Results 21 to 30 of about 1,139,330 (298)
Stochastic Frontier Models [PDF]
, 2008 The stochastic frontier model was first proposed in the context of production function estimation to account for the effect of technical inefficiency. The inefficiency causes actual output to fall below the potential level (that is, the production frontier) and also raises production cost above the minimum level (that is, the cost frontier).
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A Markovian batch arrival queueing system with disasters, working breakdowns, and impatience: Mathematical modeling and economic analysis [PDF]
Yugoslav Journal of Operations ResearchMachining systems are essential for many industrial applications, such as manufacturing, processing, and assembly. However, these systems are often exposed to various sources of uncertainty and disruption, such as disasters and customer impatience. These
Ramdani Hayat +2 more
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Dynamic Behavior of a Stochastic Amensalism Population Model
Journal of Harbin University of Science and Technology, 2022 Aiming at the problem of biased symbiosis dynamics affected by environmental factors, according to the theory of stochastic differential equation, the stochastic biased symbiosis dynamics model is established by introducing white noise, and the dynamic ...
AI Xiao-hui, DENG Wen-bo, LI Peng-zhe
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Almost Periodic Solutions for Impulsive Fractional Stochastic Evolution Equations
International Journal of Analysis and Applications, 2014 In this paper, we consider the existence of square-mean piecewise almost periodic solutions for impulsive fractional stochastic evolution equations involving Caputo fractional derivative.
Toufik Guendouzi, Lamia Bousmaha
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Almost periodic mild solutions for stochastic delay functional. differential equations driven by a fractional Brownian motion [PDF]
Romanian Journal of Mathematics and Computer Science, 2014 In this paper we investigate the existence and stability of quadratic-mean almost periodic mild solutions to stochastic delay functional differential equations driven by fractional Brownian motion with Hurst parameter H > 1/2 , under some suitable ...
Toufik Guendouzi,, Khadem Mehdi
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Stochastic Modelling of Turbulent Flows for Numerical Simulations
Fluids, 2020 Numerical simulations are a powerful tool to investigate turbulent flows, both for theoretical studies and practical applications. The reliability of a simulation is mainly dependent on the turbulence model adopted, and improving its accuracy is a ...
Carlo Cintolesi, Etienne Mémin
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Linear Stochastic Dividend Model [PDF]
SSRN Electronic Journal, 2019 In this paper, we propose a new model for pricing stock and dividend derivatives. We jointly specify dynamics for the stock price and the dividend rate such that the stock price is positive and the dividend rate nonnegative. In its simplest form, the model features a dividend rate that is mean-reverting around a constant fraction of the stock price ...
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Fluctuations as stochastic deformation [PDF]
, 2008 A notion of stochastic deformation is introduced and the corresponding algebraic deformation procedure is developed. This procedure is analogous to the deformation of an algebra of observables like deformation quantization, but for an imaginary ...
Kazinski, P. O.
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A phase type survival tree model for clustering patients’ hospital length of stay [PDF]
, 2009 Clinical investigators, health professionals and managers are often interested in developing criteria for clustering patients into clinically meaningful groups according to their expected length of stay.
Garg, Lalit +4 more
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Stochastic Models of Exotic Transport
, 2000 Non-typical transport phenomena may arise when randomly driven particles remain in an active relationship with the environment instead of being passive. If we attribute to Brownian particles an ability to induce alterations of the environment on suitable
Garbaczewski, Piotr
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