- Stratonovich integral
- Математика: интеграл Стратоновича
Универсальный англо-русский словарь. Академик.ру. 2011.
Stratonovich integral
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Stratonovich integral — In stochastic processes, the Stratonovich integral (developed simultaneously by Ruslan L. Stratonovich and D. L. Fisk) is a stochastic integral, the most common alternative to the Itō integral. While the Ito integral isthe usual choice in applied … Wikipedia
Integral — This article is about the concept of integrals in calculus. For the set of numbers, see integer. For other uses, see Integral (disambiguation). A definite integral of a function can be represented as the signed area of the region bounded by its… … Wikipedia
Ito-Integral — Die Theorie der stochastischen Integration befasst sich mit Integralen und Differentialgleichungen in der Stochastik. Sie verallgemeinert die Integralbegriffe von Henri Léon Lebesgue und Thomas Jean Stieltjes auf eine breitere Menge von… … Deutsch Wikipedia
Itō-Integral — Die Theorie der stochastischen Integration befasst sich mit Integralen und Differentialgleichungen in der Stochastik. Sie verallgemeinert die Integralbegriffe von Henri Léon Lebesgue und Thomas Jean Stieltjes auf eine breitere Menge von… … Deutsch Wikipedia
Stochastisches Integral — Die Theorie der stochastischen Integration befasst sich mit Integralen und Differentialgleichungen in der Stochastik. Sie verallgemeinert die Integralbegriffe von Henri Léon Lebesgue und Thomas Jean Stieltjes auf eine breitere Menge von… … Deutsch Wikipedia
Ruslan L. Stratonovich — Infobox Person name=Ruslan Leont evich Stratonovich birth date=birth date|1930|5|31|mf=y birth place=Moscow, Russia death date=death date|1997|1|13|mf=y death place=Moscow, RussiaRuslan Leont evich Stratonovich was an outstanding physicist,… … Wikipedia
Henstock–Kurzweil integral — In mathematics, the Henstock–Kurzweil integral, also known as the Denjoy integral (pronounced [dɑ̃ˈʒwa]) and the Perron integral, is one of a number of definitions of the integral of a function. It is a generalization of the Riemann integral… … Wikipedia
Daniell integral — In mathematics, the Daniell integral is a type of integration that generalizes the concept of more elementary versions such as the Riemann integral to which students are typically first introduced. One of the main difficulties with the… … Wikipedia
Darboux integral — In real analysis, a branch of mathematics, the Darboux integral or Darboux sum is one possible definition of the integral of a function. Darboux integrals are equivalent to Riemann integrals, meaning that a function is Darboux integrable if and… … Wikipedia
Paley-Wiener integral — In mathematics, the Paley Wiener integral is a simple stochastic integral. When applied to classical Wiener space, it is less general than the Itō integral, but the two agree when they are both defined.The integral is named after its discoverers … Wikipedia
Hubbard-Stratonovich transformation — The Hubbard Stratonovich (HS) transformation is an exact mathematical transformation, which allows to convert a particle theory into its respective field theory by linearizing the density operator in the many body interaction term of the… … Wikipedia
