In this paper we give simple, sufficient conditions for the existence of the stochastic integral for vector-valued processes X with values in a Banach space E; namely ...
The effect of dimensionality and spatial extent on the dynamics of an irreversible reaction confined to a finite system was studied by a Monte Carlo simulation. Stochastic flows on surfaces of ...
Rough path theory provides a rigorous framework to analyse differential equations driven by highly irregular signals, such as those encountered in stochastic differential equations (SDEs). By ...
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