Results 221 to 230 of about 728,067 (268)
Some of the next articles are maybe not open access.
1983
Reliability problems are normally concerned with systems that are discrete in space, i.e., they can exist in one of a number of discrete and identifiable states, and continuous in time; i.e., they exist continuously in one of the system states until a transition occurs which takes them discretely to another state in which they then exist continuously ...
Roy Billinton, Ronald N. Allan
openaire +1 more source
Reliability problems are normally concerned with systems that are discrete in space, i.e., they can exist in one of a number of discrete and identifiable states, and continuous in time; i.e., they exist continuously in one of the system states until a transition occurs which takes them discretely to another state in which they then exist continuously ...
Roy Billinton, Ronald N. Allan
openaire +1 more source
Continuous stochastic processes
1947A general review of stochastic processes is given in the introduction; definitions, properties and a rough classification are presented together with the position and scope of the author's work as it fits into the general scheme. The first section presents a brief summary of the pertinent analytical properties of continuous stochastic processes and ...
openaire +1 more source
1981
There is a fundamental difference between the mathematical formulation of a discrete time stochastic process and a continuous time stochastic process. In discrete time, it is necessary to specify only the mechanism for transition from one state to another, and of course the initial state (distribution) of the system. For Markov chains, this consists of
openaire +1 more source
There is a fundamental difference between the mathematical formulation of a discrete time stochastic process and a continuous time stochastic process. In discrete time, it is necessary to specify only the mechanism for transition from one state to another, and of course the initial state (distribution) of the system. For Markov chains, this consists of
openaire +1 more source
Continuous Stochastic Processes
2011In Chap. 3 we saw that stochastic differential equations play an important role in the pricing of derivatives. We here discuss various types of SDEs that can be used for the underlying process. We focus on SDEs that have simple solutions and thereby allow for an efficient implementation.
openaire +1 more source
Continuant Processes or Processual Continuants?
Abstract According to a widely accepted view, entities may be either so-called continuants, i.e., three-dimensional entities, such as substances or objects, or so-called occurrents, i.e., four-dimensional entities, such as events and processes.openaire +1 more source
Searches for continuous-wave gravitational radiation
Living Reviews in Relativity, 2023Keith Riles
exaly
Continuous-flow electrosynthesis of ammonia by nitrogen reduction and hydrogen oxidation
Science, 2023Xianbiao Fu +2 more
exaly