Stochastic integral - MaRDI portal

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A stochastic analysis of the growth of competing microbial populations in a continuous biochemical reactor
A path space picture for Feynman-Kac averages
A non-standard representation for Brownian motion and Ito integration
Effective hydraulic conductivity of nonstationary aquifers
Quantum stochastic differential equations for boson and fermion systems -- method of non-equilibrium thermo field dynamics.
Algorithmic solution of stochastic differential equations
The full replica symmetry breaking in the Ising spin glass on random regular graph
Numerical method for stationary distribution of stochastic differential equations with Markovian switching
Mean-square stability of second-order Runge-Kutta methods for stochastic differential equations
Almost sure asymptotic stability of drift-implicit -methods for bilinear ordinary stochastic differential equations in R^1
A discrete optimality system for an optimal harvesting problem
Stability in mean for uncertain differential equation
Stochastic calculus in physics
Uncertain calculus with renewal process
Functional Itō calculus and stochastic integral representation of martingales
Vibrational dynamics of paramagnetic particles and processes of separation of granular materials
A family of Chaplygin-type solvers for Itô stochastic differential equations
Stability in mean of multi-dimensional uncertain differential equation
Distribution function of the blow up time of the solution of an anticipating random fatigue equation
Adaptive step size numerical integration for stochastic differential equations with discontinuous drift and diffusion
In between the \(LQG/H_2\)- and \(H_{\infty } \)-control theories
Stochastic approaches to Lagrangian coherent structures
Solving high-order uncertain differential equations via Adams-Simpson method
Stability analysis for uncertain differential equation by Lyapunov's second method
Construction of special soliton solutions to the stochastic Riccati equation
Efficient simulation of general stochastic hybrid systems
Noise-induced sustainability of cooperation in prisoner's dilemma game
Interview with Myfanwy E. Evans: entanglements on and models of periodic minimal surfaces
The dialectics archetypes/types (universal categorical constructions/concrete models) in the work of Alexander Grothendieck
Interview with Ulf Hashagen: exhibitions and mathematical models in the nineteenth and twentieth centuries
Algorithms for Brownian dynamics across discontinuities
A forward-backward probabilistic algorithm for the incompressible Navier-Stokes equations
European option pricing problems with fractional uncertain processes
Book review of: D. Higham and P. Kloeden, An introduction to the numerical simulation of stochastic differential equations
Diffusive Boltzmann equation, its fluid dynamics, Couette flow and Knudsen layers
A stochastic equation for predicting tensile fractures in ductile polymer solids
Equilibrium stochastic dynamics of a Brownian particle in inhomogeneous space: derivation of an alternative model
A deterministic and stochastic model for the system dynamics of tumor-immune responses to chemotherapy
Application of underdamped Langevin dynamics simulations for the study of diffusion from a drug-eluting stent
Equilibrium of a Brownian particle with coordinate dependent diffusivity and damping: generalized Boltzmann distribution
Stochastic differential calculus for Gaussian and non-Gaussian noises: a critical review
Weak approximation of transformed stochastic gradient MCMC
One modification of the martingale transform and its applications to paraproducts and stochastic integrals
A new stability analysis of uncertain delay differential equations
On the identification of noncausal Wiener functionals from the stochastic Fourier coefficients
Numerical solution of stochastic differential equations in the sense of Stratonovich in an amorphization crystal lattice model
General stochastic oscillatory systems
Upper bounds on the rate of convergence of truncated stochastic infinite-dimensional differential systems with \(H\)-regular noise
Exponential stability of uncertain differential equation
Rough path properties for local time of symmetric \(\alpha\) stable process
Leading order response of statistical averages of a dynamical system to small stochastic perturbations
Some stability theorems of uncertain differential equation
SPDEs with \(\alpha\)-stable Lévy noise: a random field approach
On Itô's formula for elliptic diffusion processes
Adaptive dynamic programming as a theory of sensorimotor control
A robust adaptive dynamic programming principle for sensorimotor control with signal-dependent noise
A model for stochastic hybrid systems with application to communication networks
Continuous Markov processes and stochastic equations
A signed measure on rough paths associated to a PDE of high order: results and conjectures
Brownian motions on metric graphs
Basic concepts of numerical analysis of stochastic differential equations explained by balanced implicit theta methods
Synergism in order formation from unstable fluctuations
Electric load optimization of a nonlinear mono-stable Duffing harvester excited by white noise
Multiple stochastic integrals constructed by special expansions of products of the integrating stochastic processes
100 years after Smoluchowski: stochastic processes in cell biology
A generalization of geometric Brownian motion with applications
Theorems of Fubini Type for Iterated Stochastic Integrals
A stochastic modeling methodology based on weighted Wiener chaos and Malliavin calculus
Some procedures for extending random operators
Quantum stochastic calculus and quantum Gaussian processes
Applications of the Quadratic Covariation Differentiation Theory: Variants of the Clark-Ocone and Stroock's Formulas
Stability and hierarchy of quasi-stationary states: financial markets as an example
COMPUTING ANTICIPATORY PROPERTY IN STOCHASTIC DIFFERENTIAL SYSTEMS
Inflationary stochastic anomalies
RANDOM FIELDS: NON-ANTICIPATING DERIVATIVE AND DIFFERENTIATION FORMULAS
Integrated deterministic and stochastic simulation of electronic circuits: Application to large signal-noise analysis
LÉVY FLIGHT SUPERDIFFUSION: AN INTRODUCTION
Stochastic integrals on general topological measurable spaces
A Note on Paley-Wiener-Zygmund Stochastic Integrals
A formal approach to stochastic integration and differential equations
Multiple stochastic integrals: Projection and iteration
Almost sure convergence of stochastic integrals in Hilbert Spaces^∗
A stochastic model for transmission, extinction and outbreak of \textit{Escherichia coli} O157:H7 in cattle as affected by ambient temperature and cleaning practices
A nonstandard representation for Brownian motion and Itô integration
Stochastic integration with respect to the sub-fractional Brownian motion with
On the representation of nonlinear systems with gaussian inputst^†
The unified Ito formula has the pseudo-Poisson structure df(x)=[f(x+b)−f(x)]μνdaνμ
On the Diffusion Coefficient: The Einstein Relation and Beyond
Nonequilibrium potentials for dynamical systems with fractal attractors or repellers
Intrinsic stochastic differential equations as jets
Comments on the paper “The zitterbewegung region”
A note on gravitation and electromagnetism
The Itô integral for Brownian motion in vector lattices. I
The Itô integral for Brownian motion in vector lattices. II
Stochastic analysis and applications
Fluctuation-dissipation relation for systems with spatially varying friction
Some linear SPDEs driven by a fractional noise with hurst index greater than 1/2
Elliptic equations of higher stochastic order
Annular finite-time stability analysis and synthesis of stochastic linear time-varying systems
A manifestly covariant theory of multifield stochastic inflation in phase space: solving the discretisation ambiguity in stochastic inflation

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