Academic literature on the topic 'Itô calculus'
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Journal articles on the topic "Itô calculus"
Dupire, Bruno. "Functional Itô calculus." Quantitative Finance 19, no. 5 (2019): 721–29. http://dx.doi.org/10.1080/14697688.2019.1575974.
Full textCont, Rama, and Ruhong Jin. "Fractional Ito calculus." Transactions of the American Mathematical Society, Series B 11, no. 22 (2024): 727–61. http://dx.doi.org/10.1090/btran/185.
Full textCosso, Andrea, and Francesco Russo. "Functional Itô versus Banach space stochastic calculus and strict solutions of semilinear path-dependent equations." Infinite Dimensional Analysis, Quantum Probability and Related Topics 19, no. 04 (2016): 1650024. http://dx.doi.org/10.1142/s0219025716500247.
Full textDuong, Dam Ton, and Hao Ngoc Duong. "ITÔ – HERMITE RANDOM PROCESS." Science and Technology Development Journal 13, no. 3 (2010): 13–18. http://dx.doi.org/10.32508/stdj.v13i3.2149.
Full textAkahori, Jirô, Corina Constantinescu, and Kei Miyagi. "Itô calculus for Cramér-Lundberg model." JSIAM Letters 12 (2020): 25–28. http://dx.doi.org/10.14495/jsiaml.12.25.
Full textAletti, Giacomo, and Diane Saada. "Set-Indexed Itô Calculus Along Paths." Stochastic Analysis and Applications 22, no. 4 (2004): 1027–66. http://dx.doi.org/10.1081/sap-120037630.
Full textPICKEN, R. F., and J. N. WEBB. "DERIVATION OF ANOMALIES USING THE ITÔ STOCHASTIC CALCULUS." International Journal of Modern Physics A 04, no. 13 (1989): 3179–91. http://dx.doi.org/10.1142/s0217751x89001291.
Full textLENCZEWSKI, ROMUALD. "FILTERED STOCHASTIC CALCULUS." Infinite Dimensional Analysis, Quantum Probability and Related Topics 04, no. 03 (2001): 309–46. http://dx.doi.org/10.1142/s0219025701000553.
Full textWalsh, Alexander. "Extended Itô calculus for symmetric Markov processes." Bernoulli 18, no. 4 (2012): 1150–71. http://dx.doi.org/10.3150/11-bej377.
Full textHUDSON, R. "Itô calculus and quantisation of Lie bialgebras." Annales de l'Institut Henri Poincare (B) Probability and Statistics 41, no. 3 (2005): 375–90. http://dx.doi.org/10.1016/j.anihpb.2004.09.008.
Full textDissertations / Theses on the topic "Itô calculus"
Köpfer, Benedikt [Verfasser], and Ludger [Akademischer Betreuer] Rüschendorf. "Comparison of stochastic processes by Markov projection and functional Itô calculus." Freiburg : Universität, 2019. http://d-nb.info/1190560445/34.
Full textVoloshchenko, Iryna [Verfasser], and Alexander [Akademischer Betreuer] Schied. "On pathwise functional Itô calculus and its applications to mathematical finance / Iryna Voloshchenko ; Betreuer: Alexander Schied." Mannheim : Universitätsbibliothek Mannheim, 2016. http://d-nb.info/1115145118/34.
Full textArras, Benjamin. "Autour de quelques processus à accroissements stationnaires et autosimilaires." Thesis, Châtenay-Malabry, Ecole centrale de Paris, 2014. http://www.theses.fr/2014ECAP0060/document.
Full textAnagnostakis, Alexis. "Étude trajectorielle de diffusions singulières." Electronic Thesis or Diss., Université de Lorraine, 2022. http://www.theses.fr/2022LORR0164.
Full textJanečka, Adam. "Stochastické rovnice a numerické řešení modelu oceňování opcí." Master's thesis, Vysoká škola ekonomická v Praze, 2012. http://www.nusl.cz/ntk/nusl-195450.
