Results 271 to 280 of about 88,663 (317)

STOCHASTIC EQUATIONS OF PROCESSES WITH JUMPS

Stochastics and Dynamics, 2013
We consider one-dimensional stochastic differential equations driven by white noises and Poisson random measure. We introduce new techniques based on local time prove new results on pathwise uniqueness and comparison theorems. Our approach is very easy to handle and do not need any approximation approach.
Bouhadou, S., Ouknine, Y.
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Optimal Control of Jump Processes

SIAM Journal on Control and Optimization, 1977
The paper proposes an abstract model for the problem of optimal control of systems subject to random perturbations, for which the principle of optimality takes on an appealing form. This model is specialized to the case where the state of the controlled system is realized as a jump process.
Boel, R., Varaiya, P.
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Extremal Processes with One Jump

Extremes, 2000
A stochastic process \(Y\) with right-continuous increasing sample paths is called an extremal process if it has ``independent max-increments'', i.e.
Balkema, A.A., Pancheva, E.I.
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Harnack Inequalities for Jump Processes

Potential Analysis, 2002
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Bass, Richard F., Levin, David A.
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Fluid queues to solve jump processes [PDF]

Performance Evaluation, 2005
We consider systems which exhibit a mixture of smooth behavior and occasional jumps, controlled by continuous-time Markovian processes on a finite state space, and we call these fluid queues with jumps, thereby emphasizing the fact that they constitute a generalization of fluid queues. We characterize their stationary distribution in an algorithmically
Dzial, Tessa, Breuer, Lothar, Da Silva Soares, Ana, Latouche, Guy, Remiche, Marie-Ange   +4 more
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Testing for jumps in the EGARCH process

Mathematics and Computers in Simulation, 2009
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Xiuhong Shi, Masahito Kobayashi
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Regular jump processes and their information processing

IEEE Transactions on Information Theory, 1974
A class of regular jump processes (RJP's) is introduced. An RJP is described in terms of the intensity function of its associated stochastic point process and the state-transition density of its embedded random-state sequence. Expressions for the joint occurrence statistics of these processes are derived. Assuming that an information stochastic process
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Quantum jumps as an objective process of nature

Physical Review A, 1995
We study the time evolution of a linear superposition of two spatially separated wave packets, and we focus on the entanglement of the two distinct branches of the state vector with the environment. We focus in particular on the dynamics of a dissipative oscillator under the influence of objective processes of wave-function collapse, the continuous ...
L. Tessieri, VITALI, David, P. Grigolini
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The Principal Eigenvalue for Jump Processes

Acta Mathematica Sinica, English Series, 2000
Summary: A variational formula for the lower bound of the principal eigenvalue of general Markov jump processes is presented. The result is complete in the sense that the condition is fulfilled and the resulting bound is sharp for Markov chains under some mild assumptions.
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The Representation of Martingales of Jump Processes

SIAM Journal on Control and Optimization, 1976
In this paper it is shown that all local martingales of the $\sigma $-fields generated by a jump process of very general type can be represented as stochastic integrals with respect to a fundamental family of martingales associated with the jump process.
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