHANISM ON OPEN POPULATIONS
Itô vs Stratonovich in the presence of absorbing states
ON THE REPLICATOR DYNAMICS BEHAVIOR UNDER STRATONOVICH TYPE RANDOM PERTURBATIONS
Optimal linear filtering for linear systems with state-dependent noise
Derivation of the Moments of a Continuous Stochastic System
An approximate method of state estimation for non-linear dynamical systems with state-dependent noise†
Nonlinear Stochastic Differential Equations Containing Random Parameters with Small and Large Correlation Time
Modelling and simulation of stochastic systems†
On a Riemann definition of the stochastic integral, II
Optimizing the tracking process under random perturbations
A partial differential equation with the white noise as a coefficient
Mean square stability criteria for stochastic feedback systems
Feynman-Kac theory of time-integrated functionals: Itô versus functional calculus
LaSalle-type stationary oscillation principle for stochastic affine periodic systems
On a deterministic approach to the numerical solution of the SDE
Probability calculus of fractional order and fractional Taylor's series application to Fokker-Planck equation and information of non-random functions
From Lagrangian mechanics fractal in space to space fractal Schrödinger's equation via fractional Taylor's series
Introducing randomness into first-order and second-order deterministic differential equations
Bilateral teleoperation of stochastic port‐Hamiltonian systems using energy tanks
The role of multiplicative noise in critical dynamics
Stochastic Processes in the Decades after 1950
Martingales in Japan
Stochastic differential equation modelling of cancer cell migration and tissue invasion
Moment evolution equations and moment matching for stochastic image EPDiff
Global exponential stabilization of quantum spin-\(\frac{1}{2}\) systems via improved feedback control

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