Academic literature on the topic 'Volterra type process'
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Journal articles on the topic "Volterra type process"
WANG, ZHIDONG, and XICHENG ZHANG. "NON-LIPSCHITZ BACKWARD STOCHASTIC VOLTERRA TYPE EQUATIONS WITH JUMPS." Stochastics and Dynamics 07, no. 04 (2007): 479–96. http://dx.doi.org/10.1142/s0219493707002128.
Full textBoufoussi, Brahim, Marco Dozzi, and Renaud Marty. "Local time and Tanaka formula for a Volterra-type multifractional Gaussian process." Bernoulli 16, no. 4 (2010): 1294–311. http://dx.doi.org/10.3150/10-bej261.
Full textZhu, Xiao Ran, You Yun Zhang, Gao Liang Zhang, and Zhi Zhou. "Fault Diagnosis for Speed-Up and Speed-Down Process of Rotor-Bearing System Based on Volterra Series Model and Neighborhood Rough Sets." Advanced Materials Research 411 (November 2011): 567–71. http://dx.doi.org/10.4028/www.scientific.net/amr.411.567.
Full textSOTTINEN, TOMMI, and LAURI VIITASAARI. "CONDITIONAL-MEAN HEDGING UNDER TRANSACTION COSTS IN GAUSSIAN MODELS." International Journal of Theoretical and Applied Finance 21, no. 02 (2018): 1850015. http://dx.doi.org/10.1142/s0219024918500152.
Full textAn, Qiguang, Guoqing Zhao, and Gaofeng Zong. "Malliavin method for optimal investment in financial markets with memory." Open Mathematics 14, no. 1 (2016): 286–99. http://dx.doi.org/10.1515/math-2016-0027.
Full textNeuts, Marcel F. "Generalizations of the Pollaczek-Khinchin integral equation in the theory of queues." Advances in Applied Probability 18, no. 4 (1986): 952–90. http://dx.doi.org/10.2307/1427258.
Full textMorkun, Natalia, Iryna Zavsiehdashnia, Oleksandra Serdiuk, and Iryna Kasatkina. "Identification of models of nonlinear dynamic processes in mining on the basis of Volterra nuclei." E3S Web of Conferences 201 (2020): 01028. http://dx.doi.org/10.1051/e3sconf/202020101028.
Full textNeuts, Marcel F. "Generalizations of the Pollaczek-Khinchin integral equation in the theory of queues." Advances in Applied Probability 18, no. 04 (1986): 952–90. http://dx.doi.org/10.1017/s0001867800016232.
Full textWang, Tianxiao. "Necessary conditions of Pontraygin’s type for general controlled stochastic Volterra integral equations." ESAIM: Control, Optimisation and Calculus of Variations 26 (2020): 16. http://dx.doi.org/10.1051/cocv/2020001.
Full textHIBINO, YUJI, and MASUYUKI HITSUDA. "CANONICAL PROPERTY OF REPRESENTATIONS OF GAUSSIAN PROCESSES WITH SINGULAR VOLTERRA KERNELS." Infinite Dimensional Analysis, Quantum Probability and Related Topics 05, no. 02 (2002): 293–96. http://dx.doi.org/10.1142/s0219025702000821.
Full textDissertations / Theses on the topic "Volterra type process"
SILVA, Moisés Tavares da. "Identificação de sistemas usando modelos Hammerstein e Wiener utilizando método do Relé." Universidade Federal de Campina Grande, 2014. http://dspace.sti.ufcg.edu.br:8080/jspui/handle/riufcg/449.
Full textPacák, Daniel. "Odhad parametru ve stochastických diferenciálních rovnicích." Master's thesis, 2020. http://www.nusl.cz/ntk/nusl-434533.
Full textBook chapters on the topic "Volterra type process"
Gravel, Dominique, and François Massol. "Toward a general theory of metacommunity ecology." In Theoretical Ecology. Oxford University Press, 2020. http://dx.doi.org/10.1093/oso/9780198824282.003.0012.
Full textConference papers on the topic "Volterra type process"
Somayajula, Abhilash S., and Jeffrey M. Falzarano. "Validation of Volterra Series Approach for Modelling Parametric Rolling of Ships." In ASME 2015 34th International Conference on Ocean, Offshore and Arctic Engineering. American Society of Mechanical Engineers, 2015. http://dx.doi.org/10.1115/omae2015-41467.
Full textXiros, Nikolaos I. "Nonlinear Control Modeling for Arrays of Coupled Mechatronic Transducers." In ASME 2012 International Mechanical Engineering Congress and Exposition. American Society of Mechanical Engineers, 2012. http://dx.doi.org/10.1115/imece2012-89424.
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