Stochastic evolution of distributions and functional Bollinger bands

Author(s):  
Guillaume Bernis ◽  
Nicolas Brunel ◽  
Antoine Kornprobst ◽  
Simone Scotti
Keyword(s):  
Author(s):  
Dany K. Barrak ◽  
Romina Deldar ◽  
Sarah A. Halbert ◽  
Puja Gaur Khaitan

1981 ◽  
Vol 84 ◽  
pp. 195-208 ◽  
Author(s):  
B. L. Rozovskii ◽  
A. Shimizu

In this paper, we shall discuss the smoothness of solutions of stochastic evolution equations, which has been investigated in N. V. Krylov and B. L. Rozovskii [2] [3], to establish the existence of a filtering transition density.


2012 ◽  
Vol 2012 ◽  
pp. 1-25 ◽  
Author(s):  
Jing Cui ◽  
Litan Yan

We consider a class of nonautonomous stochastic evolution equations in real separable Hilbert spaces. We establish a new composition theorem for square-mean almost automorphic functions under non-Lipschitz conditions. We apply this new composition theorem as well as intermediate space techniques, Krasnoselskii fixed point theorem, and Banach fixed point theorem to investigate the existence of square-mean almost automorphic mild solutions. Some known results are generalized and improved.


1980 ◽  
Vol 7 (1) ◽  
pp. 47-58 ◽  
Author(s):  
Karmeshu ◽  
R. K. Pathria

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