Results 11 to 20 of about 3,152,040 (308)
Invariant Measure for Stochastic Schrödinger Equations [PDF]
Annales Henri Poincaré, 2021 Quantum trajectories are Markov processes that describe the time-evolution of a quantum system undergoing continuous indirect measurement. Mathematically, they are defined as solutions of the so-called "Stochastic Schrödinger Equations", which are nonlinear stochastic differential equations driven by Poisson and Wiener processes.
Benoist, Tristan +3 more
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Stochastic flows with interaction and measure-valued processes [PDF]
International Journal of Mathematics and Mathematical Sciences, 2003 We consider the new class of the Markov measure-valued stochastic processes with constant mass. We give the construction of such processes with the family of the probabilities which describe the motion of single particles.
Andrey A. Dorogovtsev
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Iterated stochastic measurements [PDF]
Journal of Physics A: Mathematical and Theoretical, 2012 We describe a measurement device principle based on discrete iterations of Bayesian updating of system state probability distributions. Although purely classical by nature, these measurements are accompanied with a progressive collapse of the system state probability distribution during each complete system measurement.
Bauer, Michel +2 more
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Stochastic measures of arbitrage [PDF]
Top, 2002 Empirical research has provided evidence supporting the existence of arbitrage opportunities in real financial markets although market imperfections are often the main reason to explain these empirical deviations. Consequently, recent literature has turned the attention to imperfect markets in order to extend the most significant results on asset ...
Balbás, Alejandro +1 more
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Measurable Stochastics for Brane Calculus [PDF]
Electronic Proceedings in Theoretical Computer Science, 2010 In Proceedings MeCBIC 2010, arXiv:1011 ...
Giorgio Bacci, Marino Miculan
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Stochastically Stable Quenched Measures [PDF]
Journal of Statistical Physics, 2004 We analyze a class of stochastically stable quenched measures. We prove that stochastic stability is fully characterized by an infinite family of zero average polynomials in the covariance matrix entries.
Alessandra Bianchi +2 more
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Measurability Theorems for Stochastic Extremals [PDF]
SIAM Journal on Control, 1975 Measurability of the optimal value is proved for a rather general class of parametric optimization problems. The class considered includes in particular the stochastic convex programs. The measurability of the optimal solutions is discussed for a special case.
Kall, Peter, Oettli, Werner
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Journal of Modern Power Systems and Clean Energy, 2022 This study proposes a statistical measure and a stochastic optimization model for generating risk-seeking wind power offering strategies in electricity markets. Inspired by the value at risk (VaR) to quantify risks in the worst-case scenarios of a profit
Dongliang Xiao +3 more
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Supports of doubly stochastic measures [PDF]
Bernoulli, 1995 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Hestir, Kevin, Williams, Stanley C.
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A stochastic measure for eternal inflation [PDF]
Journal of Cosmology and Astroparticle Physics, 2007 We use the stochastic approach to investigate the measure for slow roll eternal inflation. The probability for the universe of a given Hubble radius can be calculated in this framework. In a solvable model, it is shown that the probability for the universe to evolve from a state with a smaller Hubble radius to that of a larger Hubble radius is ...
Li, Miao, Wang, Yi
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