Results 51 to 60 of about 3,154 (151)

Deep Reinforcement Learning‐Based Control for Real‐Time Hybrid Simulation of Civil Structures

International Journal of Robust and Nonlinear Control, EarlyView.
ABSTRACT Real‐time Hybrid Simulation (RTHS) is a cyber‐physical technique that studies the dynamic behavior of a system by combining physical and numerical components that are coupled through a boundary condition enforcer. In structural engineering, the numerical components are subjected to environmental loads that become dynamic displacements of the ...
Andrés Felipe Niño, Alejandro Palacio‐Betancur, Piedad Miranda‐Chiquito, Juan David Amaya, Christian E. Silva, Mariantonieta Gutierrez Soto, Luis Felipe Giraldo   +6 more
wiley   +1 more source

Maximum Likelihood Estimators for a Supercritical Branching Diffusion Process

International Journal of Mathematics and Mathematical Sciences, 2012
The log-likelihood of a nonhomogeneous Branching Diffusion Process under several conditions assuring existence and uniqueness of the diffusion part and nonexplosion of the branching process.
Pablo Olivares, Janko Hernandez
doaj   +1 more source

Bat community assembly in the ecotone of two neotropical biodiversity hotspots is determined by environmental filtering rather than historical factors

Journal of Animal Ecology, EarlyView.
We demonstrate that environmental filtering is the primary mechanism shaping bat communities across the Cerrado–Atlantic Forest ecotone. By integrating phylogenetic diversity, environmental gradients, and coevolutionary assembly models, our study provides new insights into the processes maintaining biodiversity in a globally important transition zone ...
Daiana Cardoso Silva, Hernani F. M. Oliveira, Fabricius M. C. B. Domingos   +2 more
wiley   +1 more source

Minimum Information Variability in Linear Langevin Systems via Model Predictive Control

Entropy
Controlling the time evolution of a probability distribution that describes the dynamics of a given complex system is a challenging problem. Achieving success in this endeavour will benefit multiple practical scenarios, e.g., controlling mesoscopic ...
Adrian-Josue Guel-Cortez, Eun-jin Kim, Mohamed W. Mehrez   +2 more
doaj   +1 more source

Stochastic Theories and Deterministic Differential Equations

Advances in Mathematical Physics, 2010
We discuss the concept of “hydrodynamic” stochastic theory, which is not based on the traditional Markovian concept. A Wigner function developed for friction is used for the study of operators in quantum physics, and for the construction of a quantum ...
John F. Moxnes, Kjell Hausken
doaj   +1 more source

Life Cycle Consumption and Portfolio Choice Under Real Interest Rate Risk

Financial Management, EarlyView.
ABSTRACT We set up a life cycle model with real interest rate risk to demonstrate that real interest rates have implications for optimal household consumption and investments. Lower interest rates lead to higher optimal stock investments and lower consumption.
Marcel Fischer, Natascha Jankowski
wiley   +1 more source

The Evolution of Interest‐Rate Models: From the Yield Curve to the Swaption Cube

Journal of Economic Surveys, EarlyView.
ABSTRACT Interest‐rate modelling is often taught as a catalogue of competing stochastic equations, obscuring why models were created and why modern sell‐side desks use several simultaneously. This survey reorganises the field around five layers of a pricing architecture: curve construction; arbitrage‐free dynamics; volatility‐smile representation ...
Xuan Feng, Salman Huseynov, Diomides Mavroyiannis   +2 more
wiley   +1 more source

Alternative way to derive the distribution of the multivariate Ornstein–Uhlenbeck process

Advances in Difference Equations, 2019
In this paper, we solve the Fokker–Planck equation of the multivariate Ornstein–Uhlenbeck process to obtain its probability density function. This approach allows us to ascertain the distribution without solving it analytically.
P. Vatiwutipong, N. Phewchean
doaj   +1 more source

Functional Vašiček Model

Journal of Time Series Analysis, EarlyView.
ABSTRACT We propose a new formulation of the Vašičekmodel within the framework of functional data analysis. We treat observations (continuous‐time rates) within a suitably defined trading day as a single statistical object. We then consider a sequence of such objects, indexed by day.
Piotr Kokoszka, Neda Mohammadi, Leonardo Santoro, Hong Miao, Haonan Wang   +4 more
wiley   +1 more source

Asymptotics of Time‐Varying Processes in Continuous‐Time Using Locally Stationary Approximations

Journal of Time Series Analysis, EarlyView.
ABSTRACT We introduce a general theory on stationary approximations for locally stationary continuous‐time processes. Based on the stationary approximation, we use θ$$ \theta $$‐weak dependence to establish laws of large numbers and central limit type results under different observation schemes.
Robert Stelzer, Bennet Ströh
wiley   +1 more source