Full textWalsh, Zuniga Alexander. "Calcul d'Itô étendu." Paris 6, 2011. http://www.theses.fr/2011PA066188.
Full textLing, Paul David. "The Ito calculus : a vector integral approach." Thesis, University of Oxford, 1989. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.238210.
Full textMoshrefi-Torbati, Mohamed. "Fractional calculus and its applications to dynamic systems." Thesis, University of Southampton, 1995. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.296421.
Full textDe, Marco Stefano. "On Probability Distributions of Diffusions and Financial Models with non-globally smooth coefficients." Doctoral thesis, Scuola Normale Superiore, 2011. http://hdl.handle.net/11384/85676.
Full textSengul, Sevgi. "Discrete Fractional Calculus and Its Applications to Tumor Growth." TopSCHOLAR®, 2010. http://digitalcommons.wku.edu/theses/161.
Full textBooks on the topic "Itô calculus"
Bally, Vlad, Lucia Caramellino, and Rama Cont. Stochastic Integration by Parts and Functional Itô Calculus. Edited by Frederic Utzet and Josep Vives. Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-27128-6.
Full textGoldstein, Larry Joel. Calculus and its applications. 4th ed. Prentice-Hall International, 1987.
Find full textBook chapters on the topic "Itô calculus"
Pascucci, Andrea. "Itô calculus." In PDE and Martingale Methods in Option Pricing. Springer Milan, 2011. http://dx.doi.org/10.1007/978-88-470-1781-8_5.
Full textKroese, Dirk P., and Zdravko I. Botev. "Itô Calculus." In An Advanced Course in Probability and Stochastic Processes. Chapman and Hall/CRC, 2023. http://dx.doi.org/10.1201/9781003315018-7.
Full textNagasawa, Masao. "The Itô Calculus." In Stochastic Processes in Quantum Physics. Birkhäuser Basel, 2000. http://dx.doi.org/10.1007/978-3-0348-8383-2_16.
Full textBrzeźniak, Zdzisław, and Tomasz Zastawniak. "Itô Stochastic Calculus." In Springer Undergraduate Mathematics Series. Springer London, 1999. http://dx.doi.org/10.1007/978-1-4471-0533-6_7.
Full textWatanabe, Shinzo. "Itô Calculus and Malliavin Calculus." In Stochastic Analysis and Applications. Springer Berlin Heidelberg, 2007. http://dx.doi.org/10.1007/978-3-540-70847-6_29.
Full textRusso, Francesco, and Pierre Vallois. "Itô Integrals." In Stochastic Calculus via Regularizations. Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-031-09446-0_5.
Full textSteele, J. Michael. "Itô Integration." In Stochastic Calculus and Financial Applications. Springer New York, 2001. http://dx.doi.org/10.1007/978-1-4684-9305-4_6.
Full textSchuss, Zeev. "Itô Integration and Calculus." In Applied Mathematical Sciences. Springer New York, 2009. http://dx.doi.org/10.1007/978-1-4419-1605-1_3.
Full textAccardi, Luigi, and Andreas Boukas. "Itô Calculus and Quantum White Noise Calculus." In Stochastic Analysis and Applications. Springer Berlin Heidelberg, 2007. http://dx.doi.org/10.1007/978-3-540-70847-6_2.
Full textRusso, Francesco, and Pierre Vallois. "Itô Classical Stochastic Differential Equations." In Stochastic Calculus via Regularizations. Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-031-09446-0_12.
Full textConference papers on the topic "Itô calculus"
Lee, Ho, Jeehyun Kim, Bernard Choi, Joel M. H. Teichman, and A. J. Welch. "High-Speed Photographic Evaluation of Retropulsion Momentum Induced by a Laser Calculi Lithotriptor." In ASME 2001 International Mechanical Engineering Congress and Exposition. American Society of Mechanical Engineers, 2001. http://dx.doi.org/10.1115/imece2001/htd-24429.
Full textThomas, Ludovic, and Jean-Yves Le Boudec. "Network-Calculus Service Curves of the Interleaved Regulator." In 2023 35th International Teletraffic Congress (ITC-35). IEEE, 2023. http://dx.doi.org/10.1109/itc-3560063.2023.10555847.
