Zobrazeno 1 - 9
of 9
pro vyhledávání: '"Volterra-Integralgleichung"'
Autor:
Münz, Philip
The main goal of this thesis is to show the Large Deviation Principle (LDP, see definition 4.2) for a family $\{X^\varepsilon, \varepsilon > 0\}$ where each $X^\varepsilon$ is solving a stochastic Volterra integral equation of the form\begin{equation
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::19f0cd15d15e19d8e41c8ffc463a0e8a
Autor:
Gerstenecker, Christoph
Wir pr��sentieren einige Resultate aus [Gerhold et al. 2018, arXiv:1801.09458v3]. Hierbei ist das Hauptresultat und Motivation f��r weitere Anwendungen die Tatsache, dass die Explosionszeit der Momente im sogenannten Rough Heston Modell in de
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3c5066f320c3c942ff8fa50b1c91d469
Autor:
Hein, Marie-Luise
This thesis is concerned with the long-time behaviour of solutions to non-linear abstract parabolic Volterra equations. The focus is both on a wide class of semilinear parabolic Volterra equations and on quasilinear fractional evolution equations. We
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::269de15c516f4e31d4638c2cceb92be2
Autor:
Hatefi Ardakani, Hassan
Markov automata constitute an expressive continuous-time compositional modelling formalism, featuring stochastic timing and nondeterministic as well as probabilistic branching, all supported in one model. They span as special cases, the models of dis
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1898428332eb1566770221e67c3e88d7
https://hdl.handle.net/11858/00-001M-0000-002C-9E81-C
https://hdl.handle.net/11858/00-001M-0000-002C-9E81-C
Autor:
Pokalyuk, Stanislav
We generalize a numerical method for backward stochastic differential equations by Ma et al. (Ann. Appl. Probab. 12, 2002) to backward stochastic Volterra integral equations (BSVIEs, for short). Under certain regularity conditions on the coefficients
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7783d2d9c611a951ffc1fa088df8804d
Autor:
Freitag, Melina
In this thesis we deal with the degree of ill-posedness of linear operator equations in Hilbert spaces, where the operator may be decomposed into a compact linear integral operator with a well-known decay rate of singular values and a multiplication
Autor:
Freitag, Melina
In this thesis we deal with the degree of ill-posedness of linear operator equations in Hilbert spaces, where the operator may be decomposed into a compact linear integral operator with a well-known decay rate of singular values and a multiplication
Kniha
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