Results 11 to 20 of about 367,563 (184)
Equilibrium stochastic delay processes
Stochastic processes with temporal delay play an important role in science and engineering whenever finite speeds of signal transmission and processing occur.
Viktor Holubec +3 more
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Dilatively stable stochastic processes and aggregate similarity [PDF]
21 pages.
Barczy, Mátyás +2 more
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In this paper, the path integral solutions for a general n-dimensional stochastic differential equations (SDEs) with α-stable Lévy noise are derived and verified.
Wanrong Zan, Yong Xu, Jürgen Kurths
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Exploiting deterministic features in apparently stochastic data
Many processes in nature are the result of many coupled individual subsystems (like population dynamics or neurosystems). Not always such systems exhibit simple stable behaviors that in the past science has mostly focused on.
Ruedi Stoop +3 more
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Exponential Ergodicity of Stochastic Burgers Equations Driven by α-Stable Processes [PDF]
In this work, we prove the strong Feller property and the exponential ergodicity of stochastic Burgers equations driven by $ /2$-subordinated cylindrical Brownian motions with $ \in(1,2)$. To prove the results, we truncate the nonlinearity and use the derivative formula for SDEs driven by $ $-stable noises established in Zhang (arXiv:1204.2630v2).
Dong, Zhao, Xu, Lihu, Zhang, Xicheng
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Studies of methane-oxidizing bacteria are updating our views of their composition and function in paddy and natural wetlands. However, few studies have characterized differences in the methane-oxidizing bacterial communities between paddy and natural ...
Xu Liu +13 more
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Stochastic integration with respect to canonical α-stable cylindrical Lévy processes
31 ...
Bodo, Gergely, Riedle, Markus
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Sample path properties of stochastic processes represented as multiple stable integrals [PDF]
Originally published as a technical report no. 871, October 1989 for Cornell University Operations Research and Industrial Engineering. Available online: http://hdl.handle.net/1813/8754This paper studies the sample path properties of stochastic processes
Rosinski, Jan +2 more
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Implementing Markovian models for extendible Marshall–Olkin distributions
We derive a novel stochastic representation of exchangeable Marshall–Olkin distributions based on their death-counting processes. We show that these processes are Markov.
Sloot Henrik
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A comparative tour through the simulation algorithms for max-stable processes [PDF]
Being the max-analogue of $\alpha$-stable stochastic processes, max-stable processes form one of the fundamental classes of stochastic processes. With the arrival of sufficient computational capabilities, they have become a benchmark in the analysis of ...
Oesting, Marco, Strokorb, Kirstin
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