Results 81 to 90 of about 10,498,711 (191)

Research on temperature control of proton exchange membrane electrolysis cell based on MO‐TD3

IET Renewable Power Generation
To 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
doaj   +1 more source

Dynamical Behaviors of Stochastic SIS Epidemic Model with Ornstein–Uhlenbeck Process

Axioms
Controlling 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, Jianguo Sun, Peng Yu, Daqing Jiang   +3 more
doaj   +1 more source

The multivariate fractional Ornstein–Uhlenbeck process

Stochastic Processes and their Applications
Starting from the notion of multivariate fractional Brownian Motion introduced in [F. Lavancier, A. Philippe, and D. Surgailis. Covariance function of vector self-similar processes. Statistics & Probability Letters, 2009] we define a multivariate version of the fractional Ornstein-Uhlenbeck process. This multivariate Gaussian process is stationary,
Ranieri Dugo, Giacomo Giorgio, Paolo Pigato   +2 more
openaire   +2 more sources

Well-balanced Lévy driven Ornstein-Uhlenbeck processes [PDF]

, 2010
In this paper we introduce the well-balanced Lévy driven Ornstein-Uhlenbeck process as a moving average process of the form X_t=integral(exp(-lambda*|t-u|)dL_u).
Schnurr, Alexander, Woerner, Jeannette H. C.   +1 more
core   +1 more source

Random attractors for stochastic retarded reaction-diffusion equations with multiplicative white noise on unbounded domains

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
doaj   +1 more source

Analysis of Stochastic SIRC Model with Cross Immunity Based on Ornstein-Uhlenbeck Process. [PDF]

Qual Theory Dyn Syst, 2023
Ni Z, Jiang D, Cao Z, Mu X.
europepmc   +1 more source

First Passage Time of Filtered Poisson Process with Exponential Shape Function [PDF]

Solving some integro-differential equation we find the Laplace transformation of the first passage time for Filtered Poisson Process generated by pulses with uniform or exponential distributions.
E. Shinjikashvili, N. Kordzakhia, R. E. Melchers, Alexander Novikov   +3 more
core  

Stationary distribution of a reaction-diffusion hepatitis B virus infection model driven by the Ornstein-Uhlenbeck process. [PDF]

PLoS One, 2023
Zhang Z, Liang G, Chang K.
europepmc   +1 more source

First Hitting Place Probabilities for a Discrete Version of the Ornstein-Uhlenbeck Process

International Journal of Mathematics and Mathematical Sciences, 2009
A Markov chain with state space {0,…,N} and transition probabilities depending on the current state is studied. The chain can be considered as a discrete Ornstein-Uhlenbeck process. The probability that the process hits N before 0 is computed explicitly.
Mario Lefebvre, Jean-Luc Guilbault
doaj   +1 more source

An application of Ornstein-Uhlenbeck process to commodity pricing in Thailand

Advances in Difference Equations, 2017
In this paper, we examine an application of Ornstein-Uhlenbeck process to commodity pricing in Thailand. Prices of Tapioca Starch, Ribbed Smoke Sheet no. 3, and Thai Hom Mali Rice are investigated. We use three parameter estimation methods: least squares
Nattiya Chaiyapo, Nattakorn Phewchean
doaj   +1 more source