Results 31 to 40 of about 137,560 (316)
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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Are Deterministic Descriptions And Indeterministic Descriptions Observationally Equivalent? [PDF]
, 2009 The central question of this paper is: are deterministic and indeterministic descriptions observationally equivalent in the sense that they give the same predictions?
Werndl, Charlotte, Charlotte Werndl
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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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Polyhedral Risk Measures in Stochastic Programming [PDF]
SIAM Journal on Optimization, 2005 The authors define the class of polyhedral risk measures as optimal values of certain linear stochastic programs with recourse where the arguments appear on the right-hand sides of the dynamic constraints. They provide conditions implying that polyhedral risk measures are coherent and consistent with second order stochastic dominance.
Andreas Eichhorn, Werner Römisch
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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 Quantization for the Fractional Edwards Measure [PDF]
Acta Applicandae Mathematicae, 2017 We prove the existence of a diffusion process whose invariant measure is the fractional polymer or Edwards measure for fractional Brownian motion in dimension $d\in\mathbb{N}$ with Hurst parameter $H\in(0,1)$ fulfilling $dH < 1$. The diffusion is constructed via Dirichlet form techniques in infinite dimensional (Gaussian) analysis. Moreover, we show
Bock, Wolfgang +2 more
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Stochastic differential formula and solution of control problem
Міжнародний науково-технічний журнал "Проблеми керування та інформатики"Exact solution of finite-dimensional linear stochastic differential system with control is derived. Its uniqueness up to stochastic modification is proved.
Карен Георгійович Дзюбенко
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Formulation of scale transformation in a stochastic data assimilation framework [PDF]
Nonlinear Processes in Geophysics, 2017 Understanding the errors caused by spatial-scale transformation in Earth observations and simulations requires a rigorous definition of scale. These errors are also an important component of representativeness errors in data assimilation.
F. Liu, F. Liu, X. Li, X. Li, X. Li
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Some Results on Measures of Interaction between Paired Risks
Risks, 2018 Co-risk measures and risk contribution measures have been introduced to evaluate the degree of interaction between paired risks in actuarial risk management.
Rui Fang, Xiaohu Li
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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].
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