Results 31 to 40 of about 798,401 (286)
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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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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Heat equation with general stochastic measure colored in time
Modern Stochastics: Theory and Applications, 2014 A stochastic heat equation on $[0,T]\times \mathbb{R}$ driven by a general stochastic measure $d\mu (t)$ is investigated in this paper. For the integrator μ, we assume the σ-additivity in probability only. The existence, uniqueness, and Hölder regularity
Vadym Radchenko
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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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On Expectation Correlate System and Chaotic Dynamics in Time-Series [PDF]
Al-Rafidain Journal of Computer Sciences and Mathematics, 2004 This paper suggests a new system of time-series called Expectation Correlate System (ECS) that are good at detecting the behavior of dynamical systems (both deterministic and stochastic systems) and the dependence on initial values.
Ali Siker
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Spectral Density-Based and Measure-Preserving ABC for partially observed diffusion processes. An illustration on Hamiltonian SDEs [PDF]
, 2019 Approximate Bayesian Computation (ABC) has become one of the major tools of likelihood-free statistical inference in complex mathematical models. Simultaneously, stochastic differential equations (SDEs) have developed to an established tool for modelling
Buckwar, Evelyn +2 more
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Foliated stochastic calculus: Harmonic measures
Transactions of the American Mathematical Society, 2015 In this article we present an intrinsic construction of foliated Brownian motion (FoBM) via stochastic calculus adapted to a foliated Riemannian manifold ( M , F ) (M, \mathcal {F}) . The stochastic approach together with this proposed foliated vector calculus provide a natural method
Catuogno, Pedro J. +2 more
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Measure Attractors of Stochastic Fractional Lattice Systems
Fractal and FractionalThis paper seeks to establish the measure attractors in stochastic fractional lattice systems. First, the presence of these attractor measures is proven by the uniform estimates of the solution.
Shudong Weng, Shaoyue Mi, Dingshi Li
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Stochastic Stability Analysis of Discrete Time System Using Lyapunov Measure
, 2016 In this paper, we study the stability problem of a stochastic, nonlinear, discrete-time system. We introduce a linear transfer operator-based Lyapunov measure as a new tool for stability verification of stochastic systems.
Vaidya, Umesh
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