دانلود مقالات ISI درباره 60H05 + ترجمه فارسی

Explicit solutions of the GG-heat equation for a class of initial conditions

Keywords: 60H10; 60H05; 60H30; 60E05; 60E07; 35K55; 49L25GG-heat equation; Sublinear expectation; GG-normal distribution; GG-expectation; GG-Brownian motion

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2012 سفارش ترجمه

An inverse first-passage problem for one-dimensional diffusions with random starting point

Keywords: 60J60; 60H05; 60H10First-passage time; Inverse first-passage problem; Diffusion

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2012 سفارش ترجمه

On the convergence to the multiple subfractional Wiener-Itô integral

Keywords: primary; 60B10; 60F05; 60H05; Multiple subfractional Wiener-Itô integral; Weak convergence; Subfractional Brownian motion;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2012 سفارش ترجمه

Stochastic integration with respect to the sub-fractional Brownian motion with H∈(0,12)

Keywords: 60G15; 60H05; 60H07Malliavin calculus; Sub-fractional Brownian motion; Stochastic integration; Itô and Tanaka formulas

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2012 سفارش ترجمه

Positivity and explosion in mean Lp-norm of stochastic functional parabolic equations of retarded type

Keywords: 60H15; 60G15; 60H05; Positivity of solutions; Blow-up of solutions in mean Lp-norm; Stochastic functional reaction-diffusion equations of retarded type;

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2012 سفارش ترجمه

Stein's method for invariant measures of diffusions via Malliavin calculus

Keywords: 60F05; 60H05; 91G70; Stein's method; Malliavin calculus; Berry-Esséen bounds; Weak convergence; Multiple stochastic integrals; Diffusions; Invariant measure;

دانلود رایگان متن کامل مقاله ISI 25 صفحه سال انتشار : 2012 سفارش ترجمه

Pathwise definition of second-order SDEs

Keywords: 60H10; 60H05; 60H07Elliptic SPDEs; Young integration; Fractional Brownian motion; Malliavin calculus

دانلود رایگان متن کامل مقاله ISI 32 صفحه سال انتشار : 2012 سفارش ترجمه

The central limit theorem for cross-variation related to the standard Brownian sheet and Berry-Esseen bounds

Keywords: primary; 60H05; secondary; 60G15; Malliavin calculus; Standard Brownian sheet; Central limit theorem; Cross-variation; Multiple stochastic integral; Berry-Esseen bound;

دانلود رایگان متن کامل مقاله ISI 6 صفحه سال انتشار : 2011 سفارش ترجمه

Convergence of numerical solutions for a class of stochastic age-dependent capital system with Markovian switching

Keywords: 60H10; 60H05; 60H35; 65C30; Stochastic age-dependent capital system; Markovian switching; Numerical solution; Euler approximation;

دانلود رایگان متن کامل مقاله ISI 7 صفحه سال انتشار : 2011 سفارش ترجمه

Exponential stability of numerical solutions for a class of stochastic age-dependent capital system with Poisson jumps

Keywords: 60H10; 60H05; 60H35; 65C30Stochastic age-dependent capital system; Poisson jumps; Numerical solution; Euler approximation

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2011 سفارش ترجمه

Limit distributions of V- and U-statistics in terms of multiple stochastic Wiener-type integrals

Keywords: 60F05; 60H05; 62E20

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2011 سفارش ترجمه

On the Gaussian approximation of vector-valued multiple integrals

Keywords: 60F05; 60G15; 60H05; 60H07Central limit theorem; Cumulants; Malliavin calculus; Multiple integrals; Ornstein–Uhlenbeck semigroup

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2011 سفارش ترجمه

Optimal dividend and investing control of an insurance company with higher solvency constraints

Keywords: primary; 91B30; 91B28; 93E20; secondary; 60H10; 60H30; 60H05; Optimal dividend policy; Optimal return function; Solvency; Stochastic regular-singular control; Proportional reinsurance; Probability of bankruptcy; Stochastic differential equations;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2011 سفارش ترجمه

