Results 31 to 40 of about 3,152,040 (308)

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
openaire   +1 more source

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
doaj   +1 more source

Measure Attractors of Stochastic Fractional Lattice Systems

Fractal and Fractional
This 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
doaj   +1 more source

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, Fattler, Torben, Streit, Ludwig   +2 more
openaire   +2 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

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, Vinicius Pereira do Sacramento, Lígia Claudia Castro de Oliveira, Fátima Nelsizeuma Sombra de Medeiros, Francisco Alixandre Ávila Rodrigues   +4 more
doaj   +1 more source

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
core   +1 more source

Stability of invariant measure of a stochastic differential equation describing molecular rotation [PDF]

, 1987
summary:Stability of an invariant measure of stochastic differential equation with respect to bounded pertubations of its coefficients is investigated.
Maslowski, Bohdan
core   +1 more source

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
doaj   +1 more source

Stratonovich-type integral with respect to a general stochastic measure [PDF]

, 2016
Let $μ$ be a general stochastic measure, where we assume for $μ$ only $σ$-additivity in probability and continuity of paths. We prove that the symmetric integral $\int_{[0,T]}f(μ_t, t)\circ\,{\rm d}μ_t$ is well defined. For stochastic equations with this
Radchenko, Vadym, Vadym Radchenko
core   +1 more source