Results 61 to 70 of about 2,080,038 (236)

Zero-sum risk-sensitive continuous-time stochastic games with unbounded payoff and transition rates and Borel spaces [PDF]

, 2021
Junyu Zhang, Xianping Guo, Li Xia
openalex   +1 more source

Stochastic waves [PDF]

Transactions of the American Mathematical Society, 1983
Let ϕ \phi be a real valued function defined on the state space of a Markov process x t {x_t} . Let τ t {\tau _t} be the first time x t {x_t} gets to a level set of ϕ
Dynkin, E. B., Vanderbei, R. J.
openaire   +2 more sources

Memristor-based model of neuronal excitability and synaptic potentiation

Frontiers in Neuroscience
In this manuscript, we investigate the memristor-based implementation of neuronal ion channels in a mathematical model and an experimental circuit for a neuronal oscillator. We used a FitzHugh-Nagumo equation system describing neuronal excitability.
Ivan M. Kipelkin, Ivan M. Kipelkin, Svetlana A. Gerasimova, Alexey I. Belov, Davud V. Guseinov, Alexander V. Kruglov, Dmitry A. Serov, Max O. Talanov, Max O. Talanov, Alexey N. Mikhaylov, Alexey N. Mikhaylov, Victor B. Kazantsev, Victor B. Kazantsev   +12 more
doaj   +1 more source

A maximum principle for controlled time-symmetric forward-backward doubly stochastic differential equation with initial-terminal sate constraints

, 2012
In this paper, we study the optimal control problem of a controlled time-symmetric forward-backward doubly stochastic differential equation with initial-terminal sate constraints.
Ji, Shaolin, Wei, Qingmeng, Zhang, Xiumin   +2 more
core   +2 more sources

Almost Periodic Solutions for Impulsive Fractional Stochastic Evolution Equations

International Journal of Analysis and Applications, 2014
In this paper, we consider the existence of square-mean piecewise almost periodic solutions for impulsive fractional stochastic evolution equations involving Caputo fractional derivative.
Toufik Guendouzi, Lamia Bousmaha
doaj   +2 more sources

Stochastic Spanning [PDF]

Journal of Business & Economic Statistics, 2018
This study develops and implements methods for analyzing whether introducing new securities or relaxing investment constraints improves the investment opportunity set for risk averse investors. We develop a statistical test procedure for ‘stochastic spanning’ for two nested polyhedral portfolio sets based on subsampling and Linear Programming. The test
Arvanitis, Stelios, Hallam, Mark, Post, Thierry, Topaloglou, Nikolas   +3 more
openaire   +2 more sources

Stochastic Gravity

International Journal of Theoretical Physics, 1999
Latex 35 pages, to be published in Int. J. Theor. Phys. (1999)
openaire   +3 more sources

A Machine Learning Vibration-Based Methodology for Robust Detection and Severity Characterization of Gear Incipient Faults Under Variable Working Speed and Load

Machines
A machine learning (ML) methodology for the robust detection and severity characterization of incipient gear faults under variable speed and load is postulated. The methodology is trained using vibration signals from a single accelerometer mounted on the
Dimitrios M. Bourdalos, John S. Sakellariou   +1 more
doaj   +1 more source

Bubble nucleation in a cold spin 1 gas

New Journal of Physics, 2023
Cold atomic gases offer the prospect of simulating the physics of the very early Universe in the laboratory. In the condensate phase, the gas is described by a field theory with key features of high energy particle theory.
Thomas P Billam, Kate Brown, Ian G Moss
doaj   +1 more source

Extensions of Dupire Formula: Stochastic Interest Rates and Stochastic Local Volatility

, 2020
We derive generalizations of Dupire formula to the cases of general stochastic drift and/or stochastic local volatility. First, we handle a case in which the drift is given as difference of two stochastic short rates. Such a setting is natural in foreign
Ogetbil, Orcan
core