stochastic calculus

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stochastic calculus

[stō′kas·tik ′kal·kyə·ləs]
(mathematics)
The mathematical theory of stochastic integrals and differentials, and its application to the study of stochastic processes.
McGraw-Hill Dictionary of Scientific & Technical Terms, 6E, Copyright © 2003 by The McGraw-Hill Companies, Inc.
References in periodicals archive ?
Her goal is to give nonspecialists an account of modern semi-groups and distribution methods in their interrelations with the methods of infinite-dimensional stochastic analysis. She also shows how the idea of regularization, which she treats as the regularization in a broad sense, runs through all these methods.
By using stochastic analysis technology, the stability criterion and some stabilizing conditions are obtained.
In contrast, FDM is rarely studied in the field of stochastic analysis. These rare studies include Kaminski [3] which introduced a second-order perturbation, second probabilistic moment analysis in the context of FDM.
They explain the basic idea of white noise analysis, and propose some new directions of the theory to specialists inn stochastic analysis. In addition to the generalized white noise functionals as a natural development of stochastic analysis, they introduce the infinite dimensional rotation group, which can be used to carry out a harmonic infinite dimensional analysis.
Wang, "On a class of stochastic Anderson models with fractional noises," Stochastic Analysis and Applications, vol.
Stochastic Analysis for Gaussian Random Processes and Fields: With Applications
Chakrabarti, "Stochastic analysis of preypredator model with stage structure for prey," Journal of Applied Mathematics and Computing, vol.
Mao, "Stability of stochastic integro differential equations," Stochastic Analysis and Applications, vol.
Infinite dimensional stochastic analysis; in honor of Hui-Hsiung Kuo.
Keel, "Robust stability and stabilization of a class of nonlinear Ito-type stochastic systems via linear matrix inequalities," Stochastic Analysis and Applications, vol.
Then he discusses diffusion processes on Riemannian manifolds without boundary, reflecting diffusion processes on manifolds with boundary, stochastic analysis on path space over manifolds with boundary, and sub-elliptic diffusion processes.