The two most commonly used stochastic integral
types are the Ito integral (Ito 1951) and the Stratonovich integral (Stratonovich 1966).
They cover the stochastic integral
and Itf formula,Ornstein-Uhlenbeck processes and stochastic differential equations, and random attractors.
infinity]] (I, E) in the sense that it satisfies the following stochastic integral
In this case, the main problem is a concept of a fuzzy stochastic integral
which should cover the notion of the classical stochastic Ito integral.
in which X is a real martingale and Y is the stochastic integral
, with respect to X, of a certain predictable process H = [([H.
Nayak, Pattanayak and Mishra  proved that the random Fourier-Stieltjes series(RFS) (1 ) converges in probability to the stochastic integral
Since the stochastic integral
on the right-hand side of Eq.
2]), in paper  we could avoid the use of the stochastic integral
to obtain some results from stochastic calculus, e.
X [OMEGA] [right arrow] X, x [member of] X, satisfying the stochastic integral
He will present, "FastSies: A Fast Stochastic Integral
Equation Solver for Modeling the Rough Surface Effects," during the Silicon Valley Chapter of the IEEE Solid State Circuits Society Monday, May 15, at 7 p.
On the other hand as far as we know there are only few papers dealing with stochastic integral
inclusions driven by random fields (see , , ).
The forward looking stochastic integral
in discrete time of a process H with respect to a process S is defined by