Results 21 to 30 of about 6,349,849 (305)

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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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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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
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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
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On the Construction of the Neutrosophic Itˆo Integral [PDF]

Neutrosophic Sets and Systems
This research pioneers a rigorous framework for stochastic calculus in the neutrosophic paradigm, explicitly modeling systems with truth, indeterminacy, and falsehood degrees. We introduce foundational constructs including Canonical Neutrosophic Brownian
Ahmed Hatip, Khalil Yahya, Mohsen Alhassoun   +2 more
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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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Regularity of Generalized Stochastic Processes and their Derivatives [PDF]

Proceedings of the American Mathematical Society, 1974
If X X is a generalized stochastic process which is regular in the prediction-theoretic sense then
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Lyapunov Stability of the Generalized Stochastic Pantograph Equation

Journal of Mathematics, 2018
The purpose of the paper is to study stability properties of the generalized stochastic pantograph equation, the main feature of which is the presence of unbounded delay functions. This makes the stability analysis rather different from the classical one.
Ramazan Kadiev, Arcady Ponosov
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Stochastic Processes Generated by Observables [PDF]

, 2021
Broadened or random initial conditions inject randomness into dynamical systems. When only the time evolution of the dynamical system is considered, this randomness is of a very limited kind. The time evolution of random initial conditions remains deterministic and is given by the linear Frobenius–Perron operator.
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A Generalization of Separable Stochastic Processes

The Annals of Mathematical Statistics, 1972
Doob introduced the standard modifications or extensions of a stochastic process and proved that every stochastic process has a separable standard modification. In 1964 Elliott and Morse developed a general theory of product measures with implications in the theory of continuous parameter processes with mutually independent random variables.
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