Results 51 to 60 of about 104,971 (280)

On the weak convergence of multiparameter stochastic integrals

open access: yesOpen Mathematics
In this paper we provide sufficient conditions for sequences of stochastic processes of the form ∫ [0,t] f n(u)θ n(u)du, to weakly converge, in the space of continuous functions over a closed interval, to integrals with respect to the Brownian motion, ∫ [
Bardina Xavier, Boukfal Salim
doaj   +1 more source

Multiple Q-Adapted Integrals and Ito Formula of Noncommutative Stochastic Calculus in Fock Space

open access: yes, 2011
We study the continuity property of multiple Q-adapted quantum stochastic integrals with respect to noncommuting integrands given by the non-adapted multiple integral kernels in Fock scale. The noncommutative algebra of relatively (exponentially) bounded
Belavkin, Viacheslav P.   +1 more
core   +1 more source

All‐in‐One Analog AI Hardware: On‐Chip Training and Inference with Conductive‐Metal‐Oxide/HfOx ReRAM Devices

open access: yesAdvanced Functional Materials, EarlyView.
An all‐in‐one analog AI accelerator is presented, enabling on‐chip training, weight retention, and long‐term inference acceleration. It leverages a BEOL‐integrated CMO/HfOx ReRAM array with low‐voltage operation (<1.5 V), multi‐bit capability over 32 states, low programming noise (10 nS), and near‐ideal weight transfer.
Donato Francesco Falcone   +11 more
wiley   +1 more source

The random Wigner distribution of Gaussian stochastic processes with covariance in S0(ℝ2d)

open access: yesJournal of Function Spaces and Applications, 2005
The paper treats time-frequency analysis of scalar-valued zero mean Gaussian stochastic processes on ℝd. We prove that if the covariance function belongs to the Feichtinger algebra S0(ℝ2d) then: (i) the Wigner distribution and the ambiguity function of ...
Patrik Wahlberg
doaj   +1 more source

The Moments for Some Hyperbolic Stochastic Differential Equations [PDF]

open access: yesAl-Rafidain Journal of Computer Sciences and Mathematics
This paper investigates moments for Ito's integral formula involving general form of hyperbolic stochastic functions, hyperbolic stochastic functions, which combine the deterministic structure of hyperbolic functions with stochastic elements such as ...
Noor Ramadan Mutter   +1 more
doaj   +1 more source

Circular‐Polarization‐Sensitive Organic Photodetectors with a Chiral Nanopatterned Electrode Inverse‐Designed by Genetic Algorithm

open access: yesAdvanced Functional Materials, EarlyView.
A chiral photodetector capable of selectively distinguishing left‐ and right‐handed circularly polarized light is experimentally demonstrated. The device, which features a nanopatterned electrode inverse‐designed by a genetic algorithm within a metal–dielectric–metal nanocavity that incorporates a vacuum‐deposited small‐molecule multilayer, exhibits ...
Kyung Ryoul Park   +3 more
wiley   +1 more source

On Fractional Hermite–Hadamard-Type Inequalities for Harmonically s-Convex Stochastic Processes

open access: yesFractal and Fractional
In this paper, we investigate Hermite–Hadamard-type inequalities for harmonically s-convex stochastic processes via Riemann–Liouville fractional integrals. We begin by introducing the notion of harmonically s-convex stochastic processes. Subsequently, we
Rabab Alzahrani   +3 more
doaj   +1 more source

An Averaging Principle for Stochastic Differential Delay Equations with Fractional Brownian Motion

open access: yesAbstract and Applied Analysis, 2014
An averaging principle for a class of stochastic differential delay equations (SDDEs) driven by fractional Brownian motion (fBm) with Hurst parameter in (1/2,1) is considered, where stochastic integration is convolved as the path integrals. The solutions
Yong Xu, Bin Pei, Yongge Li
doaj   +1 more source

Stochastic Electrodynamics: Lessons from Regularizing the Harmonic Oscillator

open access: yesAtoms, 2019
In this paper, the harmonic oscillator problem in Stochastic Electrodynamics is revisited. Using the exact shape of the Lorentz damping term prevents run-away effects.
Theodorus Maria Nieuwenhuizen
doaj   +1 more source

A Fast Mean-Reverting Correction to Heston's Stochastic Volatility Model

open access: yes, 2012
We propose a multi-scale stochastic volatility model in which a fast mean-reverting factor of volatility is built on top of the Heston stochastic volatility model.
Fouque, Jean-Pierre, Lorig, Matthew
core   +1 more source

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