Results 11 to 20 of about 1,419,860 (293)

Asymptotic Diffusion Analysis of Multi-Server Retrial Queue with Hyper-Exponential Service

open access: yesMathematics, 2020
A multi-server retrial queue with a hyper-exponential service time is considered in this paper. The study is performed by the method of asymptotic diffusion analysis under the condition of long delay in orbit.
Alexander Moiseev   +2 more
doaj   +1 more source

A Nonlocal Fractional Peridynamic Diffusion Model

open access: yesFractal and Fractional, 2021
This paper proposes a nonlocal fractional peridynamic (FPD) model to characterize the nonlocality of physical processes or systems, based on analysis with the fractional derivative model (FDM) and the peridynamic (PD) model.
Yuanyuan Wang   +4 more
doaj   +1 more source

Simulating Portfolio Decisions under Uncertainty When the Risky Asset and Short Rate Are Modulated by an Inhomogeneous and Asset-Dependent Markov Chain

open access: yesMathematics, 2022
This paper aims to simulate portfolio decisions under uncertainty when the diffusion parameters of the risky asset and short rate paid for a bond are both modulated by a time-inhomogeneous Markov chain, with transition probabilities dependent on states ...
Benjamín Vallejo-Jiménez   +3 more
doaj   +1 more source

Internet diffusion process in rural tourism: Galician case [PDF]

open access: yesDos Algarves, 2015
The aim of this paper is to research the characteristics of the adoption and implementation of utilities provided by Internet in rural tourism establishments from a representative sample of Galicia.
M.I. Diéguez-Castrillón
doaj   +1 more source

ANOVA for diffusions and Itô processes [PDF]

open access: yesThe Annals of Statistics, 2006
It processes are the most common form of continuous semimartingales, and include diffusion processes. This paper is concerned with the nonparametric regression relationship between two such It processes. We are interested in the quadratic variation (integrated volatility) of the residual in this regression, over a unit of time (such as a day).
Mykland, Per Aslak, Zhang, Lan
openaire   +4 more sources

MATHEMATICAL MODELING OF RANDOM DIFFUSION FLOWS IN TWO-PHASE MULTILAYERED STOCHASTICALLY NONHOMOGENEOUS BODIES

open access: yesTASK Quarterly, 2015
An approach for studying stochastical diffusion flows of admixture particles in bodies of multiphase randomly nonhomogeneous structures is proposed, according to which initialboundary value problems of diffusion are formulated for flow functions and ...
YEVHEN CHAPLYA   +2 more
doaj   +1 more source

A coalescent dual process for a Wright-Fisher diffusion with recombination and its application to haplotype partitioning [PDF]

open access: yes, 2016
Duality plays an important role in population genetics. It can relate results from forwards-in-time models of allele frequency evolution with those of backwards-in-time genealogical models; a well known example is the duality between the Wright–Fisher ...
Griffiths, Robert C.   +2 more
core   +1 more source

Asymptotic Behavior on a Linear Self-Attracting Diffusion Driven by Fractional Brownian Motion

open access: yesFractal and Fractional, 2022
Let BH={BtH,t≥0} be a fractional Brownian motion with Hurst index 12≤H0 and σ,ν∈R are three parameters. The process is an analogue of the self-attracting diffusion (Cranston and Le Jan, Math. Ann.303 (1995), 87–93).
Litan Yan, Xue Wu, Xiaoyu Xia
doaj   +1 more source

Driven Pair Contact Process with Diffusion [PDF]

open access: yes, 2005
The pair contact process with diffusion (PCPD) has been recently investigated extensively, but its critical behavior is not yet clearly established.
D. Stauffer   +9 more
core   +1 more source

Reaction-diffusion systems in natural sciences and new technology transfer

open access: yesJournal of the Mechanical Behavior of Materials, 2012
Diffusion mechanisms in natural sciences and innovation management involve partial differential equations (PDEs). This is due to their spatio-temporal dimensions.
Keller André A.
doaj   +1 more source

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