Results 121 to 130 of about 24,420 (193)

Random attractors for stochastic lattice reversible Gray-Scott systems with additive noise

Electronic Journal of Differential Equations, 2015
In this article, we prove the existence of a random attractor of the stochastic three-component reversible Gray-Scott system on infinite lattice with additive noise.
Hongyan Li, Junyi Tu
doaj  

Estimating continuous-time income models [PDF]

While earning processes are commonly unobservable income flows which evolve in continuous time, observable income data are usually discrete, having been aggregated over time.
Schluter, Christian, Trede, Mark
core  

Coupling for Ornstein–Uhlenbeck processes with jumps

Bernoulli, 2011
Consider the linear stochastic differential equation (SDE) on $\mathbb{R}^n$: \[\mathrm {d}{X}_t=AX_t\,\mathrm{d}t+B\,\mathrm{d}L_t,\] where $A$ is a real $n\times n$ matrix, $B$ is a real $n\times d$ real matrix and $L_t$ is a L vy process with L vy measure $ $ on $\mathbb{R}^d$.
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Generalized fractional Ornstein-Uhlenbeck processes

, 2008
We introduce an extended version of the fractional Ornstein-Uhlenbeck (FOU) process where the integrand is replaced by the exponential of an independent L vy process. We call the process the generalized fractional Ornstein-Uhlenbeck (GFOU) process. Alternatively, the process can be constructed from a generalized Ornstein-Uhlenbeck (GOU) process using ...
Endo, Kotaro, Matsui, Muneya
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Stochastic Modeling of Adaptive Trait Evolution in Phylogenetics: A Polynomial Regression and Approximate Bayesian Computation Approach

Mathematics
In nature, closely related species often exhibit diverse characteristics, challenging simplistic line interpretations of trait evolution. For these species, the evolutionary dynamics of one trait may differ markedly from another, with some traits ...
Dwueng-Chwuan Jhwueng, Chia-Hua Chang
doaj   +1 more source

Modeling Dynamic Regime Shifts in Diffusion Processes: Approximate Maximum Likelihood Estimation for Two-Threshold Ornstein–Uhlenbeck Models

Mathematics
This study addresses the problem of estimating parameters in a two-threshold Ornstein–Uhlenbeck diffusion process, a model suitable for describing systems that exhibit changes in dynamics when crossing specific boundaries. Such behavior is often observed
Svajone Bekesiene, Anatolii Nikitin, Serhii Nechyporuk   +2 more
doaj   +1 more source

Unrestricted consumption under a deterministic wealth and an Ornstein-Uhlenbeck process as a discount rate. [PDF]

Stoch Model, 2018
Eisenberg J.
europepmc   +1 more source

SCOUP: a probabilistic model based on the Ornstein-Uhlenbeck process to analyze single-cell expression data during differentiation. [PDF]

BMC Bioinformatics, 2016
Matsumoto H, Kiryu H.
europepmc   +1 more source

Stochastic dual epidemic hypothesis model with Ornstein-Uhlenbeck process: Analysis and numerical simulations with SARS-CoV-2 variants

, 2023
Shi Z, Jiang D.
europepmc   +1 more source

Fractional Ornstein-Uhlenbeck Processes

, 2015
In this monograph, we are mainly studying Gaussian processes, in particularly three different types of fractional Ornstein – Uhlenbeck processes. Pioneers in this field may bementioned, e.g. Kolmogorov (1903-1987) and Mandelbrot (1924-2010).The Ornstein – Uhlenbeck diffusion can be constructed from Brownian motion via a Doobtransformation and also from
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