Results 271 to 280 of about 137,560 (316)

Nonlinear Stochastic Dynamics of the Intermediate Dispersive Velocity Equation with Soliton Stability and Chaos. [PDF]

Entropy (Basel)
Wali S, Munawar M, Abdelkader A, Jhangeer A, Imran M.   +4 more
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Discrete stochastic maximal regularity. [PDF]

Math Ann
Evangelopoulos-Ntemiris F, Veraar M.
europepmc   +1 more source

Identification of silage bacterial clusters and analysis of their microecological characteristics. [PDF]

Environ Microbiome
Li M, Wu S, Zi X.
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Non-Markovian Entropy Dynamics in Living Systems from the Keldysh Formalism. [PDF]

Entropy (Basel)
Liu F, Guo M, Tan H, Wang Y.
europepmc   +1 more source

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An inequality measure for stochastic allocations

Journal of Economic Theory, 2011
There 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
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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.
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The Measurable Space of Stochastic Processes

2010 Seventh International Conference on the Quantitative Evaluation of Systems, 2010
We 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
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The fubini theorems of stochastic measures

Acta Mathematicae Applicatae Sinica, 1988
Suppose 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
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On Measurable Modification of Stochastic Functions

Theory of Probability & Its Applications, 2002
A few criteria for the existence of a measurable modification are considered. If the function \(\zeta_t\), \(t\in T\), is stochastically continuous, i.e. for all \(\varepsilon > 0\), \[ P\{|\xi_t-\xi_{t_0}|\geq \varepsilon\}=\iint_{|x-y|\geq\varepsilon} P_{t,t_0}(dxdy)\to 0,\qquad t-t_0\in T,\tag{1} \] then a measurable modification exists [cf. \textit{
Di Nunno, G., Rozanov, Yu. A.
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MEASURE EVOLUTION FOR "STOCHASTIC FLOWS"

Stochastics and Dynamics, 2008
In this paper we study how σ-finite measures on ℝdevolve under a class of "stochastic flows" associated to stochastic differential equations with (resp. without) jumps in ℝd. First we show the related measure evolution processes are càdlàg (resp. continuous), strongly Markovian and weakly Fellerian.
Wang, Bin, Xiang, Kai-Nan
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