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A contribution to the systematics of stochastic volatility models
Stochastic systems described by pairs of coupled stochastic differential equations are studied.
BE - Teoretická fyzika
- 2010 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Stability of the Zero Solution of Stochastic Differential Systems with Two-dimensional Brownian motion
of the solution of stochastic differential equations (SDEs) and systems of SDEs. The articleThe natural world is influenced by stochasticity therefore stochastic models are used to test various situations because ...
BA - Obecná matematika
- 2015 •
- D
Rok uplatnění
D - Stať ve sborníku
Stability of the Zero Solution of Stochastic Differential Systems with Four-Dimensional Brownian Motion
stability of the zero solution of stochastic system with Brownian motion. There is used in the study of stability properties for concrete stochastic dynamical systems, conditionsThe natural world is influenced by ...
BA - Obecná matematika
- 2016 •
- D •
- Link
Rok uplatnění
D - Stať ve sborníku
Výsledek na webu
Alternative approach to continuous-time stochastic systems definition
This paper is based on an alternative approach to system theory and deals with an original definition of continuous-time models of discrete-time causal systems, namely with the definition of continuous-time stochastic s...
BC - Teorie a systémy řízení
- 2004 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Stochastic system theory in control education
A new approach to system theory based on an appropriate conception of causality is presented. As the conception leads to the definition of discrete systems, the continuous-time system is defined as a limit of a sequence of ...
BC - Teorie a systémy řízení
- 2001 •
- D
Rok uplatnění
D - Stať ve sborníku
Ergodic maximum principle for stochastic systems
A version of the stochastic maximum principle for ergodic control problems is presented. In particular, necessary (and sufficient) conditions for optimality for controlled dissipative systems in finite dimensions are given....
Applied mathematics
- 2019 •
- Jimp •
- Link
Rok uplatnění
Jimp - Článek v periodiku v databázi Web of Science
Výsledek na webu
On continuous-time stochastic systems in a new approach to system theory
This paper deals with an alterative definition of continuous-time models of discrete-time causal systems in a new approach to system theory, namely with the definition of continuous-time stochastic systems. Despite...
BC - Teorie a systémy řízení
- 2004 •
- D
Rok uplatnění
D - Stať ve sborníku
Deterministic and Stochastic Models of Dynamics of Chemical Systems
The work shows qualitatively different behaviour of the deterministic and stochastic models of the dynamics of a chemical system. The differences of their behaviour are explained and it is shown that the key characteristics of the <...
BA - Obecná matematika
- 2008 •
- D
Rok uplatnění
D - Stať ve sborníku
Stability of Stochastic Differential Systems
This paper surveys the elementary theory of stability of solution of stochastic differential equations (SDEs) and systems. It can be used in population models, epidemic of the stochastic theory. Then, conditions are deduced...
BA - Obecná matematika
- 2015 •
- D
Rok uplatnění
D - Stať ve sborníku
Stability of Stochastic Differential Systems
This paper surveys the elementary theory of stability of solution of stochastic differential equations (SDEs) and systems. It can be used in population models, epidemic of the stochastic theory. Then, conditions are deduced...
BA - Obecná matematika
- 2015 •
- D
Rok uplatnění
D - Stať ve sborníku
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