Results 111 to 120 of about 15,808 (165)

On some properties of equal-stress problem solution reinforcement bending the metal-composite plates working in steady creep conditions A. P. Yankovskii

open access: yesVestnik Samarskogo Gosudarstvennogo Tehničeskogo Universiteta. Seriâ: Fiziko-Matematičeskie Nauki, 2011
Solution of a stress condition of stochastic heterogeneous plate problem was obtained on the basis of statistic linearization of determinative creep equation and by using a method of spectral representation of random functions.
Andrey P Yankovskii
doaj  

Karhunen-Loève-Based Reduced-Complexity Representation of the Mixed-Density Messages in SPA on Factor Graph and Its Impact on BER

open access: yesEURASIP Journal on Wireless Communications and Networking, 2010
The sum product algorithm on factor graphs (FG/SPA) is a widely used tool to solve various problems in a wide area of fields. A representation of generally-shaped continuously valued messages in the FG/SPA is commonly solved by a proper parameterization
Prochazka Pavel, Sykora Jan
doaj  

The Evaluation of American Compound Option Prices Under Stochastic Volatility Using the Sparse Grid Approach [PDF]

open access: yes
A compound option (the mother option) gives the holder the right, but not obligation to buy (long) or sell (short) the underlying option (the daughter option).
Boda Kang, Carl Chiarella
core  

Irreversible investment in oligopoly [PDF]

open access: yes
We offer a new perspective on games of irreversible investment under uncertainty in continuous time. The basis is a particular approach to solve the involved stochastic optimal control problems which allows to establish existence and uniqueness of an ...
Jan-Henrik Steg
core  

Testing for Stochastic Cointegration and Evidence for Present Value Models [PDF]

open access: yes
Using the stochastic integration/cointegration framework of Harris, McCabe and Leybourne (2002) we revisit the problem of assessing the empirical evidence for or against the present value class of models in the bond and stock markets.
Stephen Leybourne   +2 more
core  

Representation of a Stochastic Traffic Bound

IEEE Transactions on Parallel and Distributed Systems, 2010
This paper presents a theoretical representation of a stochastic traffic bound (σ',ρ') that consists of two items, the burstiness bound σ' and the bound of long-term average rate ρ'. The novelty of the suggested representation is that the burstiness bound and the bound of long-term average rate are separately connected to the fractal dimension D that ...
Ming Li 0002, Wei Zhao 0001
openaire   +1 more source

Representational Accuracy of Stochastic Neural Populations

Neural Computation, 2002
Fisher information is used to analyze the accuracy with which a neural population encodes D stimulus features. It turns out that the form of response variability has a major impact on the encoding capacity and therefore plays an important role in the selection of an appropriate neural model.
Stefan D. Wilke, Christian W. Eurich
openaire   +3 more sources

On LP stochastic representations

Statistics & Probability Letters, 1995
The author proves the following integral representation result for stochastic integrals: Let \(w\) be a Brownian motion on \((\Omega, F^w, P)\). Then \(f \in L_p (F_\infty, P)\), \(1 < p < \infty\), has a representation as \(f = E |f |+ \int^\infty_0 Hdw\), where \(H \in L_p (dw)\), \(L_p (dw) : = \{H \in \wp\mid |H |_\infty < \infty\}\), \(|H |_p ...
openaire   +1 more source

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