Results 81 to 90 of about 19,539 (276)
Exact Controllability of Linear Stochastic Differential Equations and Related Problems
, 2016 A notion of $L^p$-exact controllability is introduced for linear controlled (forward) stochastic differential equations, for which several sufficient conditions are established.
Wang, Yanqing +3 more
core
Optimal model‐based design of experiments for parameter precision: Supercritical extraction case
The Canadian Journal of Chemical Engineering, EarlyView.Abstract This study investigates the process of chamomile oil extraction from flowers. A parameter‐distributed model consisting of a set of partial differential equations is used to describe the governing mass transfer phenomena in a cylindrical packed bed with solid chamomile particles under supercritical conditions using carbon dioxide as a solvent ...
Oliwer Sliczniuk, Pekka Oinas
wiley +1 more source
Restricted Tweedie stochastic block models
Canadian Journal of Statistics, EarlyView.Abstract The stochastic block model (SBM) is a widely used framework for community detection in networks, where the network structure is typically represented by an adjacency matrix. However, conventional SBMs are not directly applicable to an adjacency matrix that consists of nonnegative zero‐inflated continuous edge weights.
Jie Jian, Mu Zhu, Peijun Sang
wiley +1 more source
Electronic Journal of Differential Equations, 2018 This article shows Carleman estimate and null controllability of a cascade control system governed by the semilinear degenerate parabolic equations with the general convection terms.
Jianing Xu, Chunpeng Wang, Yuanyuan Nie
doaj
Local feedback stabilisation to a non-stationary solution for a damped non-linear wave equation
, 2012 We study a damped semi-linear wave equation in a bounded domain with smooth boundary. It is proved that any sufficiently smooth solution can be stabilised locally by a finite-dimensional feedback control supported by a given open subset satisfying a ...
Ammari, Kaïs +2 more
core +1 more source
An observation‐driven state‐space model for claims size modelling
Canadian Journal of Statistics, EarlyView.Abstract State‐space models are popular in econometrics. Recently, these models have gained some popularity in the actuarial literature. The best known state‐space models are of the Kalman‐filter type. These are called parameter‐driven because the observations do not impact the state‐space dynamics.
Jae Youn Ahn +2 more
wiley +1 more source
The Hautus-Type Inequality for Abstract Fractional Cauchy Problems and Its Observability
Journal of MathematicsIn this paper, we investigate the observability of the fractional resolvent family, and we prove two main results: the first result shows a generalization of the Hautus-type test for observable exponentially stable semigroups to the fractional resolvent ...
Li Chen-Yu
doaj +1 more source
Optimal dividends for a NatCat insurer in the presence of a climate tipping point
Canadian Journal of Statistics, EarlyView.Abstract We study optimal dividend strategies for an insurance company facing natural catastrophe claims, anticipating the arrival of a climate tipping point after which the claim intensity and/or the claim size distribution of the underlying risks deteriorates irreversibly.
Hansjörg Albrecher +2 more
wiley +1 more source
A Markov approach to credit rating migration conditional on economic states
Canadian Journal of Statistics, EarlyView.Abstract We develop a model for credit rating migration that accounts for the impact of economic state fluctuations on default probabilities. The joint process for the economic state and the rating is modelled as a time‐homogeneous Markov chain. While the rating process itself possesses the Markov property only under restrictive conditions, methods ...
Michael Kalkbrener, Natalie Packham
wiley +1 more source
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT The purpose of this study is to examine the relationship between board composition characteristics and ESG performance in companies from BRICS countries, and to assess how sector sensitivity moderates this relationship. A sample of 2045 BRICS companies was examined using panel data regression with random effects and logistic regression ...
Geovane Camilo dos Santos +2 more
wiley +1 more source