Results 131 to 140 of about 508,325 (367)
Mathematical Methods in the Applied Sciences, EarlyView.We develop a full randomization of the classical hyper‐logistic growth model by obtaining closed‐form expressions for relevant quantities of interest, such as the first probability density function of its solution, the time until a given fixed population is reached, and the population at the inflection point.
Juan Carlos Cortés +2 more
wiley +1 more source
Heat conduction and the nonequilibrium stationary states of stochastic energy exchange processes [PDF]
, 2017 Thomas Gilbert
openalex +1 more source
A Discontinuous Galerkin Method for Approximating the Stationary Distribution of Stochastic Fluid-Fluid Processes [PDF]
, 2022 Nigel Bean +4 more
openalex +1 more source
Nonparametric methods for volatility density estimation
, 2009 Stochastic volatility modelling of financial processes has become increasingly popular. The proposed models usually contain a stationary volatility process.
Spreij, Peter +2 more
core
Mathematical Methods in the Applied Sciences, Volume 48, Issue 6, Page 6425-6446, April 2025.ABSTRACT The well‐posedness results for mild solutions to the fractional neutral stochastic differential system with Rosenblatt process with Hurst index Ĥ∈12,1$$ \hat{H}\in \left(\frac{1}{2},1\right) $$ is discussed in this article. To demonstrate the results, the concept of bounded integral contractors is combined with the stochastic result and ...
Dimplekumar N. Chalishajar +3 more
wiley +1 more source
Доклады Белорусского государственного университета информатики и радиоэлектроники, 2019 The task of interval prediction of non-stationary processes of stochastic differential equations described by models with variable parameters is considered. Algorithms of interval prediction in the discrete and continuous time are received.
A. V. Ausiannikau
doaj
On the Mean‐Field Limit of Consensus‐Based Methods
Mathematical Methods in the Applied Sciences, EarlyView.ABSTRACT Consensus‐based optimization (CBO) employs a swarm of particles evolving as a system of stochastic differential equations (SDEs). Recently, it has been adapted to yield a derivative free sampling method referred to as consensus‐based sampling (CBS). In this paper, we investigate the “mean‐field limit” of a class of consensus methods, including
Marvin Koß, Simon Weissmann, Jakob Zech
wiley +1 more source
FRACTIONAL BROWNIAN SHEET HOJA BROWNIANA FRACCIONAL
Revista Colombiana de Estadística, 2005 Fractional brownian sheet or two parameter fractional brownian motion and some important properties with selfsimilar and stationary increments are presented.
Blanco Castañeda Liliana +1 more
doaj
A discontinuous Galerkin method for approximating the stationary distribution of stochastic fluid-fluid processes [PDF]
, 2019 Nigel Bean +3 more
openalex +1 more source
An improvement of the integrability of the state space of the $Φ^4_3$-process and the support of the $Φ^4_3$-measure constructed by the limit of stationary processes of approximating stochastic quantization equations [PDF]
, 2021 Seiichiro Kusuoka
openalex +1 more source