Stopping times and related Itô’s calculus with GG-Brownian motion

Keywords: 60H05; 60J65GG-Brownian motion; Stopping time; Itô’s integral; Itô’s formula

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2011 سفارش ترجمه

Quantitative Breuer–Major theorems

Keywords: 60F05; 60H05; 60G15; 60H07Berry–Esseen bounds; Breuer–Major central limit theorems; Gaussian processes; Interpolation; Malliavin calculus; Stein’s method

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2011 سفارش ترجمه

Dynamic Markov bridges motivated by models of insider trading

Keywords: 60G44; 60H05; 60H10; 93E11; Markovian bridges; Martingale problem; Nonlinear filtering; Parabolic PDEs; Equilibrium; Insider trading;

دانلود رایگان متن کامل مقاله ISI 34 صفحه سال انتشار : 2011 سفارش ترجمه

Rough Volterra equations 2: Convolutional generalized integrals

Keywords: 60H05; 60H07; 60G15Rough paths theory; Stochastic Volterra equations; Fractional Brownian motion

دانلود رایگان متن کامل مقاله ISI 36 صفحه سال انتشار : 2011 سفارش ترجمه

Stochastic integrals for spde's: A comparison

Keywords: Primary; 60H15; Secondary; 60H05; Stochastic integral; Stochastic partial differential equation; Martingale measure; Cylindrical Wiener process; Hilbert-space-valued Wiener process; Spatially homogeneous Gaussian noise; Stochastic heat equation; Stochasti

دانلود رایگان متن کامل مقاله ISI 43 صفحه سال انتشار : 2011 سفارش ترجمه

A note on stochastic integrals as L2L2-curves

Keywords: 60H05; 60H15Stochastic integrals; L2L2-curves; Connection to the Itô-integral; Stochastic partial differential equations

دانلود رایگان متن کامل مقاله ISI 5 صفحه سال انتشار : 2010 سفارش ترجمه

Continuity in the Hurst parameter of the law of the Wiener integral with respect to the fractional Brownian motion

Keywords: 60B12; 60H05; 60G15;

دانلود رایگان متن کامل مقاله ISI 7 صفحه سال انتشار : 2010 سفارش ترجمه

The Itô–Nisio theorem, quadratic Wiener functionals, and 1-solitons

Keywords: 60H05; 60H07Itô–Nisio theorem; Quadratic Wiener functional; Stochastic area; 1-soliton; Eulerian polynomial

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2010 سفارش ترجمه

Almost sure central limit theorems on the Wiener space

Keywords: 60F05; 60G15; 60H05; 60H07Almost sure limit theorem; Multiple stochastic integrals; Fractional Brownian motion; Hermite power variation

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2010 سفارش ترجمه

Weak approximation of a fractional SDE

Keywords: 60H10; 60H05; Weak approximation; Kac-Stroock type approximation; Fractional Brownian motion; Rough paths;

دانلود رایگان متن کامل مقاله ISI 27 صفحه سال انتشار : 2010 سفارش ترجمه

Itô’s stochastic calculus: Its surprising power for applications

Keywords: 60-03; 60H05; 60H30; 91B28Itô’s formula; Stochastic differential equation; Jump–diffusion; Black–Scholes equation; Merton’s equation

دانلود رایگان متن کامل مقاله ISI 31 صفحه سال انتشار : 2010 سفارش ترجمه

Explicit construction of stochastic exponentials with arbitrary expectation k∈(0,1)

Keywords: 60G44; 60H05;

دانلود رایگان متن کامل مقاله ISI 4 صفحه سال انتشار : 2009 سفارش ترجمه

Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs

Keywords: primary; 91B28; 91B16; secondary; 60H05; 60H10; Optimal dividend control; Optimal financing control; Proportional reinsurance; HJB equation; Fixed transaction cost; Classical-impulse control;

