Results 21 to 30 of about 137,560 (316)
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
Exponential integrability of stochastic convolutions [PDF]
, 2003 Sucient conditions are found for stochastic convolution integrals driven by a Wiener process in a Hilbert space to belong to the Orlicz space expL2; standard exponential tail estimates follow from these results.
Seidler, Jan, Sobukawa, Takuya
core +1 more source
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
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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 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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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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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
openaire +4 more sources
Ocean surface change detection from remote sensing image based on stochastic similarity measure
RBRH, 2022 Change detection based on remote sensing images, has attracted increasing attention from researchers throughout the world. The synthetic aperture radar (SAR) images have become key resources for detecting changes on the land surface.
Ian Henrique Teles Braga +4 more
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