Results 61 to 70 of about 2,761 (145)

Asymptotics in small time for the density of a stochastic differential equation driven by a stable LEVY process

, 2018
This work focuses on the asymptotic behavior of the density in small time of a stochastic differential equation driven by an α-stable process with index α ∈ (0, 2).
E. Clement, A. Gloter, Huong Nguyen
semanticscholar   +1 more source

BSDE associated with Lévy processes and application to PDIE

, 2003
International Journal of Stochastic Analysis, Volume 16, Issue 1, Page 1-17, 2003.
K. Bahlali, M. Eddahbi, E. Essaky
wiley   +1 more source

Accounting for the Effect of Internal Viscosity in Dumbbell Models for Polymeric Fluids and Relaxation of DNA [PDF]

, 2007
The coarse-graining approach is one of the most important mod- eling methods in research of long-chain polymers such as DNA molecules. The dumbbell model is a simple but e±cient way to describe the behavior of polymers in solutions.
Melnik, Roderick V.N., Yang, Xiao-Dong
core   +1 more source

Moment bounds for IID sequences under sublinear expectations

, 2011
In this paper, with the notion of independent identically distributed (IID) random variables under sublinear expectations introduced by Peng [7-9], we investigate moment bounds for IID sequences under sublinear expectations.
Hu, Feng
core   +1 more source

SEQUENTIAL MAXIMUM LIKELIHOOD ESTIMATION IN NONLINEAR NONMARKOV DIFFUSION TYPE PROCESSES

, 2018
We obtain the strong consistency, uniform asymptotic normality and local asymptotic minimaxity (in the Hajek-LeCam sense) of the two stage sequential maximum likelihood estimator of a parameter appearing nonlinearly in the drift coefficient of a ...
J. Bishwal
semanticscholar   +1 more source

Quasistable gradient and hamiltonian systems with a pairwise interaction randomly perturbed by wiener processes

, 2003
International Journal of Stochastic Analysis, Volume 16, Issue 1, Page 45-67, 2003.
Anatoli V. Skorokhod
wiley   +1 more source

Transportation inequalities for stochastic differential equations of pure jumps

, 2010
For stochastic differential equations of pure jumps, though the Poincaré inequality does not hold in general, we show that W1H transportation inequalities hold for its invariant probability measure and for its process-level law on right continuous paths ...
Liming Wu
semanticscholar   +1 more source

Reflected BSDE with stochastic Lipschitz coefficient [PDF]

, 2009
In this paper, we deal with a class of one-dimensional reflected backward stochastic differential equations with stochastic Lipschitz coefficient. We derive the existence and uniqueness of the solutions for those equations via Snell envelope and the ...
Lu, Wen
core  

Backward stochastic differential equations with oblique reflection and local Lipschitz drift

, 2003
International Journal of Stochastic Analysis, Volume 16, Issue 4, Page 295-309, 2003.
Auguste Aman, Modeste N′Zi
wiley   +1 more source

Dynamical properties of two-diffusion SIR epidemic model with Markovian switching

Open Mathematics
Infectious diseases still remain one of the major causes of death worldwide, despite the fact that various treatments, such as antibiotics, antiviral drugs, and vaccines for some diseases, are more available to people.
Marković Milica
doaj   +1 more source