دانلود رایگان متن کامل مقاله ISI 7 صفحه سال انتشار : 2009 سفارش ترجمه

A note on the differentiation formula in Stratonovich type for fractional Brownian sheet

Keywords: primary; 60H07; secondary; 60H05; Skorohod integrals; Fractional Brownian sheet; Malliavin derivative; Stratonovich stochastic integral; Differentiation formulas;

دانلود رایگان متن کامل مقاله ISI 7 صفحه سال انتشار : 2009 سفارش ترجمه

Stochastic optimization theory of backward stochastic differential equations with jumps and viscosity solutions of Hamilton–Jacobi–Bellman equations

Keywords: 60H10; 60H05; 65C30Poisson random measure; Value function; Backward stochastic differential equations; Dynamic programming principle; Viscosity solution; Stochastic backward semigroup

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2009 سفارش ترجمه

Lévy driven moving averages and semimartingales

Keywords: 60G48; 60H05; 60G51; 60G17Semimartingales; Moving averages; Lévy processes; Bounded variation; Absolutely continuity; Stable processes; Fractional processes

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2009 سفارش ترجمه

Pathwise properties and homeomorphic flows for stochastic differential equations driven by GG-Brownian motion

Keywords: 60H05; 60H10; 60J65GG-Brownian motion; GG-stochastic differential equation; BDG inequality; Itô’s-formula; Moment estimate; Hölder continuity; Homeomorphic flow

دانلود رایگان متن کامل مقاله ISI 27 صفحه سال انتشار : 2009 سفارش ترجمه

Existence of mild solutions for stochastic differential equations and semilinear equations with non-Gaussian Lévy noise

Keywords: 60H05; 60G51; 60G57; 46B09; 47G99Mild solutions of Stochastic Differential Equations; Contraction semigroups; Pseudo-differential operators; Stochastic integrals on separable Hilbert spaces; Martingale measures; Compensated Poisson random measures; Additi

دانلود رایگان متن کامل مقاله ISI 29 صفحه سال انتشار : 2009 سفارش ترجمه

Optimal control of the insurance company with proportional reinsurance policy under solvency constraints

Keywords: primary; 91B30; 91B28; 65K10; secondary; 60H05; 60H10; Optimal dividend control; Proportional reinsurance; HJB equation; Solvency constraints; Singular-regular control problem;

دانلود رایگان متن کامل مقاله ISI 6 صفحه سال انتشار : 2008 سفارش ترجمه

The stationarity of multidimensional generalized Ornstein-Uhlenbeck processes

Keywords: 60G51; 60H05; 60J25;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2008 سفارش ترجمه

Optimal financing and dividend control of the insurance company with proportional reinsurance policy

Keywords: primary; 91B28; 91B16; secondary; 60H05; 60H10; Optimal dividends control; Optimal financing control; Proportional reinsurance; HJB equation; Transaction cost; Regular-singular control;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2008 سفارش ترجمه

Inner product spaces of integrands associated to subfractional Brownian motion

Keywords: 60H05; 60G18

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2008 سفارش ترجمه

Approximation via regularization of the local time of semimartingales and Brownian motion

Keywords: 60G44; 60H05; 60H99; 60J55; 60J60; 60J65Local time; Stochastic integration by regularization; Quadratic variation; Rate of convergence; Stochastic Fubini’s theorem

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2008 سفارش ترجمه

Central limit theorems for multiple stochastic integrals and Malliavin calculus

Keywords: 60F05; 60G15; 60H05; 60H07Multiple stochastic integrals; Limit theorems; Gaussian processes; Malliavin calculus; Weak convergence

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2008 سفارش ترجمه

An Itô–Stratonovich formula for Gaussian processes: A Riemann sums approach

Keywords: 60G15; 60H05; 60H07Itô–Stratonovich formula; Gaussian processes; Malliavin calculus; Riemann sums approach

