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  1. 81
    Clark-Ocone type formulas in the Meixner white noise analysis
    by N. A. Kachanovsky
    Published 2013-01-01
    “... know the Ito stochastic integral. This formula can be written in the form<br />$$<br />F=\mathbf EF...”
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    Article
  2. 82
    Fractional volatility models and malliavin calculus.
    Published 2004
    “... Stochastic Integral --- p.8 === Chapter 2.2 --- Wick's Calculus --- p.9 === Chapter 2.3 --- Malliavin...”
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    Others
  3. 83
    Ito Formula And Girsanov Theorem on A New Ito Integral
    by Peng, Yun
    Published 2014
    “...The celebrated Ito theory of stochastic integration deals with stochastic integrals of adapted...”
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    Others
  4. 84
    A general population dynamics theory for largemouth bass fisheries
    by Jester, Douglas B. Jr.
    Published 2016
    “... in two forms, an integro-differential equation and a stochastic integral equation, which include all...”
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    Others
  5. 85
    Itôův a Stratonovičův stochastický integrál
    by Voldán, Adam
    Published 2009
    “...In this thesis the Ito stochastic integral and the Stratonovich stochastic integrals are studied...”
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    Dissertation
  6. 86
    Existence of Solutions of Nonlinear Stochastic Volterra Fredholm Integral Equations of Mixed Type
    by K. Balachandran, J.-H. Kim
    Published 2010-01-01
    “... of nonlinear Volterra-Fredholm stochastic integral equations of mixed type by using admissibility theory...”
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    Article
  7. 87
    A study of the absence of arbitrage opportunities without calculating the risk-neutral probability
    by Dani S., Kandouci A.
    Published 2016-12-01
    “...: the Ornstein Uhlenbeck and the stochastic integral in which the Brownian Bridge is the integrator and we build...”
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    Article
  8. 88
    Stochastic Analysis in Rainfall-Runoff Modelling
    by Yuan-Peng Lin, 林元鵬
    Published 1993
    “... by means of establishing the stochastic integral equations of model...”
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  9. 89
    Ornsteinův-Uhlenbeckův most
    by Janák, Josef
    Published 2009
    “... of the fractional Brownian motion and introduce stochastic integral of a deterministic function with respect to (fBm...”
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    Dissertation
  10. 90
    STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS DRIVEN BY FRACTIONAL BROWNIAN MOTION AND THEIR GENERALIZATIONS
    by Wilathgamuwa, Don Gayan
    Published 2012
    “... these results to wider classes of stochastic differential equations. The stochastic integral with respect...”
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  11. 91
    Applications of Levy processes in finance.
    by Essay, Ahmed Rashid.
    Published 2012
    “... of an arbitrary L'evy process. We then introduce the stochastic integral for L'evy processes as well...”
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  12. 92
    Integral representation with respect to fractional Brownian motion under a log-Hölder assumption
    by Taras Shalaiko, Georgiy Shevchenko
    Published 2015-09-01
    “..., then it can be represented as a stochastic integral with respect to a fractional Brownian motion with adapted...”
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    Article
  13. 93
    White Noise Analysis Approach to Clark Formula
    by Wei-Chen Yeh, 葉威呈
    Published 2007
    “... of stochastic integral with respect to Brownian motion is known as Clark formula. In this paper, we are devoted...”
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  14. 94
    Adaptive Output Feedback Control for a Class of Stochastic Nonlinear Systems with SiISS Inverse Dynamics
    by Na Duan, Hai-Kuan Liu
    Published 2012-01-01
    “... with stochastic integral input-to-state stability (SiISS) inverse dynamics is investigated. By combining...”
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    Article
  15. 95
    Explicit Lp-norm estimates of infinitely divisible random vectors in Hilbert spaces with applications
    by Turner, Matthew D
    Published 2011
    “.... Using decoupling inequalities, the stochastic integral driven by an infinitely divisible random measure...”
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  16. 96
    Fuzzy stochastic differential equations driven by fractional Brownian motion
    by Hossein Jafari, Marek T. Malinowski, M. J. Ebadi
    Published 2021-01-01
    “... an approximation method to the fractional stochastic integral to study the existence and uniqueness...”
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    Article
  17. 97
    Relationships among transforms, convolutions, and first variations
    by Jeong Gyoo Kim, Jung Won Ko, Chull Park, David Skoug
    Published 1999-01-01
    “... the Paley-Wiener-Zygmund stochastic integral ∫0Tαj(t)dx(t)....”
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    Article
  18. 98
    Backward stochastic variational inequalities driven by multidimensional fractional Brownian motion
    “... than \(1/2\). The stochastic integral used throughout the paper is the divergence type integral....”
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    Article
  19. 99
    Vector Stochastic Differential Equations Used to Electrical Networks with Random Parameters
    by Edita Kolářová, Lubomír Brančík
    Published 2013-01-01
    “... stochastic integral equations are found using the multidimensional Itô formula. For the numerical simulations...”
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    Article
  20. 100
    Random Dynamics of the Stochastic Boussinesq Equations Driven by Lévy Noises
    by Jianhua Huang, Yuhong Li, Jinqiao Duan
    Published 2013-01-01
    “... and the stochastic integral with respect to a Lévy process are discussed, and then the existence, uniqueness...”
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    Article
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