Results 41 to 50 of about 932 (203)

A note on strong solutions of stochastic differential equations with a discontinuous drift coefficient

, 2006
The existence of a mean-square continuous strong solution is established for vector-valued Itö stochastic differential equations with a discontinuous drift coefficient, which is an increasing function, and with a Lipschitz continuous diffusion ...
Nikolaos Halidias, Kloeden, Peter E., P. E. Kloeden, Halidias, Nikolaos   +3 more
core   +1 more source

The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications

, 2008
This paper deals with a class of backward stochastic differential equations with Poisson jumps and with random terminal times. We prove the existence and uniqueness result of adapted solution for such a BSDE under the assumption of non-Lipschitzian ...
Mao, X., , NSF of Guangdong Province (Funder), Mao, Xuerong, Yin, J., NSF of Guangdong Province (Funder), Yin, Juliang   +5 more
core   +1 more source

“It Is Much Safer to Be Sparse than Connected”: Safe Control of Robotic Swarm Density Dynamics with PDE Optimization with State Constraints

Advanced Intelligent Systems, EarlyView.
This paper proposes a novel control framework to ensure safety of a robotic swarm. A feedback optimization controller is capable of driving the swarm toward a target density while keeping risk‐zone exposure below a safety threshold. Theory and experiments show how safety is more effectively achieved for sparsely connected swarms.
Longchen Niu, Gennaro Notomista
wiley   +1 more source

A goodness‐of‐fit test for regression models with discrete outcomes

Canadian Journal of Statistics, EarlyView.
Abstract Regression models are often used to analyze discrete outcomes, but classical goodness‐of‐fit tests such as those based on the deviance or Pearson's statistic can be misleading or have little power in this context. To address this issue, we propose a new test, inspired by the work of Czado et al.
Lu Yang, Christian Genest, Johanna G. Nešlehová   +2 more
wiley   +1 more source

Stochastic invariance of closed sets with non-Lipschitz coefficients

Stochastic Processes and their Applications, 2019
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Eduardo Abi Jaber, Bruno Bouchard, Camille Illand   +2 more
openaire   +2 more sources

Strong convergence rates for backward Euler–Maruyama method for non-linear dissipative-type stochastic differential equations with super-linear diffusion coefficients

, 2013
In this work, we generalize the current theory of strong convergence rates for the backward Euler–Maruyama scheme for highly non-linear stochastic differential equations, which appear in both mathematical finance and bio-mathematics.
Szpruch, Lukasz, Mao, Xuerong
core   +1 more source

On the analyzing of bifurcation properties of the one‐dimensional Mackey–Glass model by using a generalized approach

Mathematical Methods in the Applied Sciences, EarlyView.
The goal of this work is to look at how a nonlinear model describes hematopoiesis and its complexities utilizing commonly used techniques with historical and material links. Based on time delay, the Mackey–Glass model is explored in two instances. To offer a range, the relevance of the parameter impacting stability (bifurcation) is recorded.
Shuai Zhang, Yaya Wang, Hongyin Geng, Wei Gao, Esin Ilhan, Haci Mehmet Baskonus   +5 more
wiley   +1 more source

Random Chemostats with Competition and Different Kinetics to Investigate the Growth of the Gut Microbiome

Mathematical Methods in the Applied Sciences, EarlyView.
ABSTRACT We investigate some chemostat models incorporating wall growth, competition, random fluctuations on the dilution rate, and different consumption functions (Monod and Haldane). We analyze the asymptotic behavior of the solutions of the corresponding random differential systems to establish conditions on the model parameters under which the ...
Javier López‐de‐la‐Cruz, Felipe Rivero, Carlos R. Takaessu Jr.   +2 more
wiley   +1 more source

Confidence Lipschitz classifiers: an instrument of guaranteed reliability

Научно-технический вестник информационных технологий, механики и оптики
A new method of guaranteed solution for multiclass classification problem of stochastic objects is proposed. Within the framework of the proposed approach, the classification result is a finite set of class indices which with a predetermined confidence ...
A. V. Timofeev
doaj   +1 more source

Physics‐Informed Neural Networks for Battery Degradation Prediction Under Random Walk Operations

Quality and Reliability Engineering International, EarlyView.
ABSTRACT This study addresses the challenge of predicting the state of health (SoH) and capacity degradation in Battery Energy Storage Systems (BESS) under highly variable conditions induced by frequent control adjustments. In environments where random walk behavior prevails due to stochastic control commands, conventional estimation methods often ...
Alaa Selim, Huadong Mo, Hemanshu Pota, Daoyi Dong   +3 more
wiley   +1 more source