Results 111 to 120 of about 10,720,791 (210)

Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching [PDF]

open access: yes, 2008
The main aim of this paper is to discuss the almost surely asymptotic stability of the neutral stochastic differential delay equations (NSDDEs) with Markovian switching.
Yuan, Chenggui   +4 more
core   +2 more sources

Analyzing the finite buffer batch arrival queue under Markovian service process: GI X /MSP/1/N

open access: yes
General independent arrival, Batch arrival, Finite buffer, Queue, Markovian service process, 60K25, 90B22,
U. Gupta, A. Banik
core   +1 more source

Performance Evaluation of a Single-Server Queueing System with Correlated Arrivals, Two-Tier Service Structure, Random Breakdowns and Phase-Type Repairs

open access: yesMathematics
This paper analyzes a single-server queueing system with infinite capacity, where arrivals follow a Markovian arrival process and service and repair times are modeled by phase-type distributions.
G. Archana Alias Gurulakshmi   +4 more
doaj   +1 more source

Spatial Synchronous Markovian Arrival Orocess (Spatial SynchMAP)

open access: yes
This paper introduces and analyzes the Spatial Synchronous Markovian Arrival Process (Spatial SynchMAP), a novel extension of classical Markovian arrival processes that simultaneously captures temporal dynamics through a finite state space {1, ...,K ...
Dinata Syalam Ali Wira 
core  

Finite dimensional Markovian realizations for stochastic volatility forward rate models [PDF]

open access: yes
We consider forward rate rate models of HJM type, as well as more general infinite dimensional SDEs, where the volatility/diffusion term is stochastic in the sense of being driven by a separate hidden Markov process.
Björk, Tomas   +2 more
core  

Flips reveal the universal impact of memory on random explorations. [PDF]

open access: yesNat Commun
Brémont J   +4 more
europepmc   +1 more source

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