kw.\*:("Cálculo estocástico")
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Stochastic algorithms (foundations and applications)Lecture notes in computer science. 2005, issn 0302-9743, isbn 3-540-29498-8, 1Vol, VIII-238 p, isbn 3-540-29498-8Conference Proceedings
The average number of point of inflection of random algebraic polynomialsSAMBANDHAM, M; GORE, H; K.FARAHMAND et al.Stochastic analysis and applications. 1998, Vol 16, Num 4, pp 721-731, issn 0736-2994Article
Recent advances in multiobjective optimizationZAROLIAGIS, Christos.Lecture notes in computer science. 2005, pp 45-47, issn 0302-9743, isbn 3-540-29498-8, 1Vol, 3 p.Conference Paper
Stochastic functional inclusion driven by semimartingaleMOTY, J.Stochastic analysis and applications. 1998, Vol 16, Num 3, pp 517-532, issn 0736-2994Article
An analytic approach to stochastic calculusPRIVAULT, N.Comptes rendus de l'Académie des sciences. Série 1, Mathématique. 1998, Vol 326, Num 3, pp 353-358, issn 0764-4442Article
The viability theorem for stochastic differential inclusionsAUBIN, J.-P; DA PRATO, G.Stochastic analysis and applications. 1998, Vol 16, Num 1, pp 1-15, issn 0736-2994Article
Stability problem for stochastic inclusionMOTYL, J.Stochastic analysis and applications. 1998, Vol 16, Num 5, pp 933-943, issn 0736-2994Article
Tolerance to arbitrageSALOPEK, D. M.Stochastic processes and their applications. 1998, Vol 76, Num 2, pp 217-230, issn 0304-4149Article
Furstenberg-Khasminskii formulas for Lyapunov exponents via anticipative calculusARNOLD, L; IMKELLER, P.Stochastics and stochastics reports (Print). 1995, Vol 54, Num 1-2, pp 127-168, issn 1045-1129Article
Multiple Ogawa, Stratonovich and Skorohod anticipating integralsDELGADO, R.Stochastic analysis and applications. 1998, Vol 16, Num 5, pp 859-872, issn 0736-2994Article
Dynkin's formula under the G-expectationXIAOYAN CHEN.Statistics & probability letters. 2010, Vol 80, Num 5-6, pp 519-526, issn 0167-7152, 8 p.Article
Periodic solutions of random differential inclusionsMYJAK, J.Stochastic analysis and applications. 1998, Vol 16, Num 4, pp 683-695, issn 0736-2994Article
Minimum description length, regularization, and multimodal dataROHWER, R; VAN DER REST, J. C.Neural computation. 1996, Vol 8, Num 3, pp 595-609, issn 0899-7667Article
On construction of the set of irreducible partial coversMOSHKOV, Mikhail Ju.Lecture notes in computer science. 2005, pp 38-44, issn 0302-9743, isbn 3-540-29498-8, 1Vol, 7 p.Conference Paper
Approximation en norme Besov-Orlicz de la solution d'une equation differentielle stochastique anticipative = Approximation in Besov-Orlicz norm of an anticipative stochastic differential equationOUKNINE, Y.Stochastics and stochastics reports (Print). 1998, Vol 63, Num 3-4, pp 179-193, issn 1045-1129Article
Identification modale des systèmes dynamiques multidimensionnels faiblement non linéaires par une méthode de linéarisation stochastique à paramètres aléatoires = Modal identification of weakly nonlinear multidimensional dynamical systems using a stochastic linearization method with random parametersLe Fur, Olivier; Le Gall, J.-F.1995, 132 p.Thesis
Anticipative Girsanov transformationsBUCKDAHN, R.Probability theory and related fields. 1991, Vol 89, Num 2, pp 211-238, issn 0178-8051Article
Stochastic calculus of variations for the diffeomorphisms groupCRUZEIRO, Ana Bela.Bulletin des sciences mathématiques (Paris. 1885). 2011, Vol 135, Num 6-7, pp 557-564, issn 0007-4497, 8 p.Conference Paper
Martingales et équations de structure : étude géométrique = GEOMETRIC STUDY OF STRUCTURE EQUATIONSTaviot, Grégoire; Émery, Michel.1999, 108 p.Thesis
Sur quelques problèmes concernant le Calcul de Malliavin et son application à la théorie du filtrage non linéaire = On some problems of Malliavin Calculus and its application to nonlinear filtering theorySchiltz, Jean; Florchinger, Patrick.1997, 172 p.Thesis
MATHÉMATIQUES FINANCIÈRES ET INÉGALITÉS DE MARTINGALES = MATHEMATICAL FINANCE AND MARTINGALES INEQUALITIESChoulli, Tahir; Stricker, Christophe.1997, 88 p.Thesis
Calcul stochastique non adapté pour des processus à deux paramètres : formules de changement de variables de type Stratonovitch et de type SkorohodTHIEULLEN, M.Probability theory and related fields. 1991, Vol 89, Num 4, pp 457-485, issn 0178-8051Article
Nonlinear filtering of an interactive multiple model with small observation noise : Numerical methodsKANNAN, D; ZHANG, Q.Stochastic analysis and applications. 1998, Vol 16, Num 4, pp 631-659, issn 0736-2994Article
Green formulas in anticipating stochastic calculusDELGRADO, R; SANZ-SOLE, M.Stochastic processes and their applications. 1995, Vol 57, Num 1, pp 113-148, issn 0304-4149Article
Integration by parts for Poisson processesELLIOTT, R. J; TSOI, A. H.Journal of multivariate analysis. 1993, Vol 44, Num 2, pp 179-190, issn 0047-259XArticle