The stochastic integral ensuring the Newton-Leibnitz chain rule is essential in stochastic energetics. Marcus canonical integral has this property and can be understood as the Wong-Zakai type smoothing limit when the driving process is non-Gaussian. However, this important concept seems not well-known for physicists. In this paper, we discuss Marcus integral for non-Gaussian processes and its c...

We establish weak convergence of partial sums of tempered fractional time series (TFTS) to a stochastic process which we call a tempered Gaussian Hermite process (TGHP). We also introduce the Wiener integral with respect to TGHP, and establish weak convergence of weighted sums of TFTS to this Wiener integral.

In this article,we present a wavelet method for solving stochastic Volterra integral equations based on Haar wavelets. First, we approximate all functions involved in the problem by Haar Wavelets then, by substituting the obtained approximations in the problem, using the It^{o} integral formula and collocation points then, the main problem changes into a system of linear or nonlinear equation w...

A linear and continuous operator between Banach spaces is said to be absolutely summing if it maps unconditionally convergent series into absolutely convergent series. Moreover, it improves properties of stochastic processes. Indeed, N.Ghoussoub in [7] proved that an operator is absolutely summing if and only if it maps amarts (asymptotic martingales) into uniform amarts. In this paper we go a ...

in this paper, stochastic generalizations of some fixed point for operators satisfying random contractively generalized hybrid and some other contractive condition have been proved. we discuss also the existence of a solution to a nonlinear random integral equation in banah spaces.

In the present work‎, ‎a new stochastic algorithm is proposed to solve multiple dimensional Fredholm integral equations of the second kind‎. ‎The solution of the‎ integral equation is described by the Neumann series expansion‎. ‎Each term of this expansion can be considered as an expectation which is approximated by a continuous Markov chain Monte Carlo method‎. ‎An algorithm is proposed to sim...

this paper presents a new optimization algorithm to design an optimal proportional, integral, derivative (pid) controller in hydro-turbine generator governor for damping output frequency oscillations. in this research, we utilize a stochastic and optimal based pid controller to control frequency-response of the hydro turbine. the proposed algorithm is employed to design an optimal pid controlle...