Results 61 to 70 of about 24,373 (148)
$q-$Wiener ($\alpha,q)-$ Ornstein-Uhlenbeck processes. A generalization of known processes
, 2011 We collect, scattered through literature, as well as we prove some new properties of two Markov processes that in many ways resemble Wiener and Ornstein--Uhlenbeck processes.
Anshelevich +3 more
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A note on the central limit theorem for a one-sided reflected Ornstein-Uhlenbeck process
, 2016 In this short communication we present a (functional) central limit theorem for the idle process of a one-sided reflected Ornstein-Uhlenbeck ...
Giorno +10 more
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Localisable moving average stable and multistable processes [PDF]
, 2009 We study a particular class of moving average processes which possess a property called localisability. This means that, at any given point, they admit a ``tangent process'', in a suitable sense.
Falconer, Kenneth +2 more
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Effects of Noise on Entropy Evolution
, 2005 We study the convergence properties of the conditional (Kullback-Leibler) entropy in stochastic systems. We have proved very general results showing that asymptotic stability is a necessary and sufficient condition for the monotone convergence of the ...
Abbondandolo +27 more
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On a flow of transformations of a Wiener space
, 2011 In this paper, we define, via Fourier transform, an ergodic flow of transformations of a Wiener space which preserves the law of the Ornstein-Uhlenbeck process and which interpolates the iterations of a transformation previously defined by Jeulin and Yor.
Najnudel, J., Stroock, D., Yor, M.
core
Degenerate self-similar measures, spectral asymptotics and small deviations of Gaussian processes
, 2010 We find the logarithmic small ball asymptotics for the $L_2$-norm with respect to a degenerate self-similar measures of a certain class of Gaussian processes including Brownian motion, Ornstein - Uhlenbeck process and their integrated counterparts ...
Nazarov, A. I., Sheipak, I. A.
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Research on temperature control of proton exchange membrane electrolysis cell based on MO‐TD3
IET Renewable Power GenerationTo solve the problem of temperature control in proton exchange membrane electrolytic cell (PEMEC), this paper presents a temperature control method based on multi‐experience pool probability playback and Ornstein‐Uhlenbeck noise‐twin delay depth ...
Libo Ma, Hongshan Zhao, Sichao Pan
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On the Cauchy problem for non-local Ornstein--Uhlenbeck operators
, 2015 We study the Cauchy problem involving non-local Ornstein-Uhlenbeck operators in finite and infinite dimensions. We prove classical solvability without requiring that the L\'evy measure corresponding to the large jumps part has a first finite moment ...
Priola, Enrico, Tracà, Stefano
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Dynamical Behaviors of Stochastic SIS Epidemic Model with Ornstein–Uhlenbeck Process
AxiomsControlling infectious diseases has become an increasingly complex issue, and vaccination has become a common preventive measure to reduce infection rates. It has been thought that vaccination protects the population. However, there is no fully effective
Huina Zhang +3 more
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Open Mathematics, 2018 In this paper we investigate the stochastic retarded reaction-diffusion equations with multiplicative white noise on unbounded domain ℝn (n ≥ 2). We first transform the retarded reaction-diffusion equations into the deterministic reaction-diffusion ...
Jia Xiaoyao, Ding Xiaoquan, Gao Juanjuan
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