Differentiation formulas for stochastic integrals in the plane
نویسندگان
چکیده
منابع مشابه
Differentia Ion Formulas for Stochastic Integrals in the Plane*
For a one-parameter process of the form X, = X0 + & (b, d W, + & & ds, where W is a Wiener process and I+ d W is a stochastic integral, a twice continuously differentiable function f(X,) is again expressible as the sum of a stochastic integral and an ordinary integral via the Ito differentiation formula. In this paper we present a generalization for the stochastic integrals associated with a tw...
متن کاملPath Integrals for Stochastic Neurodynamics Path Integrals for Stochastic Neurodynamics
We present here a method for the study of stochastic neurodynamics in the framework of the "Neural Network Master Equation" proposed by Cowan. We consider a model neural network composed of two{state neurons subject to simple stochastic kinetics. We introduce a method based on a spin choerent state path integral to compute the moment generating function of such a network. A formal construction ...
متن کاملThe using of Haar wavelets for the expansion of fractional stochastic integrals
Abstract: In this paper, an efficient method based on Haar wavelets is proposed for solving fractional stochastic integrals with Hurst parameter. Properties of Haar wavelets are described. Also, the error analysis of the proposed method is investigated. Some numerical examples are provided to illustrate the computational efficiency and accuracy of the method.
متن کاملthe search for the self in becketts theatre: waiting for godot and endgame
this thesis is based upon the works of samuel beckett. one of the greatest writers of contemporary literature. here, i have tried to focus on one of the main themes in becketts works: the search for the real "me" or the real self, which is not only a problem to be solved for beckett man but also for each of us. i have tried to show becketts techniques in approaching this unattainable goal, base...
15 صفحه اولAsymptotic Formulas for Generalized Elliptic-type Integrals
Epstein-Hubbell [6] elliptic-type integrals occur in radiation field problems. The object of the present paper is to consider a unified form of different elliptic-type integrals, defined and developed recently by several authors. We obtain asymptotic formulas for the generalized elliptic-type integrals. Keywords—Elliptic-type Integrals, Hypergeometric Functions, Asymptotic Formulas.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 1978
ISSN: 0304-4149
DOI: 10.1016/0304-4149(78)90031-5