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60H05 Stochastic integrals (25 articles)

• Labendia, Mhelmar A.; Teng, Timothy Robin Y.; de Lara-Tuprio, Elvira P.: Itô-Henstock integral and Itô's formula for the operator-valued stochastic process. (English). Mathematica Bohemica, vol. 143 (2018), issue 2, pp. 135-160
• Witzany, Jiří: Elementary stochastic calculus for finance with infinitesimals. (English). Commentationes Mathematicae Universitatis Carolinae, vol. 58 (2017), issue 1, pp. 101-124
• Malinowski, Marek T.; Agarwal, Ravi P.: On solutions set of a multivalued stochastic differential equation. (English). Czechoslovak Mathematical Journal, vol. 67 (2017), issue 1, pp. 11-28
• Kim, Byoung Soo; Cho, Dong Hyun: Relationships between generalized Wiener integrals and conditional analytic Feynman integrals over continuous paths. (English). Czechoslovak Mathematical Journal, vol. 67 (2017), issue 3, pp. 609-628
• Yang, Haifeng; Toh, Tin Lam: On Henstock-Kurzweil method to Stratonovich integral. (English). Mathematica Bohemica, vol. 141 (2016), issue 2, pp. 129-142
• Toh, Tin-Lam; Chew, Tuan-Seng: The Kurzweil-Henstock theory of stochastic integration. (English). Czechoslovak Mathematical Journal, vol. 62 (2012), issue 3, pp. 829-848
• Brzeźniak, Zdzisław; van Neerven, Jan; Salopek, Donna: Stochastic evolution equations driven by Liouville fractional Brownian motion. (English). Czechoslovak Mathematical Journal, vol. 62 (2012), issue 1, pp. 1-27
• Malinowski, Marek T.; Michta, Mariusz: Stochastic fuzzy differential equations with an application. (English). Kybernetika, vol. 47 (2011), issue 1, pp. 123-143
• Cho, Dong Hyun: A simple formula for an analogue of conditional Wiener integrals and its applications. II. (English). Czechoslovak Mathematical Journal, vol. 59 (2009), issue 2, pp. 431-452
• Ondreját, Martin: Brownian representations of cylindrical local martingales, martingale problem and strong Markov property of weak solutions of SPDEs in Banach spaces. (English). Czechoslovak Mathematical Journal, vol. 55 (2005), issue 4, pp. 1003-1039
• Vyoral, Michal: Kolmogorov equation and large-time behaviour for fractional Brownian motion driven linear SDE's. (English). Applications of Mathematics, vol. 50 (2005), issue 1, pp. 63-81
• Toh, Tin-Lam; Chew, Tuan-Seng: On belated differentiation and a characterization of Henstock-Kurzweil-Ito integrable processes. (English). Mathematica Bohemica, vol. 130 (2005), issue 1, pp. 63-72
• Toh, Tin-Lam; Chew, Tuan-Seng: On Itô-Kurzweil-Henstock integral and integration-by-part formula. (English). Czechoslovak Mathematical Journal, vol. 55 (2005), issue 3, pp. 653-663
• Lachout, Petr: A solution of an equation for indexed functions. (English). Acta Universitatis Carolinae. Mathematica et Physica, vol. 45 (2004), issue 1, pp. 3-8
• Brzeźniak, Zdzisław; Peszat, Szymon; Zabczyk, Jerzy: Continuity of stochastic convolutions. (English). Czechoslovak Mathematical Journal, vol. 51 (2001), issue 4, pp. 679-684
• Hausenblas, Erika; Seidler, Jan: A note on maximal inequality for stochastic convolutions. (English). Czechoslovak Mathematical Journal, vol. 51 (2001), issue 4, pp. 785-790
• Flandoli, Franco; Minelli, Ida: Probabilistic models of vortex filaments. (English). Czechoslovak Mathematical Journal, vol. 51 (2001), issue 4, pp. 713-731
• de Andrade, Alexandre; Ruffino, Paulo R. C.: Wiener integral in the space of sequences of real numbers. (English). Archivum Mathematicum, vol. 36 (2000), issue 2, pp. 95-101
• Vrkoč, Ivo: Composition of independent stochastic variables. (English). Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica, vol. 36 (1997), issue 1, pp. 197-207
• Skokan, Václav: Generalization of the Girsanov theorem. (English). Commentationes Mathematicae Universitatis Carolinae, vol. 29 (1988), issue 1, pp. 127-141
• Michálek, Jiří: Ergodic properties of locally stationary processes. (English). Kybernetika, vol. 22 (1986), issue 4, pp. 320-328
• Michálek, Jiří: Random set functions. (English). Kybernetika, vol. 18 (1982), issue 2, pp. 145-163
• Mandl, Petr: Elements of stochastic analysis. (English). Kybernetika, vol. 14 (1978), issue 7, pp. (1),3-54
• Kudela, Fr.: Sur quelques inégalités entre les moments absolus d'ordre positif d'une suite de variables aléatoires indépendantes et le second théorème — limite du calcul des probabilités au domaine de la loi de Laplace — Gauss dans la formulation de Liapounoff. I. (French). Aktuárské vědy, vol. 3 (1932), issue 3, pp. 102-109
• Kudela, Fr.: Sur quelques inégalités entre les moments absolus d'ordre positif d'une suite de variables aléatoires indépendantes et le second théorème — limite du calcul des probabilités au domaine de la loi de Laplace — Gauss dans la formulation de Liapounoff. II. (French). Aktuárské vědy, vol. 3 (1932), issue 4, pp. 174-184