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Stochastic Breakeven Analysis

Journal of the Operational Research Society, 1978
This paper presents a practical approach for studying the profit probability distribution defined in stochastic breakeven analysis. After presenting a procedure for calculating the mean and the second to fourth central moments of the profit distribution, the several important uses of these four moments are discussed.
Kottas, John F., Lau, Hon-Shiang
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Analysis of stochastic resonances

Physical Review E, 2003
We investigate the one-dimensional diffusion of a particle in a piecewise linear potential superimposed with a step of a harmonically modulated height. Employing the matching conditions, we solve the corresponding Fokker-Planck equation and we analyze nonlinear features of the particle's mean position as a function of time.
Petr, Chvosta, Peter, Reineker
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Stochastic Analysis

Oberwolfach Reports, 2011
The meeting took place on May 30-June 3, 2011, with over 55 people in attendance. Each day had 6 to 7 talks of varying length (some talks were 30 minutes long), except for Thursday: the traditional hike was moved to Thursday due to the weather (and weather on thursday was indeed fine).
Marco Di Natale   +3 more
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Stochastic safety analysis of stochastic hybrid systems

2017 IEEE 56th Annual Conference on Decision and Control (CDC), 2017
This work establishes an optimisation scheme for computing safety of stochastic hybrid systems. Specifically, the scheme computes the probability of reaching the set of unsafe states from a set of initial states. We address hybrid systems with both sporadic and state dependent switches. The method combines two approaches: the barrier certificate method
Rafael Wisniewski   +1 more
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