Results 261 to 270 of about 3,152,040 (308)
Operating-Room scheduling under uncertainty: balancing elective and emergency surgeries. [PDF]
Health Care Manag SciSadegh Zadeh H +3 more
europepmc +1 more source
Stochastic flows and the forward measure [PDF]
Finance and Stochastics, 2001 In the paper by \textit{D. Duffie} and \textit{R. Kan} [Math. Finance 6, No. 4, 379-406 (1996; Zbl 0915.90014)] it is shown that the short rate dynamics must be of linear/Gaussian or square root/affine form if the corresponding zero coupon bond price is exponential affine and the bond price is exponential affine if some Riccati equations have solutions.
Elliott, R., Van Der Hoek, J.
openaire +4 more sources
Some of the next articles are maybe not open access.
Related searches:
Related searches:
An inequality measure for stochastic allocations
Journal of Economic Theory, 2011There are a few articles on inequality measurement which deal with uncertainty, particularly when the ranking of cohorts may not be fixed. The authors of the present paper give a set of axioms implying such a class of inequality measures under uncertainty that is one-parameter extension of the generalized Gini mean over the distribution of average ...
Soo Hong Chew, Jacob S. Sagi
openaire +4 more sources
The Measurable Space of Stochastic Processes
2010 Seventh International Conference on the Quantitative Evaluation of Systems, 2010We introduce a stochastic extension of CCS endowed with structural operational semantics expressed in terms of measure theory. The set of processes is organised as a measurable space by the sigma-algebra generated by structural congruence. The structural operational semantics associates to each process a set of measures over the space of processes. The
Luca Cardelli, Radu Mardare
openaire +4 more sources
The fubini theorems of stochastic measures
Acta Mathematicae Applicatae Sinica, 1988Suppose that (S,\(\Sigma)\) is a measurable space, E a Banach space, and Z a vector measure on \(\Sigma\) with values in the dual E' of E. If \(f: S\to E\) is a simple function of the form \(f=\sum^{n}_{i=1}x_ i 1_{A_ i}\) \((x_ i\in E\), \(A_ i\in \Sigma\) disjoint), it is natural to define the integral of f relative to Z by \[ \int f dZ:=\sum^{n}_{i ...
Jiang, Tao, Xiong, Zhengxin, Chen, Peide
openaire +1 more source
On a Measure of Stochastic Dependence
Theory of Probability & Its Applications, 1962An explicit expression is found for the amount of information (in the sense of A. N. Kolmogorov) about one $\sigma $-subalgebra contained in another $\sigma $-subalgebra of an abstract algebra with a probability measure. The formula obtained is generalized to a system of subalgebras of any cardinal number.
openaire +1 more source