Results 51 to 60 of about 195,324 (154)

H∞ Observer-Based Delay-Dependent Control of LPV Stochastic Systems via a Novel Reciprocal Convex Inequality

IEEE Access
This paper discusses an $H_{\infty }$ control problem as observer-based delay-dependent stability of time-varying stochastic systems represented by Linear Parameter Varying (LPV) description.
Cheung-Chieh Ku, Guan-Wei Chen, Wen-Jer Chang   +2 more
doaj   +1 more source

Trust as a Stochastic Phase on Hierarchical Networks: Social Learning, Degenerate Diffusion, and Noise-Induced Bistability

Dynamics
Empirical debates about a “crisis of trust” highlight long-lived pockets of high trust and deep distrust in institutions, as well as abrupt, shock-induced shifts between the two.
Dimitri Volchenkov, Nuwanthika Karunathilaka, Vichithra Amunugama Walawwe, Fahad Mostafa   +3 more
doaj   +1 more source

On the Inversion of High Energy Proton

, 2019
Inversion of the K-fold stochastic autoconvolution integral equation is an elementary nonlinear problem, yet there are no de facto methods to solve it with finite statistics.
Mieskolainen, Mikael
core  

Accelerated growth increases the somatic epimutation rate in trees

Nature Communications
Trees are integral to ecosystems and hold considerable economic importance. Their exceptional longevity and modular structure also make them valuable models for studying the long-term accumulation of somatic mutations and epimutations in plants ...
Ming Zhou, Gerhard Schmied, Binh Thanh Vo, Monika Bradatsch, Giulia Resente, Rashmi Hazarika, Ioanna Kakoulidou, Maria-Cecília Costa, Michele Serra, Richard L. Peters, Enno Uhl, Robert J. Schmitz, Torben Hilmers, Astor Toraño Caicoya, Alan Crivellaro, Hans Pretzsch, Frank Johannes   +16 more
doaj   +1 more source

Singular stochastic integral operators

, 2020
In this paper we introduce Calder\'on-Zygmund theory for singular stochastic integrals with operator-valued kernel. In particular, we prove $L^p$-extrapolation results under a H\"ormander condition on the kernel.
Lorist, Emiel, Veraar, Mark
core  

Analytical Solution for Expected Loss of a Collateralized Loan: A Square-root Intensity Process Negatively Correlated with Collateral Value [PDF]

In this study, we derive an explicit solution for the expected loss of a collateralized loan, focusing on the negative correlation between default intensity and collateral value.
Satoshi Yamashita, Toshinao Yoshiba
core  

On extended stochastic integrals with respect to Lévy processes

Carpathian Mathematical Publications, 2014
Let $L$ be a Levy process on $[0,+\infty)$. In particular cases, when $L$ is a Wiener or Poisson process, any square integrable random variable can be decomposed in a series of repeated stochastic integrals from nonrandom functions with respect to $L$. This property of $L$, known as the chaotic representation property (CRP), plays a very important role
openaire   +1 more source

Square integrable solutions and stability of a second-order stochastic integro-differential equation. [PDF]

Sci Rep
Oudjedi-Damerdji LF, Meziane M, Djidel O, Boulaaras S, Alharbi A.   +4 more
europepmc   +1 more source

Modeling and analysis of stochastic quantum magnetohydrodynamics equations with energy estimates. [PDF]

Sci Rep
Divyabala K, Durga N.
europepmc   +1 more source

Lévy Diffusion Under Power-Law Stochastic Resetting. [PDF]

Entropy (Basel)
Liu J, Li Y, Marchesoni F.
europepmc   +1 more source