scholarly journals The Carrying Dimension of a Stochastic Measure Diffusion

1979 ◽  
Vol 7 (4) ◽  
pp. 693-703 ◽  
Author(s):  
Donald A. Dawson ◽  
Kenneth J. Hochberg
Keyword(s):  
Stochastic Measure

scholarly journals Sustained Flow Index: Stochastic Measure of Freeway Performance

2016 ◽  
Vol 2554 (1) ◽  
pp. 158-165 ◽  
Author(s):  
Siavash Shojaat ◽  
Justin Geistefeldt ◽  
Scott A. Parr ◽  
Chester G. Wilmot ◽  
Brian Wolshon
Keyword(s):  
Flow Index ◽  
Stochastic Measure

scholarly journals Stochastic Measure Diffusion Processes

1979 ◽  
Vol 22 (2) ◽  
pp. 129-138 ◽  
Author(s):  
Donald A. Dawson
Keyword(s):  
Differential Equation ◽  
Partial Differential Equations ◽  
Differential Equations ◽  
Stochastic Differential Equation ◽  
Stochastic Differential Equations ◽  
Stochastic Partial Differential Equations ◽  
Diffusion Processes ◽  
Partial Differential ◽  
Stochastic Measure ◽  
Recent Developments

The purpose of this article is to give an introduction to the study of a class of stochastic partial differential equations and to give a brief review of some of the recent developments in this field. This study has evolved naturally out of the theory of stochastic differential equations initiated in a pioneering paper of K. Itô [13]. In order to set this review in its appropriate setting we begin by considering a simple scalar stochastic differential equation.

RANDOM FIELDS: NON-ANTICIPATING DERIVATIVE AND DIFFERENTIATION FORMULAS

2007 ◽  
Vol 10 (03) ◽  
pp. 465-481 ◽  
Author(s):  
GIULIA DI NUNNO
Keyword(s):  
Random Fields ◽  
Random Variables ◽  
Space Time ◽  
Explicit Formulas ◽  
Stochastic Measure ◽  
Stochastic Derivative ◽  
Differentiation Formulas ◽  
General Stochastic

The non-anticipating stochastic derivative represents the integrand in the best L2-approximation for random variables by Itô non-anticipating integrals with respect to a general stochastic measure with independent values on a space–time product. In this paper some explicit formulas for this derivative are obtained.

Sign in / Sign up

Export Citation Format

Share Document