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A stochastic model of hormesis
Mathematical Biosciences, 1993In order to describe the life-prolonging effect of some agents that are harmful at higher doses, ionizing radiations in particular, a stochastic model is developed in terms of accumulation and progression of intracellular lesions caused by the environment and by the agent itself.
Yakovlev, Andrej Yu. +2 more
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Stochastic Model Checking with Stochastic Comparison
2005This paper presents a stochastic comparison based method to check state formulas defined over Discrete Time Markov Reward Models. High-level specifications like stochastic Petri nets, Stochastic Automata Networks, Stochastic Process Algebras have been developed to construct large Markov models.
Nihal Pekergin, Sana Younès
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A Stochastic Model for Bidding
Journal of the Operational Research Society, 1978Competitive bidding situations involve considering a multiplicity of factors. Organizations must be able to weigh the relative probability of potential projects based on resource usage, project duration and competitor actions to decide which of many possible bids to submit.
Knode, Charles S., Swanson, Lloyd A.
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Stochastic modelling of intermittency
Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences, 2010Recently, methods have been developed to model low-dimensional chaotic systems in terms of stochastic differential equations. We tested such methods in an electronic circuit experiment. We aimed to obtain reliable drift and diffusion coefficients even without a pronounced time-scale separation of the chaotic dynamics.
Thomas, Stemler +3 more
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Optimization in stochastic models
International Journal of Computer Mathematics, 1964Suppose we are given a random process depending on one or more parameters x, y, . . . . and that we can simulate this process on a computer to obtain independent realizations of it. Suppose further that some function, whose value for each realization is a random variable {(x, y, . . .
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A stochastic model for solitons
Random Structures & Algorithms, 2003AbstractThe soliton physics for the propagation of waves is represented by a stochastic model in which the particles of the wave can jump ahead according to some probability distribution. We demonstrate the presence of a steady state (stationary distribution) for the wavelength. It is shown that the stationary distribution is a convolution of geometric
Yoshiaki Itoh 0002 +2 more
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STOCHASTIC MODELS OF THERMODIFFUSION
Modern Physics Letters B, 2009New stochastic models of thermodiffusion are constructed and their hydrodynamical limits are studied through a first-order Chapman–Enskog expansion. These models differ from earlier ones by taking into account all first-order contributions proportional to the temperature gradient and, thus, allow for both positive and negative Soret coefficients, in ...
Chevalier, C., Debbasch, F., Rivet, J.P.
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2012 Ninth International Conference on Quantitative Evaluation of Systems, 2012
Sport provides a rich set of opportunities for the application of stochastic modelling. The discrete nature of some sports (tennis, for example) lends itself to analysis through Markov chains to model how the state of the game changes over time, enabling the estimation of the probabilities of various outcomes. In others there are clear "risk and reward"
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Sport provides a rich set of opportunities for the application of stochastic modelling. The discrete nature of some sports (tennis, for example) lends itself to analysis through Markov chains to model how the state of the game changes over time, enabling the estimation of the probabilities of various outcomes. In others there are clear "risk and reward"
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Management Science, 1972
Growth period models, previously treated in the literature, have assumed that the pattern of value increase of the growth asset is deterministic. In this paper, this assumption is relaxed by considering models in which the increase in value of an asset in a period is a random variable whose distribution is a function of either the value or the age of ...
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Growth period models, previously treated in the literature, have assumed that the pattern of value increase of the growth asset is deterministic. In this paper, this assumption is relaxed by considering models in which the increase in value of an asset in a period is a random variable whose distribution is a function of either the value or the age of ...
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2008
Stochastic volatility (SV) is the main concept used in the fields of financial economics and mathematical finance to deal with the endemic time-varying volatility and codependence found in financial markets. Such dependence has been known for a long time; early commentators include Mandelbrot (1963) and Officer (1973). It was also clear to the founding
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Stochastic volatility (SV) is the main concept used in the fields of financial economics and mathematical finance to deal with the endemic time-varying volatility and codependence found in financial markets. Such dependence has been known for a long time; early commentators include Mandelbrot (1963) and Officer (1973). It was also clear to the founding
openaire +1 more source