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2008 سفارش ترجمه

Nonhomogeneous fractional integration and multifractional processes

Keywords: 60G12; 60G18; 60H05; 26A33; 33C65Liouville fractional operators; Long-range dependence; Multifractional Brownian motion; Nonhomogeneous fractional integration; Scaling limits

دانلود رایگان متن کامل مقاله ISI 28 صفحه سال انتشار : 2008 سفارش ترجمه

Estimation of the volatility persistence in a discretely observed diffusion model

Keywords: 60G18; 60G99; 60H05; 60H40; 60G15; 62F12; 62F99; 62M09; 62P05Stochastic volatility models; Discrete sampling; High frequency data; Fractional Brownian motion; Scaling exponent; Adaptive estimation of quadratic functionals; Wavelet methods

دانلود رایگان متن کامل مقاله ISI 29 صفحه سال انتشار : 2008 سفارش ترجمه

Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation

Keywords: 60H10; 60H05; 60H30gg-expectation; GG-expectation; GG-normal distribution; BSDE; SDE; Nonlinear probability theory; Nonlinear expectation; Brownian motion; Itô’s stochastic calculus; Itô’s integral; Itô’s formula; Gaussian process; Quadratic variation pro

دانلود رایگان متن کامل مقاله ISI 31 صفحه سال انتشار : 2008 سفارش ترجمه

Some remarks on local time–space calculus

Keywords: primary 60G15; 60H05; secondary 60H07Local time; Reversible semi-martingale; Local time–space calculus

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2007 سفارش ترجمه

Estimation for the additive Gaussian channel and Monge–Kantorovitch measure transportation

Keywords: 60H07; 60H05; 60G35; 46G12; 47H05; 35J60Gaussian channel; Malliavin calculus; Monge–Kantorovitch (Kantorovich) measure transportation; HH-convex functionals; Wasserstein distance

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2007 سفارش ترجمه

Continuity with respect to the Hurst parameter of the laws of the multiple fractional integrals

Keywords: 60B12; 60H05; 60G15Convergence in law; Fractional Brownian motion; Itô-type multiple integral; Stratonovich-type multiple integral

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2007 سفارش ترجمه

Multivariate CARMA processes

Keywords: primary; 60G10; 60G12; secondary; 60H05; 60H20CARMA process; Lévy process; Multivariate stochastic differential equation; Spectral representation

دانلود رایگان متن کامل مقاله ISI 25 صفحه سال انتشار : 2007 سفارش ترجمه

Product formula and independence criterion for multiple Huang-Cambanis integrals

Keywords: 60G15; 60H05; Gaussian process; Multiple stochastic integral; Product formula; Independence; Fractional Brownian motion;

دانلود رایگان متن کامل مقاله ISI 6 صفحه سال انتشار : 2006 سفارش ترجمه

Convergence in variation of the joint laws of multiple Wiener–Itô integrals

Keywords: 60F15; 60H05; 60H07Convergence in variation; Superstructure method; Wiener–Itô integrals

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2006 سفارش ترجمه

Stratonovich covariant differential equation with jumps

Keywords: primary; 58JG5; 60H10; 60H05; 60J75; secondary; 55R1U; 55R25Stochastic differential equations in manifolds; Jump processes; Stratonovich calculus; Connections; Covariant derivative; Tangent bundle

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2006 سفارش ترجمه

Weak Dirichlet processes with a stochastic control perspective

Keywords: 60G05; 60G44; 60G48; 60H05; 60H10; 60J60; 35K15; 35K55; 35J15; 93E20Stochastic calculus via regularization; Weak Dirichlet processes; Stochastic optimal control; Cauchy problem for parabolic partial differential equations

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2006 سفارش ترجمه

Local time–space stochastic calculus for Lévy processes

Keywords: 60G44; 60H05; 60J55; 60J65Lévy processes; Stochastic calculus; Local time; Itô formula

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2006 سفارش ترجمه