Results 81 to 90 of about 1,120,364 (167)

Apportioning of Risks via Stochastic Dominance [PDF]

Consider a simple two-state risk with equal probabilities for the two states. In particular, assume that the random wealth variable Xi dominates Yi via ith-order stochastic dominance for i = M,N.
Harris Schlesinger, Ilia Tsetlin, Louis Eeckhoudt   +2 more
core  

Stochastic ordering results on extreme order statistics from dependent samples with Archimedean copula

Journal of Inequalities and Applications
This paper considers parallel and series systems with heterogeneous components having dependent exponential lifetimes. The underlying dependence is assumed to be Archimedean and the component lifetimes are supposed to be connected according to an ...
Mansour Shrahili
doaj   +1 more source

Investigation of high order stochastic differential equations using averaging method

Vietnam Journal of Mechanics, 2007
The averaging method is a useful tool for investigating both deterministic and stochastic quasilinear system. In the stochastic problems, however, the method has often been developed only for mechanical systems subjected to white noise excitations.In the
Nguyen Dong Anh, Ngo Thi Hong Hue
doaj   +1 more source

On stochastic properties between some ordered random variables [PDF]

A great number of articles have dealt with stochastic comparisons of ordered random variables in the last decades. In particular, distributional and stochastic properties of ordinary order statistics have been studied extensively in the literature ...
Michael P. Wiper, Nuria Torrado, Rosa E. Lillo   +2 more
core  

Exact solutions of stochastic Burgers–Korteweg de Vries type equation with variable coefficients

Partial Differential Equations in Applied Mathematics
We will present exact solutions for three variations of the stochastic Korteweg de Vries–Burgers (KdV–Burgers) equation featuring variable coefficients.
Kolade Adjibi, Allan Martinez, Miguel Mascorro, Carlos Montes, Tamer Oraby, Rita Sandoval, Erwin Suazo   +6 more
doaj   +1 more source

Stochastically ordered aggregation operators

International Journal of Approximate Reasoning
J. Baz is partially supported by Programa Severo Ochoa of Principality of Asturias (BP21042). F. Pellerey carried out this study within the FAIR - Future Artificial Intelligence Research and received funding from the European Union Next-GenerationEU (Piano Nazionale di Ripresa e Resilienza (PNRR) Missione 4 Componente 2, Investimento 1.3 D.D.
Juan Baz, Juan, Pellerey, franco, Díaz, Irene, Montes, Susana a   +3 more
openaire   +3 more sources

A Bayesian semiparametric approach to correlated ROC surfaces with stochastic order constraints. [PDF]

Biometrics, 2019
Chen Z, Hwang BS.
europepmc   +1 more source

An improved adaptive variable neighborhood search algorithm for stochastic order allocation problem. [PDF]

Sci Rep
Zhang Z, Zhang L, Li W.
europepmc   +1 more source

Square integrable solutions and stability of a second-order stochastic integro-differential equation. [PDF]

Sci Rep
Oudjedi-Damerdji LF, Meziane M, Djidel O, Boulaaras S, Alharbi A.   +4 more
europepmc   +1 more source

Discrete stochastic maximal regularity. [PDF]

Math Ann
Evangelopoulos-Ntemiris F, Veraar M.
europepmc   +1 more source