Full textYue Wang. "On deriving stable backlog bounds by stochastic network calculus." In 2013 25th International Teletraffic Congress (ITC 2013). IEEE, 2013. http://dx.doi.org/10.1109/itc.2013.6662954.
Full textKapcak, Sinan, and Ünal Ufuktepe. "Multivariable Calculus on Time Scales." In 2011 International Conference on Computational Science and Its Applications (ICCSA). IEEE, 2011. http://dx.doi.org/10.1109/iccsa.2011.28.
Full textIcard, Thomas, Lawrence Moss, and William Tune. "A Monotonicity Calculus and Its Completeness." In Proceedings of the 15th Meeting on the Mathematics of Language. Association for Computational Linguistics, 2017. http://dx.doi.org/10.18653/v1/w17-3408.
Full textTabatabaee, Seyed Mohammadhossein, Jean-Yves Le Boudec, and Marc Boyer. "Interleaved Weighted Round-Robin: A Network Calculus Analysis." In 2020 32nd International Teletraffic Congress (ITC 32). IEEE, 2020. http://dx.doi.org/10.1109/itc3249928.2020.00016.
Full textTeles Vieira, Flavio Henrique, and Luan Ling Lee. "Queueing analysis for multifractal traffic through network calculus and global scaling parameter." In 2006 International Telecommunications Symposium. IEEE, 2006. http://dx.doi.org/10.1109/its.2006.4433266.
Full textPaulraj, D., and S. Swamynathan. "Dynamic Discovery and Composition of Semantic Web Services Using Abductive Event Calculus." In 2010 International Conference on Recent Trends in Information, Telecommunication and Computing (ITC 2010). IEEE, 2010. http://dx.doi.org/10.1109/itc.2010.36.
Full textWang, Hao, Jens Schmitt, and Florin Ciucu. "Performance modelling and analysis of unreliable links with retransmissions using network calculus." In 2013 25th International Teletraffic Congress (ITC 2013). IEEE, 2013. http://dx.doi.org/10.1109/itc.2013.6662955.
Full textAssaleh, Khaled, and Wajdi M. Ahmad. "Modeling of speech signals using fractional calculus." In 2007 9th International Symposium on Signal Processing and Its Applications (ISSPA). IEEE, 2007. http://dx.doi.org/10.1109/isspa.2007.4555563.
Full textReports on the topic "Itô calculus"
Zhylenko, Tetyana I. Auto Checker of Higher Mathematics - an element of mobile cloud education. [б. в.], 2020. http://dx.doi.org/10.31812/123456789/3895.
Full textZarrieß, Benjamin, and Jens Claßen. On the Decidability of Verifying LTL Properties of Golog Programs. Technische Universität Dresden, 2013. http://dx.doi.org/10.25368/2022.200.
Full textAstafieva, Mariia M., Oleksii B. Zhyltsov, and Volodymyr V. Proshkin. E-learning as a mean of forming students' mathematical competence in a research-oriented educational process. [б. в.], 2020. http://dx.doi.org/10.31812/123456789/3896.
Full textBaader, Franz, and Benjamin Zarrieß. Verification of Golog Programs over Description Logic Actions. Technische Universität Dresden, 2013. http://dx.doi.org/10.25368/2022.198.
Full textZarrieß, Benjamin, and Patrick Koopmann. On the Complexity of Verifying Timed Golog Programs over Description Logic Actions (Extended Version). Technische Universität Dresden, 2018. http://dx.doi.org/10.25368/2022.241.
Full textAlenezi, Ali, Athary Saleem, Hamad Alajmi, Dalal Al Husainan, Odai Al Shadifat, and Ahmed Bader. Intraoperatively Diagnosed Double Cystic Duct During Laparoscopic Cholecystectomy: A Case Report of a Surgical Dilemma for the Operating Surgeons. Science Repository, 2024. http://dx.doi.org/10.31487/j.ajscr.2024.01.04.
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