On a semilinear mixed fractional heat equation driven by fractional Brownian sheet [PDF]
, 2017 In this paper, we consider the stochastic heat equation of the form \u2202 u
Xia, Dengfeng +3 more
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Improving the health of people with multimorbidity: the need for prospective cohort studies [PDF]
, 2011 The dramatic rise in long-term conditions (LTCs) represents a major challenge for individuals, families, and health care systems worldwide. Due to the scale of this rise, the management of patients with LTCs largely falls within the domain of primary ...
Stewart W. Mercer +11 more
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Classification rule for ten year MACE Risk in primary care tarragona older adults with type2 diabetes: a CHAID decision-tree analysis [PDF]
CHAID; Decision tree; Diabetes; MACECHAID; Árbol de decisión; Diabetes; MACECHAID; Decision tree; Diabetes; MACECardiovascular disease is the leading cause of mortality among individuals with Type 2 Diabetes Mellitus (T2DM). This study developed a simple
Vila-Corcoles, Angel +6 more
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A branching particle approximation to a filtering micromovement model of asset price
Particle filters, Monte Carlo approximation, Filtering, Counting process, Stochastic partial differential equation, Ultra-high frequency data, Primary: 60H15, Secondary: 60K35, 35R60, 93E11, 60F05, 91B28,
Jie Xiong, Yong Zeng
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Optimal portfolio choice in the bond market
Term structure of interest rates, Malliavin calculus, Utility maximization, Infinite-dimensional stochastic processes, E43, 60H07, 60H15, 91B28,
Michael Tehranchi, Nathanael Ringer
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On a Stochastic Partial Differential Equation with a Noisy Term [PDF]
, 2004 2000 Mathematics Subject Classification: 60H15, 60H40We review results obtained in [13] and [14] on a one-dimensional Burgers-type stochastic differential equation involving fractional power of the Laplacian in its linear part, perturbed by a white noise
Kolkovska, Ekaterina T.
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The obstacle problem for semilinear parabolic partial integro-differential equations
, 2015 International audienceWe give a probabilistic interpretation for the weak Sobolev solution of obstacle problem for semilinear parabolic partial integro-differential equations (PIDE).
Matoussi, Anis +2 more
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Existence of Lévy term structure models
Forward curve spaces, Lévy term structure models, Stochastic integration in Hilbert spaces, Strong, weak and mild solutions of infinite dimensional SDEs, 91B28, 91B70, 60G51, 60H15, E43, G10,
Damir Filipović +2 more
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Sub- and Super-solutions of a Nonlinear PDE, and Application to a Semilinear SPDE [PDF]
, 2013 2010 Mathematics Subject Classification: 35R60, 60H15, 74H35.We obtain upper and lower bounds for the explosion time of a semi-linear heat equation on a bounded $d$-dimensional domain, perturbed by white noise. The bounds we get are expressed in terms of
Kolkovska, E. T., López-Mimbela, J. A.
core
Parameter estimations for linear parabolic fractional SPDEs with jumps
, 2019 We give an unbiased and consistent estimator for the drift coefficient of a linear parabolic stochastic partial differential equation driven by a multiplicative cylindrical fractional Brownian motion with Hurst index 1/2 < h < 1 and a cylindrical ...
LISEI, Hannelore +2 more
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