Results 21 to 30 of about 798,401 (286)
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
doaj +1 more source
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
doaj +1 more source
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
openaire +3 more sources
On Measurable Stochastic Processes [PDF]
Transactions of the American Mathematical Society, 1940 In recent years probability theory has been formulated mathematically as measure theory; in the case of stochastic processes depending upon a continuous parameter the measures considered are defined on certain subspaces of the space of all functions of a real variable.t This formulation of stochastic processes depending upon a continuous parameter ...
openaire +2 more sources
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
openaire +3 more sources
Stochastic Measure Diffusion Processes [PDF]
Canadian Mathematical Bulletin, 1979 The purpose of this article is to give an introduction to the study of a class of stochastic partial differential equations and to give a brief review of some of the recent developments in this field. This study has evolved naturally out of the theory of stochastic differential equations initiated in a pioneering paper of K. Itô [13].
openaire +2 more sources
Stochastic volatility and leverage effect [PDF]
, 2002 We prove that a wide class of correlated stochastic volatility models exactly measure an empirical fact in which past returns are anticorrelated with future volatilities: the so-called ``leverage effect''.
A. Dragulescu +20 more
core +3 more sources
Stochastic flows with interaction and measure-valued processes
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
doaj +1 more source
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
doaj +1 more source
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
doaj +1 more source