Results 21 to 30 of about 28,270 (263)

A New Stochastic Process with Long-Range Dependence

Journal of Statistical Theory and Applications (JSTA), 2020
In this paper, we introduce a fractional Generalized Hyperbolic process, a new stochastic process with long-range dependence obtained by subordinating fractional Brownian motion to a fractional Generalized Inverse Gaussian process.
Sung Ik Kim, Young Shin Kim
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A posteriori error estimation for stochastic static problems [PDF]

, 2014
To solve stochastic static field problems, a discretization by the Finite Element Method can be used. A system of equations is obtained with the unknowns (scalar potential at nodes for example) being random variables. To solve this stochastic system, the
MAC, Hung, CLENET, Stephane
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MEXIT : Maximal un-coupling times for stochastic processes [PDF]

, 2018
Classical coupling constructions arrange for copies of the same Markov process started at two dif- ferent initial states to become equal as soon as possible.
Rosenthal, Jeff S., Rosenthal, Jeffrey S., Rosenthal, Jeffrey S, Kendall, Wilfrid S, Ernst, Philip A., Kendall, W. S., Roberts, Gareth O., Jeffrey S. Rosenthal, Philip A. Ernst, Roberts, Gareth O, Kendall, Wilfrid S., Wilfrid S. Kendall, Gareth O. Roberts, Ernst, Philip A   +13 more
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On the question of the no symmetry of the stress tensor for open systems [PDF]

MATEC Web of Conferences, 2022
The paper discusses the influence of stress no symmetry in continuum mechanics and in stochastic processes. The no symmetry of the stress tensor arises in connection with the influence of the moment and leads to the ambiguity of the solutions of the ...
Prozorova Evelina
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Mean Square Integral Inequalities for Generalized Convex Stochastic Processes via Beta Function

Journal of Function Spaces, 2021
The integral inequalities have become a very popular area of research in recent years. The present paper deals with some important generalizations of convex stochastic processes.
Putian Yang, Shiqing Zhang
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First-Principle Validation of Fourier’s Law: One-Dimensional Classical Inertial Heisenberg Model

Entropy, 2023
The thermal conductance of a one-dimensional classical inertial Heisenberg model of linear size L is computed, considering the first and last particles in thermal contact with heat baths at higher and lower temperatures, Th and Tl (Th>Tl), respectively ...
Henrique Santos Lima, Constantino Tsallis, Fernando Dantas Nobre   +2 more
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On the Stochastic Mechanics Foundation of Quantum Mechanics

Universe, 2021
Among the famous formulations of quantum mechanics, the stochastic picture developed since the middle of the last century remains one of the less known ones.
Michael Beyer, Wolfgang Paul
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Extended Poisson-Kac Theory: A Unifying Framework for Stochastic Processes with Finite Propagation Velocity

Physical Review X, 2022
Stochastic processes play a key role for modeling a huge variety of transport problems out of equilibrium, with manifold applications throughout the natural and social sciences.
Massimiliano Giona, Andrea Cairoli, Rainer Klages   +2 more
doaj   +1 more source

Option Pricing under a Generalized Black–Scholes Model with Stochastic Interest Rates, Stochastic Strings, and Lévy Jumps

Mathematics, 2023
We introduce a novel option pricing model that features stochastic interest rates along with an underlying price process driven by stochastic string shocks combined with pure jump Lévy processes.
Alberto Bueno-Guerrero, Steven P. Clark
doaj   +1 more source

Absolute Moments of Generalized Hyperbolic Distributions and Approximate Scaling of Normal Inverse Gaussian Lévy-Processes [PDF]

, 2004
Expressions for (absolute) moments of generalized hyperbolic (GH) and normal inverse Gaussian (NIG) laws are given in terms of moments of the corresponding symmetric laws.
Barndorff-Nielsen, Ole Eiler, Stelzer, Robert   +1 more
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