Matches in SemOpenAlex for { <https://semopenalex.org/work/W2753804980> ?p ?o ?g. }
Showing items 1 to 89 of
89
with 100 items per page.
- W2753804980 abstract "In this dissertation, we focus mainly on the further study of the new stochastic integral introduced by Ayed and Kuo in 2008. Several properties of this new stochastic integral are obtained. We first introduce the concept of near-martingale for non-adapted stochastic processes. This concept is a generalization of the martingale property for adapted stochastic processes in the It^o theory. We prove a special case of It^o isometry for the stochastic integral of certain instantly independent processes. We obtain some formulas for expressing a new stochastic integral in terms of It^o integrals and Riemann integrals. Several generalized versions of It^o's formula for the new stochastic integral obtained by Ayed and Kuo are given. We also provide some examples to illustrate the ideas." @default.
- W2753804980 created "2017-09-15" @default.
- W2753804980 creator A5084904235 @default.
- W2753804980 date "2022-06-10" @default.
- W2753804980 modified "2023-10-06" @default.
- W2753804980 title "A new theory of stochastic integration" @default.
- W2753804980 cites W104792451 @default.
- W2753804980 cites W1531802194 @default.
- W2753804980 cites W1540817759 @default.
- W2753804980 cites W2022273243 @default.
- W2753804980 cites W2057463420 @default.
- W2753804980 cites W2068443142 @default.
- W2753804980 cites W2144122721 @default.
- W2753804980 cites W2322524800 @default.
- W2753804980 cites W2478571673 @default.
- W2753804980 cites W2763422580 @default.
- W2753804980 cites W2787704721 @default.
- W2753804980 cites W2808666072 @default.
- W2753804980 cites W2894865090 @default.
- W2753804980 doi "https://doi.org/10.31390/gradschool_dissertations.893" @default.
- W2753804980 hasPublicationYear "2022" @default.
- W2753804980 type Work @default.
- W2753804980 sameAs 2753804980 @default.
- W2753804980 citedByCount "1" @default.
- W2753804980 countsByYear W27538049802022 @default.
- W2753804980 crossrefType "dissertation" @default.
- W2753804980 hasAuthorship W2753804980A5084904235 @default.
- W2753804980 hasBestOaLocation W27538049801 @default.
- W2753804980 hasConcept C105795698 @default.
- W2753804980 hasConcept C134306372 @default.
- W2753804980 hasConcept C134810832 @default.
- W2753804980 hasConcept C158535547 @default.
- W2753804980 hasConcept C177148314 @default.
- W2753804980 hasConcept C191832335 @default.
- W2753804980 hasConcept C199343813 @default.
- W2753804980 hasConcept C202444582 @default.
- W2753804980 hasConcept C27016315 @default.
- W2753804980 hasConcept C2777686260 @default.
- W2753804980 hasConcept C28826006 @default.
- W2753804980 hasConcept C2987636958 @default.
- W2753804980 hasConcept C33923547 @default.
- W2753804980 hasConcept C41833934 @default.
- W2753804980 hasConcept C48406656 @default.
- W2753804980 hasConcept C51955184 @default.
- W2753804980 hasConcept C63331456 @default.
- W2753804980 hasConcept C71924100 @default.
- W2753804980 hasConcept C8272713 @default.
- W2753804980 hasConcept C84629840 @default.
- W2753804980 hasConcept C90657474 @default.
- W2753804980 hasConcept C93779851 @default.
- W2753804980 hasConceptScore W2753804980C105795698 @default.
- W2753804980 hasConceptScore W2753804980C134306372 @default.
- W2753804980 hasConceptScore W2753804980C134810832 @default.
- W2753804980 hasConceptScore W2753804980C158535547 @default.
- W2753804980 hasConceptScore W2753804980C177148314 @default.
- W2753804980 hasConceptScore W2753804980C191832335 @default.
- W2753804980 hasConceptScore W2753804980C199343813 @default.
- W2753804980 hasConceptScore W2753804980C202444582 @default.
- W2753804980 hasConceptScore W2753804980C27016315 @default.
- W2753804980 hasConceptScore W2753804980C2777686260 @default.
- W2753804980 hasConceptScore W2753804980C28826006 @default.
- W2753804980 hasConceptScore W2753804980C2987636958 @default.
- W2753804980 hasConceptScore W2753804980C33923547 @default.
- W2753804980 hasConceptScore W2753804980C41833934 @default.
- W2753804980 hasConceptScore W2753804980C48406656 @default.
- W2753804980 hasConceptScore W2753804980C51955184 @default.
- W2753804980 hasConceptScore W2753804980C63331456 @default.
- W2753804980 hasConceptScore W2753804980C71924100 @default.
- W2753804980 hasConceptScore W2753804980C8272713 @default.
- W2753804980 hasConceptScore W2753804980C84629840 @default.
- W2753804980 hasConceptScore W2753804980C90657474 @default.
- W2753804980 hasConceptScore W2753804980C93779851 @default.
- W2753804980 hasLocation W27538049801 @default.
- W2753804980 hasOpenAccess W2753804980 @default.
- W2753804980 hasPrimaryLocation W27538049801 @default.
- W2753804980 hasRelatedWork W1970788826 @default.
- W2753804980 hasRelatedWork W1980679343 @default.
- W2753804980 hasRelatedWork W1984310396 @default.
- W2753804980 hasRelatedWork W2047404706 @default.
- W2753804980 hasRelatedWork W2753804980 @default.
- W2753804980 hasRelatedWork W2793490758 @default.
- W2753804980 hasRelatedWork W2914054936 @default.
- W2753804980 hasRelatedWork W4248085762 @default.
- W2753804980 hasRelatedWork W4297506790 @default.
- W2753804980 hasRelatedWork W4366456095 @default.
- W2753804980 isParatext "false" @default.
- W2753804980 isRetracted "false" @default.
- W2753804980 magId "2753804980" @default.
- W2753804980 workType "dissertation" @default.