INTEGRATION BY PARTS FORMULA INVOLVING MALLIAVIN DERIVATIVES AND SOLUTIONS TO DELAY SDE’S
Journal Title: International Journal of Engineering Sciences & Research Technology - Year 30, Vol 5, Issue 4
Abstract
In the present work we have established an integration by parts formula of higher order Malliavin derivatives of solutions to delay stochastic differential equations. In a squeal work we will use this integration by parts formula in some applications concerning densities of distributions of solutions of delay (as well as ordinary) stochastic differential equations with possibly discontinuous initial data. Also, this integration by parts formula can be used to extended the formulas in the work by Bally and Talay to include delay as well as ordinary SDE’s.
Authors and Affiliations
Tagelsir A. Ahmed*
Keywords
Related Articles
- EP ID EP128217
- DOI 10.5281/zenodo.49195
- Views 43
- Downloads 0
Development of a New Technique for Performance Enhancement of Switched Reluctance Motor Drive by Torque Control
[sup][/sup] This paper presents the literature review of torque ripple minimization technique of the switched reluctance motor (SRM). Due to doubly salient structure & non- linear behavior, it has inherent torq...
MEASUREMENT OF INTERNAL CONVERSION COEFFICIENT Of 280kev γ – RAYS IN 203Hg
The measurement of the internal conversion coefficient of 280keV γ – ray in 203HG have been investigated by means of calibrated 2ʺ x 2ʺ NaI(Tl)(scintillation detector which is sodium iodide activated with smal...
Design of Digital Finite Impulse Response Filter Using Different Low Power Mulitipliers
Low Multipliers and Adders are used to reduce dynamic power consumption of a Digital Finite Impulse Response (FIR) filter. These methods include low power serial multiplier and serial adder, combinational booth mu...
COMPARATIVE STUDY OF EXERGY LOSS OF REFRIGERANTS DURING CONDENSATION PROCESS OF VCR CYCLE
In this proposed work, analysis of change in exergy of various refrigerants who are having zero ozone depletion potential based on their properties is made by comparing the required outputs. The study is based on second...
MEASURES FOR FAULT EVALUATION IN MOBILE AGENT SYSTEMS
Mobile agent is intelligent, autonomous, ragged, interactive, coordinative, cooperative and proactive agents. There arise many problems while moving the data, so to resolve such hindrances, mobile agent moves itse...