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Bayesian Decision Theory and Stochastic Independence [PDF]
Electronic Proceedings in Theoretical Computer Science, 2017 Stochastic independence has a complex status in probability theory. It is not part of the definition of a probability measure, but it is nonetheless an essential property for the mathematical development of this theory.
Philippe Mongin
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EXISTENCIA DE UNA MEDIDA INVARIANTE EN ALGUNAS ECUACIONES DE EVOLUCIÓN ESTOCÁSTICAS
Pesquimat, 2014 We study the stochastic process shaped with the solution of a stochastic evolution equation. We prove the theorem of the existence of a invariant measure in the Banach space of the values of the random variables, satisfying suitables hypothesis in the ...
Claudio Fernando Balcázar Huapaya
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Measurement of Stochastic Entropy Production [PDF]
Physical Review Letters, 2006 Using fluorescence spectroscopy we directly measure entropy production of a single two-level system realized experimentally as an optically driven defect center in diamond. We exploit a recent suggestion to define entropy on the level of a single stochastic trajectory (Seifert, Phys. Rev. Lett. {\bf 95}, 040602 (2005)).
Tietz, C. +4 more
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Approximation of solutions of the stochastic wave equation by using the Fourier series
Modern Stochastics: Theory and Applications, 2018 A one-dimensional stochastic wave equation driven by a general stochastic measure is studied in this paper. The Fourier series expansion of stochastic measures is considered.
Vadym Radchenko, Nelia Stefans’ka
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Moment estimates for invariant measures of stochastic Burgers equations
Advances in Difference Equations, 2020 In this paper, we study moment estimates for the invariant measure of the stochastic Burgers equation with multiplicative noise. Based upon an a priori estimate for the stochastic convolution, we derive regularity properties on invariant measure.
Yu Shi, Bin Liu
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Stochastic Comparisons of Some Distances between Random Variables
Mathematics, 2021 The aim of this paper is twofold. First, we show that the expectation of the absolute value of the difference between two copies, not necessarily independent, of a random variable is a measure of its variability in the sense of Bickel and Lehmann (1979).
Patricia Ortega-Jiménez +2 more
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Modern Stochastics: Theory and Applications, 2020 In this paper, a solution is given to reflected backward doubly stochastic differential equations when the barrier is not necessarily right-continuous, and the noise is driven by two independent Brownian motions and an independent Poisson random measure.
Mohamed Marzougue, Yaya Sagna
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Stochastic Properties of Fractional Generalized Cumulative Residual Entropy and Its Extensions
Entropy, 2022 The fractional generalized cumulative residual entropy (FGCRE) has been introduced recently as a novel uncertainty measure which can be compared with the fractional Shannon entropy. Various properties of the FGCRE have been studied in the literature.
Ghadah Alomani, Mohamed Kayid
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On Deviation Measures in Stochastic Integer Programming [PDF]
Electronic Notes in Discrete Mathematics, 2004 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Märkert, Andreas, Schultz, Rüdiger
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Stability and sensitivity analysis of stochastic programs with second order dominance constraints [PDF]
, 2010 In this paper we present stability and sensitivity analysis of a stochastic optimization problem with stochastic second order dominance constraints. We consider perturbation of the underlying probability measure in the space of regular measures equipped ...
Xu, Huifu, Liu, Yongchao
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