Results 71 to 80 of about 657,839 (241)
Systems Science & Control Engineering, 2020 This paper is concerned with a class of stochastic set differential equations (SSDEs) driven by a fractional Brownian motion (fBm) with the Lipschitzian condition. The solutions of SSDEs with an fBm are set-valued stochastic processes.
Jialu Zhu, Yong Liang, Weiyin Fei
doaj +1 more source
What Do Large Language Models Know About Materials?
Advanced Engineering Materials, EarlyView.If large language models (LLMs) are to be used inside the material discovery and engineering process, they must be benchmarked for the accurateness of intrinsic material knowledge. The current work introduces 1) a reasoning process through the processing–structure–property–performance chain and 2) a tool for benchmarking knowledge of LLMs concerning ...
Adrian Ehrenhofer +2 more
wiley +1 more source
Analytic-numerical solution of random parabolic models: a mean square fourier transform approach
Mathematical Modelling and Analysis, 2018 This paper deals with the construction of mean square analytic-numerical solution of parabolic partial differential problems where both initial condition and coefficients are stochastic processes. By using a random Fourier transform, an infinite integral
María-Consuelo Casabán +2 more
doaj +1 more source
, 2014 Stochastic Integrals David Karal Abstrakt In this thesis we study the Wiener process and stochastic integrals. The thesis defines the basic objects of stochastic analysis and the existence of the Wiener process and some of its properties are shown.
Karal, David
core
Advanced Engineering Materials, EarlyView.A unified research data management framework for heterogeneous materials data is presented. The system integrates multimodal datasets using ontologies and knowledge graphs, enabling interoperability and FAIR (findable, accessible, interoperable, reusable) data principles. By linking data across scales and workflows, it supports reproducible, Artifitial
Doaa Mohamed +6 more
wiley +1 more source
A General Ostrowski Type Inequality for Double Integrals [PDF]
, 2000 Some generalisations of an Ostrowski Type Inequality in two dimensions for n-time differentiable mappings are given. The result is an Integral Inequality with bounded n-time derivatives.
Hanna, George T +2 more
core +3 more sources
A Weak Convergence to Hermite Process by Martingale Differences
Advances in Mathematical Physics, 2014 We consider the weak convergence to general Hermite process ZH,k of order k with index H. By applying martingale differences we construct a sequence {ZH,kn , n=1,2,…} of multiple Wiener-Itô stochastic integrals such that it converges in distribution to ...
Xichao Sun, Ronglong Cheng
doaj +1 more source
Wick calculus on spaces of regular generalized functions of Levy white noise analysis
Karpatsʹkì Matematičnì Publìkacìï, 2018 Many objects of the Gaussian white noise analysis (spaces of test and generalized functions, stochastic integrals and derivatives, etc.) can be constructed and studied in terms of so-called chaotic decompositions, based on a chaotic representation ...
M.M. Frei
doaj +1 more source
Convergence to Stochastic Integrals with Non-linear integrands [PDF]
In this paper we present a general result concerning the convergence to stochastic integrals with non-linear integrands. The key finding represents a generalization of Chan and Wei's (1988) Theorem 2.4 and that of Ibragimov and Phillips' (2004) Theorem 8.
Bent Nielsen, Carlos Caceres
core
Properties of generalized set-valued stochastic integrals [PDF]
, 2014 The paper is devoted to properties of generalized set-valued stochastic integrals defined in [10]. These integrals generalize set-valued stochastic integrals defined by E.J. Jung and J.H. Kim in the paper [4].
Kisielewicz, Michał
core +1 more source