Optimization of the mean-square approximation procedures for iterated Ito stochastic integrals based on multiple Fourier-Legendre series

Series of iterated quantum stochastic integrals

We consider series of iterated non-commutative stochastic integrals of scalar operators on the boson Fock space. We give a sufficient condition for these series to converge and to define a reasonable operator. An application of this criterion gives a condition for the convergence of some formal series of generalized integrator processes such as considered in [CEH]. .

On the combinatorics of iterated stochastic integrals

Abstract. This paper derives several identities for the iterated integrals of a general semimartingale. They involve powers, brackets, exponential and the stochastic exponential. Their form and derivations are combinatorial. The formulae simplify for continuous or finite-variation semimartingales, especially for counting processes. The results are motivated by chaotic representation of martinga...

On the approximation of stochastic integrals

application of upfc based on svpwm for power quality improvement

در سالهای اخیر،اختلالات کیفیت توان مهمترین موضوع می باشد که محققان زیادی را برای پیدا کردن راه حلی برای حل آن علاقه مند ساخته است.امروزه کیفیت توان در سیستم قدرت برای مراکز صنعتی،تجاری وکاربردهای بیمارستانی مسئله مهمی می باشد.مشکل ولتاژمثل شرایط افت ولتاژواضافه جریان ناشی از اتصال کوتاه مدار یا وقوع خطا در سیستم بیشتر مورد توجه می باشد. برای مطالعه افت ولتاژ واضافه جریان،محققان زیادی کار کرده ...

Moments and Legendre–Fourier Series for Measures Supported on Curves

Some important problems (e.g., in optimal transport and optimal control) have a relaxed (or weak) formulation in a space of appropriate measures which is much easier to solve. However, an optimal solution μ of the latter solves the former if and only if the measure μ is supported on a “trajectory” {(t, x(t)) : t ∈ [0, T ]} for some measurable function x(t). We provide necessary and sufficient c...