Results 31 to 40 of about 3,057,682 (305)
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
doaj +1 more source
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
doaj +1 more source
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
openaire +5 more sources
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
Efficient simulation of stochastic chemical kinetics with the Stochastic Bulirsch-Stoer extrapolation method [PDF]
, 2014 BackgroundBiochemical systems with relatively low numbers of components must be simulated stochastically in order to capture their inherent noise. Although there has recently been considerable work on discrete stochastic solvers, there is still a need ...
Barrio Solórzano, Manuel +11 more
core +2 more sources
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
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
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
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 +2 more
openaire +2 more sources
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
doaj +1 more source