Results 31 to 40 of about 24,373 (148)

p-variation of Ornstein–Uhlenbeck type processes

Lietuvos Matematikos Rinkinys, 2007
The p-variation of sample paths of Ornstein–Uhlenbeck type processes is investigated. It is shown that the p-variation index of such a process is the same as the p-variation index of the driving Lévy process, provided this process is of unbounded total ...
Martynas Manstavičius
doaj   +1 more source

Optimal consumption problem in the Vasicek model [PDF]

Opuscula Mathematica, 2015
We consider the problem of an optimal consumption strategy on the infinite time horizon based on the hyperbolic absolute risk aversion utility when the interest rate is an Ornstein-Uhlenbeck process.
Jakub Trybuła
doaj   +1 more source

Irreversibility in Active Matter: General Framework for Active Ornstein-Uhlenbeck Particles

Frontiers in Physics, 2021
Active matter systems are driven out of equilibrium by conversion of energy into directed motion locally on the level of the individual constituents.
Lennart Dabelow, Ralf Eichhorn
doaj   +1 more source

Persistence and extinction of a modified Leslie–Gower Holling-type II two-predator one-prey model with Lévy jumps

Journal of Biological Dynamics, 2022
This paper is concerned with a modified Leslie–Gower and Holling-type II two-predator one-prey model with Lévy jumps. First, we use an Ornstein–Uhlenbeck process to describe the environmental stochasticity and prove that there is a unique positive ...
Yongxin Gao, Fan Yang
doaj   +1 more source

Connection between deriving bridges and radial parts from multidimensional Ornstein-Uhlenbeck processes

, 2005
First we give a construction of bridges derived from a general Markov process using only its transition densities. We give sufficient conditions for their existence and uniqueness (in law). Then we prove that the law of the radial part of the bridge with
Barczy, Matyas, Pap, Gyula
core   +2 more sources

Ornstein-Uhlenbeck-Cauchy Process

, 1999
We combine earlier investigations of linear systems with L\'{e}vy fluctuations [Physica {\bf 113A}, 203, (1982)] with recent discussions of L\'{e}vy flights in external force fields [Phys.Rev. {\bf E 59},2736, (1999)].
Cambanis, Cáceres, Chandrasekhar, Chojnowska-Michalik, Doob, Garbaczewski, Garbaczewski, Garbaczewski, Garbaczewski, Jespersen, Mantegna, Mantegna, Monti, Piotr Garbaczewski, Robert Olkiewicz, Tsallis, Uchaikin, Uhlenbeck, Wang, West   +19 more
core   +1 more source

Linearizing and Forecasting: A Reservoir Computing Route to Digital Twins of the Brain

Advanced Science, EarlyView.
A new approach uses simple neural networks to create digital twins of brain activity, capturing how different patterns unfold over time. The method generates and recovers key dynamics even from noisy data. When applied to fMRI, it predicts brain signals and reveals distinctive activity patterns across regions and individuals, opening possibilities for ...
Gabriele Di Antonio, Tommaso Gili, Andrea Gabrielli, Maurizio Mattia   +3 more
wiley   +1 more source

VAE+DDPG: An Attention‐Enhanced Variational Autoencoder for Deep Reinforcement Learning‐Based Autonomous Navigation in Low‐Light Environments

Advanced Intelligent Systems, EarlyView.
Variational Autoencoder+Deep Deterministic Policy Gradient addresses low‐light failures of infrared depth sensing for indoor robot navigation. Stage 1 pretrains an attention‐enhanced Variational Autoencoder (Convolutional Block Attention Module+Feature Pyramid Network) to map dark depth frames to a well‐lit reconstruction, yielding a 128‐D latent code ...
Uiseok Lee, Chanhong Hwang, Hyunseok Kang, Yechan Park, Hangwoo Jin, Tuan Anh Nguyen, Eunmi Choi, Dugki Min   +7 more
wiley   +1 more source

Morphological variation in atlas and axis of Neotropical spiny rats (Rodentia, Echimyidae)

The Anatomical Record, EarlyView.
Abstract The unique morphologies of the first two cervical vertebrae, the atlas and axis, represent a significant innovation in mammalian evolution. These structures support the weight of the head and enable intricate movements of the head and neck.
Thomas Furtado da Silva Netto, João Felipe Leal Kaiuca, Adriana Itatí Olivares, William Corrêa Tavares   +3 more
wiley   +1 more source

Optimal Investment and Consumption for Multidimensional Spread Financial Markets with Logarithmic Utility

Stats, 2021
We consider a spread financial market defined by the multidimensional Ornstein–Uhlenbeck (OU) process. We study the optimal consumption/investment problem for logarithmic utility functions using a stochastic dynamical programming method.
Sahar Albosaily, Serguei Pergamenchtchikov   +1 more
doaj   +1 more source