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Markov chains with discontinuous drifts have differential inclusion limits [PDF]
, 2012 International audienceIn this paper, we study deterministic limits of Markov processes having discontinuous drifts. While most results assume that the limiting dynamics is continuous, we show that these conditions are not necessary to prove convergence ...
Gast, Nicolas, Gaujal, Bruno
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Mathematics, 2022 The work is dedicated to mathematical modelling of random diffusion flows of admixture particles in a two-phase stratified strip with stochastic disposition of phases and random thickness of inclusion-layers.
Olha Chernukha +4 more
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Inferring temporal dynamics from cross-sectional data using Langevin dynamics
Royal Society Open Science, 2021 Cross-sectional studies are widely prevalent since they are more feasible to conduct compared with longitudinal studies. However, cross-sectional data lack the temporal information required to study the evolution of the underlying dynamics. This temporal
Pritha Dutta +4 more
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Stochastic Langevin Differential Inclusions with Applications to Machine Learning
CoRR, 2022 Stochastic differential equations of Langevin-diffusion form have received significant attention, thanks to their foundational role in both Bayesian sampling algorithms and optimization in machine learning. In the latter, they serve as a conceptual model of the stochastic gradient flow in training over-parameterized models.
Fabio V. Difonzo +2 more
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Remote Sensing, 2021 The prediction of spatial and temporal variation of soil water content brings numerous benefits in the studies of soil. However, it requires a considerable number of covariates to be included in the study, complicating the analysis.
Ester Carbó +5 more
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Applied Sciences, 2022 The optimal methods for the synthesis of mechanisms in rehabilitation usually require solving constrained optimization problems. Metaheuristic algorithms are frequently used to solve these problems with the inclusion of Constraint-Handling Techniques ...
José Saúl Muñoz-Reina +3 more
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THE BOUNDEDNESS OF SOLUTIONS FOR STOCHASTIC DIFFERENTIAL INCLUSIONS [PDF]
Bulletin of the Korean Mathematical Society, 2003 Let \((\Omega,{\mathcal F},P)\) be a complete probability with a right-continuous increasing family \(({\mathcal F_t})_{t\geq 0}\) of \(\sigma\)-fields each containing all \(P\)-nul sets. Let \(B= (B_t)_{t\geq 0}\) be an \(r\)-dimensional \(({\mathcal F}_t)\)-Brownian motion.
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Stochastic Linear Quadratic Stackelberg Differential Game with Overlapping Information [PDF]
, 2020 This paper is concerned with the stochastic linear quadratic Stackelberg differential game with overlapping information, where the diffusion terms contain the control and state variables.
Jie Xiong, Guangchen Wang, Jingtao Shi
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A market model: uncertainty and reachable sets
International Journal for Simulation and Multidisciplinary Design Optimization, 2015 Uncertain parameters are always present in models that include human factor. In marketing the uncertain consumer behavior makes it difficult to predict the future events and elaborate good marketing strategies.
Raczynski Stanislaw
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Dynamics of economic growth: Uncertainty treatment using differential inclusions
MethodsX, 2019 The article is focused on applications of the differential inclusions to the models of economic growth, rather than the model building. The models are taken from the known literature, and some modifications are introduced to reflect an additional inertia.
Stanislaw Raczynski
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