Results 31 to 40 of about 3,154 (151)
The Ornstein–Uhlenbeck process driven by the Hermite–Ornstein–Uhlenbeck process
Modern Stochastics: Theory and ApplicationsIn this paper, a non-Gaussian Ornstein–Uhlenbeck process driven by a Hermite–Ornstein–Uhlenbeck process is introduced, which belongs to the qth Wiener chaos.
Charles-Philippe Diez, Ciprian A. Tudor
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A Stochastic Epidemic Model [PDF]
The Egyptian Statistical Journal, 1982 In this work, the stochastic epidemic model to be studied assumes just two types of individual in a population of size N, the population of infective persons of size I(t) and the susceptible population of size N-I(t) at any time t.
Shoukry E. M.
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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
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A simple closed-form formula for the conditional moments of the Ornstein-Uhlenbeck process [PDF]
Songklanakarin Journal of Science and Technology (SJST), 2020 This paper derives a simple closed-form formula for the n th conditional moment of the Ornstein-Uhlenbeck (O-U) process, for any positive integer n. The system of recursive ordinary differential equations (ODEs) associated with the n th conditional ...
Kittisak Chumpong +2 more
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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
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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
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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
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The Anatomical Record, EarlyView.Abstract The middle Permian represents a critical interval in therapsid evolution, when gorgonopsians emerged as some of the first specialized apex predators within terrestrial ecosystems. Despite their significance, the early diversification of Gorgonopsia in Gondwana remains poorly understood due to scarcity and fragmentary material.
Zanildo Macungo +5 more
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Levy Noise Affects Ornstein-Uhlenbeck Memory. [PDF]
Entropy (Basel)This paper investigates the memory of the Ornstein–Uhlenbeck process (OUP) via three ratios of the OUP increments: signal-to-noise, noise-to-noise, and tail-to-tail. Intuition suggests the following points: (1) changing the noise that drives the OUP from
Eliazar I.
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Tracing the evolutionary history of the morpho‐anatomy of baculum in primates
The Anatomical Record, EarlyView.Abstract Animal morphology reflects both evolutionary history and present‐day adaptation. Male mammal copulatory structures such as the baculum (penile bone) are ideal for studying these processes because of their complexity and high interspecific variability. In primates, however, research has focused mostly on baculum length.
Federica Spani +3 more
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