Results 81 to 90 of about 34,146 (315)
Stability and sensitivity analysis of stochastic programs with second order dominance constraints [PDF]
, 2010 In this paper we present stability and sensitivity analysis of a stochastic optimization problem with stochastic second order dominance constraints. We consider perturbation of the underlying probability measure in the space of regular measures equipped ...
Xu, Huifu +3 more
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General Stochastic Vector Integration: A New Approach
AppliedMathThis paper presents a topology-based approach to the general vector-valued stochastic integral for predictable integrands and semimartingale integrators. The integral is defined as a unique mapping that achieves closure under the semimartingale topology.
Moritz Sohns, Ali Zakaria Idriss
doaj +1 more source
On the Construction of Some Fractional Stochastic Gompertz Models
Mathematics, 2020 The aim of this paper is the construction of stochastic versions for some fractional Gompertz curves. To do this, we first study a class of linear fractional-integral stochastic equations, proving existence and uniqueness of a Gaussian solution.
Giacomo Ascione, Enrica Pirozzi
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Advanced Engineering Materials, EarlyView.A combined experimental–computational framework identifies energy‐dependent laser absorptivity for NiTi in laser powder‐bed fusion, applicable to conduction and transition modes. Single‐track experiments and thermofluid smoothed particle hydrodynamics simulations are coupled through inverse analysis of melt pool geometry.
Mohamadreza Afrasiabi +3 more
wiley +1 more source
Delay-dependent exponential stability of neutral stochastic delay systems
, 2009 This paper studies stability of neutral stochastic delay systems by linear matrix inequality (LMI) approach. Delay dependent criterion for exponential stability is presented and numerical examples are conducted to verify the effectiveness of the proposed
Mao, X., Huang, L.
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Stochastic integral equations without probability [PDF]
, 2000 A pathwise approach to stochastic integral equations is advocated. Linear extended Riemann-Stieltjes integral equations driven by certain stochastic processes are solved.
Mikosch, T, Norvaisa, R
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Comparison of Triply Periodic Minimal Surface Energy Absorbers Under Uniaxial Compressive Loading
Advanced Engineering Materials, EarlyView.This study investigates LCD 3D printed Triply Periodic Minimal Surface (TPMS) structures as mechanical energy absorbers. By comparing various base designs and layered combinations under uniaxial compression, it identifies that a Diamond‐Gyroid sandwich structure offers superior performance.
Sergej Grednev +2 more
wiley +1 more source
Two Stochastic Volatility Processes - American Option Pricing [PDF]
In this paper we consider the pricing of an American call option whose underlying asset dynamics evolve under the influence of two independent stochastic volatility processes of the Heston (1993) type.
Jonathan Ziveyi, Carl Chiarella
core
, 2012 This is the post-print version of this Article. The official published version can be accessed from the link below - Copyright @ 2012 John Wiley & SonsIn this paper, an ∞ sliding mode control (SMC) problem is studied for a class of discrete-time ...
Wang, Z, Ma, L, Bo, Y, Guo, Z
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Advanced Engineering Materials, EarlyView.This work studies the anisotropic behavior of circular notched tensile specimens of Ni‐base superalloy single crystals during high‐temperature tensile creep along [001], [110], and [111]. Correlative scale‐bridging imaging of specimens reveals early rupture along [110] because 1) plastic deformation proceeds faster at notch center; 2) more (brittle ...
Leonardo Agudo Jácome +6 more
wiley +1 more source