4 datasets found

In this paper, we consider the linear stochastic heat equation with additive noise in dimension one. Then, using the representation of its solution X as a stochastic...

Given an integer m, a probability measure ν on [0,1], a process X and a real function g, we define the m-order ν-integral having as integrator X and as integrand g(X)....

Given a locally bounded real function g, we examine the existence of a 4-covariation $[g(B^H), B^H, B^H, B^H]$, where $B^H$ is a fractional Brownian motion with a...

This paper deals with the design of a reduced-order H-infinty filter for a stochastic bilinear systems with a prescribed H-infinty norm criterion. The problem is...