SYMMETRIC INTEGRAL AND THE APPROXIMATION THEOREM OF STOCHASTIC INTEGRAL IN THE PLANE

1993 ◽  
Vol 13 (2) ◽  
pp. 153-166
Author(s):  
Yaozhong Hu ◽  
Hongwei Long
Keyword(s):  
Approximation Theorem ◽  
Stochastic Integral ◽  
Symmetric Integral

Approximation in statistical sense to B -continuous functions by positive linear operators

2010 ◽  
Vol 47 (3) ◽  
pp. 289-298 ◽  
Author(s):  
Fadime Dirik ◽  
Oktay Duman ◽  
Kamil Demirci
Keyword(s):  
Compact Subset ◽  
Real Line ◽  
Statistical Convergence ◽  
Approximation Theorem ◽  
Continuous Functions ◽  
Linear Operators ◽  
Positive Linear Operators ◽  
Statistical Approximation ◽  
Classical Version ◽  
Statistical Sense

In the present work, using the concept of A -statistical convergence for double real sequences, we obtain a statistical approximation theorem for sequences of positive linear operators defined on the space of all real valued B -continuous functions on a compact subset of the real line. Furthermore, we display an application which shows that our new result is stronger than its classical version.

On αβ-statistical convergence for sequences of fuzzy mappings and Korovkin type approximation theorem

Filomat ◽  
2017 ◽  
Vol 31 (12) ◽  
pp. 3749-3760 ◽  
Author(s):  
Ali Karaisa ◽  
Uğur Kadak
Keyword(s):  
Statistical Convergence ◽  
Approximation Theorem ◽  
Linear Operators ◽  
Positive Linear Operators ◽  
Bernstein Operator ◽  
Korovkin Type Approximation Theorem ◽  
Type Approximation ◽  
Inclusion Relations ◽  
Prior Investigation

Upon prior investigation on statistical convergence of fuzzy sequences, we study the notion of pointwise ??-statistical convergence of fuzzy mappings of order ?. Also, we establish the concept of strongly ??-summable sequences of fuzzy mappings and investigate some inclusion relations. Further, we get an analogue of Korovkin-type approximation theorem for fuzzy positive linear operators with respect to ??-statistical convergence. Lastly, we apply fuzzy Bernstein operator to construct an example in support of our result.

scholarly journals Fuzzy stochastic differential equations driven by fractional Brownian motion

2021 ◽  
Vol 2021 (1) ◽  
Author(s):  
Hossein Jafari ◽  
Marek T. Malinowski ◽  
M. J. Ebadi
Keyword(s):  
Brownian Motion ◽  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Fractional Brownian Motion ◽  
Approximation Method ◽  
Existence And Uniqueness ◽  
Financial Models ◽  
Stochastic Integral ◽  
Long Range Dependence ◽  
World Systems

AbstractIn this paper, we consider fuzzy stochastic differential equations (FSDEs) driven by fractional Brownian motion (fBm). These equations can be applied in hybrid real-world systems, including randomness, fuzziness and long-range dependence. Under some assumptions on the coefficients, we follow an approximation method to the fractional stochastic integral to study the existence and uniqueness of the solutions. As an example, in financial models, we obtain the solution for an equation with linear coefficients.

scholarly journals Existence of Solutions of Nonlinear Stochastic Volterra Fredholm Integral Equations of Mixed Type

2010 ◽  
Vol 2010 ◽  
pp. 1-16 ◽  
Author(s):  
K. Balachandran ◽  
J.-H. Kim
Keyword(s):  
Integral Equations ◽  
Existence And Uniqueness ◽  
Mixed Type ◽  
Fixed Point Theorems ◽  
Existence Of Solutions ◽  
Stochastic Integral ◽  
Sufficient Conditions ◽  
Fredholm Integral Equations ◽  
Equations Of Mixed Type ◽  
Stochastic Integral Equations

We establish sufficient conditions for the existence and uniqueness of random solutions of nonlinear Volterra-Fredholm stochastic integral equations of mixed type by using admissibility theory and fixed point theorems. The results obtained in this paper generalize the results of several papers.

New variable martingale Hardy spaces

2021 ◽  
pp. 1-29
Author(s):  
Yong Jiao ◽  
Dan Zeng ◽  
Dejian Zhou
Keyword(s):  
Brownian Motion ◽  
Hardy Space ◽  
Hardy Spaces ◽  
Stochastic Integral ◽  
Lebesgue Spaces ◽  
Type Space ◽  
Variable Lebesgue Spaces ◽  
Martingale Inequalities

We investigate various variable martingale Hardy spaces corresponding to variable Lebesgue spaces $\mathcal {L}_{p(\cdot )}$ defined by rearrangement functions. In particular, we show that the dual of martingale variable Hardy space $\mathcal {H}_{p(\cdot )}^{s}$ with $0<p_{-}\leq p_{+}\leq 1$ can be described as a BMO-type space and establish martingale inequalities among these martingale Hardy spaces. Furthermore, we give an application of martingale inequalities in stochastic integral with Brownian motion.

A strong approximation for some non-stationary complex Gaussian processes

1981 ◽  
Vol 18 (2) ◽  
pp. 390-402 ◽  
Author(s):  
Peter Breuer
Keyword(s):  
Rate Of Convergence ◽  
Gaussian Processes ◽  
Strong Approximation ◽  
Approximation Theorem ◽  
Explicit Rate ◽  
Complex Valued ◽  
Strong Approximation Theorem

A strong approximation theorem is proved for some non-stationary complex-valued Gaussian processes and an explicit rate of convergence is achieved. The result answers a problem raised by S. Csörgő.

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