Results 41 to 50 of about 195,324 (154)

Statistics of non-linear stochastic dynamical systems under L\'evy noises by a convolution quadrature approach

, 2011
This paper describes a novel numerical approach to find the statistics of the non-stationary response of scalar non-linear systems excited by L\'evy white noises.
Cottone G Di Paola M Marino F, Dybiec B, Gikhman I I, Giulio Cottone, Grigoriu M, Lin Y K, Masud A, Metzler R, Protter Philip E, Risken H, Roberts J B, Samko S G, Sobczyk K, Wedig W V, Young D M   +14 more
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Self-Similarity and Lamperti Convergence for Families of Stochastic Processes

, 2010
We define a new type of self-similarity for one-parameter families of stochastic processes, which applies to a number of important families of processes that are not self-similar in the conventional sense. This includes a new class of fractional Hougaard
Demétrio, Clarice G. B., Jørgensen, Bent, Martínez, J. Raúl   +2 more
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Markovian nature, completeness, regularity and correlation properties of Generalized Poisson-Kac processes

, 2016
We analyze some basic issues associated with Generalized Poisson-Kac (GPK) stochastic processes, starting from the extended notion of the Markovian condition.
Brasiello, Antonio, Crescitelli, Silvestro, Giona, Massimiliano   +2 more
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Extended Minimal Atomicity through Nondifferentiability: A Mathematical-Physical Approach

Advances in Mathematical Physics, 2019
The mathematical concept of minimal atomicity is extended to fractal minimal atomicity, based on the nondifferentiability of the motion curves of physical system entities on a fractal manifold.
Gabriel Gavriluţ, Alina Gavriluţ, Maricel Agop   +2 more
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A theoretical framework for the pricing of contingent claims in the presence of model uncertainty

, 2006
The aim of this work is to evaluate the cheapest superreplication price of a general (possibly path-dependent) European contingent claim in a context where the model is uncertain.
Denis, Laurent, Martini, Claude
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Calculation of the extended probabilistic box of static voltage stability margin for a hybrid AC-DC power grid with renewables

International Journal of Electrical Power & Energy Systems
High-order uncertainties arise in the cumulative distribution function parameters of wind speed and solar irradiance due to data gaps and statistical errors in renewable energy stations (RESs).
Yunfeng Zhang, Shunjiang Lin, Wenfeng Yao, Yuerong Yang, Xuan Sheng, Mingbo Liu   +5 more
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Extending the Martingale Measure Stochastic Integral With Applications to Spatially Homogeneous S.P.D.E.'s

Electronic Journal of Probability, 1999
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +2 more sources

First-principles prediction of shock Hugoniot curves of boron, aluminum, and silicon from stochastic density functional theory

Matter and Radiation at Extremes
By adopting stochastic density functional theory (SDFT) and mixed stochastic–deterministic density functional theory (MDFT) methods, we perform first-principles calculations to predict the shock Hugoniot curves of boron (pressure P = 7.9 × 103–1.6 × 106 ...
Tao Chen, Qianrui Liu, Chang Gao, Mohan Chen   +3 more
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Path Integral Quantization and Riemannian-Symplectic Manifolds

, 1998
We develop a mathematically well-defined path integral formalism for general symplectic manifolds. We argue that in order to make a path integral quantization covariant under general coordinate transformations on the phase space and involve a genuine ...
Batalin, Faddeev, Fradkin, John R. Klauder, Klauder, Klauder, Klauder, Klauder, Prokhorov, Sergei V. Shabanov   +9 more
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Exact expression for the diffusion propagator in a family of time-dependent anharmonic potentials

, 1999
We have obtained the exact expression of the diffusion propagator in the time-dependent anharmonic potential $V(x,t)={1/2}a(t)x^2+b\ln x$. The underlying Euclidean metric of the problem allows us to obtain analytical solutions for a whole family of the ...
A. Forster, A. Inomata, A. Inomata, A. N. Grigorenko, A. Pelster, A. Young, C. Batista, C. D. Batista, C. De Dominicis, C. De Dominicis, C. van den Broeck, C. van den Broeck, C. W. Gardiner, D. C. Khandekar, D. E. Strier, D. Peak, D. Walgraef, F. Castelpoggi, F. Castelpoggi, F. Castro, F. Castro, F. Marchesoni, F. Moss, G. N. Watson, G. Nicolis, German Drazer, H. K. Jensen, H. Kleinert, H. Kleinert, H. Kleinert, H. S. Wio, H. S. Wio, H. S. Wio, H. S. Wio, H. S. Wio, H. S. Wio, I. H. Duru, I. H. Duru, I. H. Duru, J. A. Giampaoli, J. F. Lindner, J. F. Lindner, J. F. Luciani, J. M. Vilar, K. L. Babcock, L. D. Landau, L. Gammaitoni, L. Onsager, L. Onsager, L. Pesquera, M. Dykman, M. J. Dykman, M. Kuperman, M. Kuperman, M. Neufeld, N. G. Stocks, N. Pak, N. Pak, N. Wiener, N. Wiener, N. Wiener, P. C. Martin, P. Hänggi, P. Hänggi, Ph. Blanchard, R. Graham, R. Ho, R. J. Deissler, R. P. Feynman, S. Mangioni, U. Deininghaus, W. Horsthemke   +71 more
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